Calculation of percentile / quantile

Summary:

How to calculate percentiles / quantiles in EPM Planning BSO without considering #Missing

Content (please ensure you mask any confidential information):

In my current task, I need to calculate percentiles / quantiles and as there is no native Essbase function I use the custom functions: @CalcMgrExcelPERCENTILE

Unfortunately, this function does consider Members with #Missing value instead of ignoring them (like the function does in Excel).

Hence, I am looking for a way to calculate Percentiles while ignoring all members with #Missing values.

Does someone know another function?

Is there a create member set function based on member values? (member list = members <> #Missing)