  Many statistical problems and applications require repeated computation of
order statistics, such as the median, but most statistical and programming
environments do not offer in their main distribution linear selection
algorithms. We introduce one, formally equivalent to quickselect, which keeps
the position of the pivot fixed. This makes the implementation simpler and much
practical compared with the best known solutions. It also enables an "oracular"
pivot position option that can reduce a lot the convergence time of certain
statistical applications. We have extended the algorithm to weighted
percentiles such as the weighted median, applicable to data associated with
varying precision measurements, image filtering, descriptive statistics like
the medcouple and for combining multiple predictors in boosting algorithms. We
provide the new functions in MATLAB, C and R. We have packaged them in a broad
MATLAB toolbox addressing robust statistical methods, many of which can be now
optimised by means of efficient (weighted) selections.
