Description Usage Arguments Value
Computes the pth quantile of a cumulative distribution function using a simple binary serach algorithm. This can be extremely slow but has the benefit of being trivial to implement.
1 | binaryQuantileSearch(pDistFunc, p, lastLeft, lastRight, error = 10^-4)
|
pDistFunc |
a cumulative distribution function on the real numbers, it should take a single argument x and return the cumualtive distribution function evaluated at x. |
p |
the quantile p\in[0,1] |
lastLeft |
binary search works by continuously decreasing the search space from the left and right. lastLeft should be a lower bound for the quantile p. |
lastRight |
similar to lastRight but should be an upper bound. |
error |
the error tolerated from the binary search |
the quantile (within error).
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