592 B
592 B
MathQuantile
Calculates sample quantiles corresponding to the specified probabilities: Qi = (1 - gamma)x[j] + gammax[j+1]
bool MathQuantile(
const double& array[], // array of values
const double& probs[], // array of probabilities
double& quantile[] // array to output the quantiles
)
Parameters
array[]
[in] Array of values.
probs[]
[in] Array of probabilities.
quantile[]
[out] Array to output the quantiles.
Return Value
Returns true if successful, otherwise false.