Class IrregularQuantiles
Represents a distribution using the quantiles at arbitrary probabilities.
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Distributions
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public class IrregularQuantiles : CanGetQuantile<double>, CanGetProbLessThan<double>Constructors
IrregularQuantiles(Double[], Double[])
Declaration
public IrregularQuantiles(double[] probabilities, double[] quantiles)Parameters
| Type | Name | Description |
|---|---|---|
| Double[] | probabilities | |
| Double[] | quantiles |
Methods
GetProbBetween(Double, Double)
Returns the probability mass in an interval.
Declaration
public double GetProbBetween(double lowerBound, double upperBound)Parameters
| Type | Name | Description |
|---|---|---|
| Double | lowerBound | |
| Double | upperBound |
Returns
| Type | Description |
|---|---|
| Double | A number between 0 and 1, inclusive. |
GetProbLessThan(Double)
Returns the quantile rank of x. This is a probability such that GetQuantile(probability) == x, whenever x is inside the support of the distribution. May be discontinuous due to duplicates.
Declaration
public double GetProbLessThan(double x)Parameters
| Type | Name | Description |
|---|---|---|
| Double | x |
Returns
| Type | Description |
|---|---|
| Double | A real number in [0,1] |
GetQuantile(Double)
Returns the largest value x such that GetProbLessThan(x) <= probability.
Declaration
public double GetQuantile(double probability)Parameters
| Type | Name | Description |
|---|---|---|
| Double | probability | A real number in [0,1]. |
Returns
| Type | Description |
|---|---|
| Double |