Module Sample.Quantile

module Quantile: sig .. end

type continuous_param =

`\|`	`CADPW`	`(*`	Linear interpolation of the ECDF.	`*)`
`\|`	`Hazen`	`(*`	Hazen's definition.	`*)`
`\|`	`SPSS`	`(*`	Definition used by the SPSS statistics application, also known as Weibull's definition.	`*)`
`\|`	`S`	`(*`	Definition used by the S statistics application.org Interpolation points divide the sample range into `n - 1` intervals. Default.	`*)`
`\|`	`MedianUnbiased`	`(*`	Median unbiased definition. The resulting quantile estimates are approximately median unbiased regardless of the distribution of `vs`	`*)`
`\|`	`NormalUnbiased`	`(*`	Normal unbiased definition. An approximately unbiased estimate if the empirical distribution approximates the normal distribution.	`*)`

Parameters for the continious sample method.

val continuous_by : ?param:continuous_param ->
       ps:float array -> float array -> float array

O(n log n) Estimates sample quantile corresponding to the given probability p, using the continuous sample method with given parameters.

val iqr : ?param:continuous_param -> float array -> float

O(n log n) Estimates interquantile range of a given sample, using the continuous sample method with given parameters.