mrpy.base.stats.TGGDlog.quantile

TGGDlog.quantile(p, lower_tail=True, log_p=False, res_approx=0.01)

The quantile of the distribution.

The quantile at a given probability value p is defined as q, where

\[p = P(X \leq q).\]
Parameters:

p : array_like

Probabilities at which to calculate the quantiles. If any of shape, a, b or xmin are arrays, p must have the same length.

lower_tail : logical, optional

If True (default), probabilities are P[X <= q], otherwise, P[X > q].

log_p : logical, optional

If True, probabilities p are returned as log(p).

res_approx: float, optional

Sets the resolution for interpolating the CDF, which is inverted to yield the quantile.

Returns:

q : array_like

The quantiles corresponding to p.