Skip to main content

quantile

Function quantile 

Source
pub fn quantile(sorted: &[u64], p: f64) -> f64
Expand description

The pth quantile of an ascending series, by linear interpolation between the two order statistics that bracket it.

This is the definition NumPy and R use by default (R’s type 7), chosen because it is the one a reader who reaches for another tool to check this one will get from it. At p = 0.5 it is the ordinary median: the middle sample of an odd series, the average of the two middle samples of an even one.