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[change] implementation of quantile calculation corrected

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Sebastian Wehling-Benatelli 2016-06-30 13:14:38 +02:00
parent 4f47f9f343
commit e8cbc2f377
1 changed files with 3 additions and 5 deletions
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8
pylot/core/util/pdf.py
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@ -297,20 +297,18 @@ class ProbabilityDensityFunction(object):
def quantile(self, prob_value, eps=0.01): def quantile(self, prob_value, eps=0.01):
l = self.axis[0] l = self.axis[0]
r = self.axis[-1] r = self.axis[-1]
m = (r - l) / 2 m = (r + l) / 2
diff = prob_value - self.prob_lt_val(m) diff = prob_value - self.prob_lt_val(m)
while abs(diff) > eps: while abs(diff) > eps:
if diff > 0: if diff > 0:
l = m l = m
else: else:
r = m r = m
m = (r - l) / 2 m = (r + l) / 2
diff = prob_value - self.prob_lt_val(m) diff = prob_value - self.prob_lt_val(m)
print(m, prob_value, self.prob_lt_val(m))
return m return m
pass
def quantile_distance(self, prob_value): def quantile_distance(self, prob_value):
ql = self.quantile(prob_value) ql = self.quantile(prob_value)
qu = self.quantile(1 - prob_value) qu = self.quantile(1 - prob_value)