getUpperAndLowerQuantile

fun getUpperAndLowerQuantile(arr: FloatArray, confidenceInterval: Float): FloatArray

Takes an array of floats, sorted or not, and returns a minimum and maximum value. These values are such that they reside on the (1 - confidenceInterval)/2 and confidenceInterval/2 percentiles. Example: providing floats [0..100] and asking for 90 quantiles will return 5 and 95.

Return

lower and upper quantile values

Parameters

arr

array of floats

confidenceInterval

the configured confidence interval