Does icCube provide any function that can be used for creating calculated members with aggregated percentile, like Median or 95th percentile?
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For the median there is an MDX function available. Percentile is not yet directly supported, looks as a good idea to add, but we can user the Vector MDX+ function applying the percentile object function.
Vector( [Set] , [Value], EXCLUDEEMPTY )->percentile(50) // for the median
same as
Median( [Set] , [Value] )
If you're looking to do this directly from a measure (fact level). There is a list of aggregation methods that return a Vector. Let's say we've defined a measure [P&L Vector] with the aggregation method Vector. Then for the median would be :
[P&L Vector]->percentile(50)
From the coming 6.2 version there will be an MDX function to support Percentile:
Percentile( [Set], [Value] , 95 )

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