[change] implementation of quantile calculation corrected
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@ -297,20 +297,18 @@ class ProbabilityDensityFunction(object):
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def quantile(self, prob_value, eps=0.01):
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l = self.axis[0]
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r = self.axis[-1]
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m = (r - l) / 2
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m = (r + l) / 2
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diff = prob_value - self.prob_lt_val(m)
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while abs(diff) > eps:
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if diff > 0:
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l = m
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else:
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r = m
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m = (r - l) / 2
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m = (r + l) / 2
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diff = prob_value - self.prob_lt_val(m)
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print(m, prob_value, self.prob_lt_val(m))
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return m
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pass
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def quantile_distance(self, prob_value):
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ql = self.quantile(prob_value)
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qu = self.quantile(1 - prob_value)
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