Class OuterQuantiles

Represents a distribution using the quantiles at probabilities (0,...,n-1)/(n-1)

Inheritance

Object

OuterQuantiles

Implements

CanGetQuantile<Double>

CanGetProbLessThan<Double>

Inherited Members

Object.Equals(Object, Object)

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Namespace: Microsoft.ML.Probabilistic.Distributions

Assembly: Microsoft.ML.Probabilistic.dll

Syntax

[Serializable]
[DataContract]
public class OuterQuantiles : CanGetQuantile<double>, CanGetProbLessThan<double>

Constructors

OuterQuantiles(Double[])

Declaration

public OuterQuantiles(double[] quantiles)

Parameters

Type	Name	Description
Double[]	quantiles

Methods

Equals(Object)

Declaration

public override bool Equals(object obj)

Parameters

Type	Name	Description
Object	obj

Returns

Type	Description
Boolean

Overrides

Object.Equals(Object)

FromDistribution(Int32, CanGetQuantile<Double>)

Declaration

public static OuterQuantiles FromDistribution(int quantileCount, CanGetQuantile<double> canGetQuantile)

Parameters

Type	Name	Description
Int32	quantileCount
CanGetQuantile<Double>	canGetQuantile

Returns

Type	Description
OuterQuantiles

GetHashCode()

Declaration

public override int GetHashCode()

Returns

Type	Description
Int32

Overrides

Object.GetHashCode()

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)

Declaration

public double GetProbLessThan(double x)

Parameters

Type	Name	Description
Double	x

Returns

Type	Description
Double

GetProbLessThan(Double, 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 static double GetProbLessThan(double x, double[] quantiles)

Parameters

Type	Name	Description
Double	x
Double[]	quantiles	Quantiles, sorted in increasing order, corresponding to probabilities (0,...,n-1)/(n-1)

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

GetQuantile(Double, Double[])

Returns the largest value x such that GetProbLessThan(x) <= probability.

Declaration

public static double GetQuantile(double probability, double[] quantiles)

Parameters

Type	Name	Description
Double	probability	A real number in [0,1].
Double[]	quantiles	Numbers in increasing order corresponding to the quantiles for probabilities (0,...,n-1)/(n-1).

Returns

Type	Description
Double

ToArray()

Declaration

public double[] ToArray()

Returns

Type	Description
Double[]

ToString()

Declaration

public override string ToString()

Returns

Type	Description
String

Overrides

Object.ToString()

Implements

CanGetQuantile<T>

CanGetProbLessThan<T>