Interpolating

Types

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Linear interpolation of the modes for the order statistics for the uniform distribution on 0, 1.

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Linear interpolation of the approximate medians for order statistics. Recommended by H & F.

Functions

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abstract fun oneBasedIndexOfQuantile(p: Double, count: Int): Double

Gives the (1-based) index of the p-quantile for a distribution of size count. If the result h is a whole number, the h'th smallest of the count values is the quantile estimate. If not, h is an estimation of the index of the p-quantile. Rounding or interpolation needs to occur to get the actual quantile estimate.

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abstract fun quantile(p: Double, values: List<Double>): Double