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quantile_sorted

Function quantile_sorted 

Source
pub fn quantile_sorted(sorted: &[f64], q: f64) -> f64
Expand description

The q-quantile of a sorted slice by linear interpolation — the numpy/pandas default (interpolation="linear"): pos = (n - 1) * q, lower = floor(pos), frac = pos - lower, val = v[lower] + frac * (v[lower + 1] - v[lower]).

q is assumed in [0, 1]; an empty slice returns 0.0.