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quantiles.go
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quantiles.go
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package stat
/* quantiles.go
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
* Copyright (C) 2012, 2013 G.vd.Schoot
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
// QuantileFromSortedData performs the quantile function, also called percent
// point function or inverse cumulative distribution function, on the sorted data.
// Note that the function doesn't check wheather the data is actually sorted.
func QuantileFromSortedData(sortedData Interface, f float64) (result float64) {
n := sortedData.Len()
index := f * float64(n-1)
lhs := int(index)
delta := index - float64(lhs)
if n == 0 {
return 0.0
}
if lhs == n-1 {
result = sortedData.Get(lhs)
} else {
result = (1-delta)*sortedData.Get(lhs) + delta*sortedData.Get(lhs+1)
}
return
}