alibi_detect.utils.misc module

alibi_detect.utils.misc.quantile(sample, p, type=7, sorted=False, interpolate=True)

Estimate a desired quantile of a univariate distribution from a vector of samples

Parameters:

• sample (ndarray) – A 1D vector of values

• p (float) – The desired quantile in (0,1)

• type (int) – The method for computing the quantile. See https://wikipedia.org/wiki/Quantile#Estimating_quantiles_from_a_sample

• sorted (bool) – Whether or not the vector is already sorted into ascending order

• interpolate (bool) – Whether to interpolate the desired quantile.

Return type:

float

Returns:

An estimate of the quantile