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