# binaryQuantileSearch: Quantiles of a distribution. In TauStar: Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance

## Description

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.

## Usage

 1 binaryQuantileSearch(pDistFunc, p, lastLeft, lastRight, error = 10^-4) 

## Arguments

 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

## Value

the quantile (within error).

TauStar documentation built on May 1, 2019, 9:59 p.m.