quantile

std.stats.quantile · Level L2

The q-quantile with linear interpolation (NumPy's default): sort, then weigh each sorted value by a tent 1 − |i − h| at position h = (n − 1)·q.

Σᵢ x₍ᵢ₎·max(0, 1 − |i − (n − 1)q|)

Signature

quantile(x: f64[n], q: f64[]) → f64[]

Structure

The function as NOVA stores it: one box per input, operation and output, and arrows that carry values. A double border marks another library function this one runs — called once, or by Scan once per element; select it to open that function.

xf64[n]qf64[]SizenSorts1.0IotaiSubtractlastMultiplyhSubtractdNegatendMaximumdistSubtracttentReluwMultiplyswReduceSumvvf64[]
  • input
  • operation
  • constant
  • call
  • output

Verification

  • Signature proven by NOVA’s shape solver, for every size.
  • Equal to the reference np.quantile(x, q) in exact rational arithmetic, on all 40 test cases.
  • All 40 float64 results inside the running error bound; the closest uses 49% of it.
  • Interpreter and NumPy backend return bit-identical results.
Accuracy in detail
correctly rounded (the float64 nearest the exact value)
75%
bit-equal to the NumPy formula in float64
80%
largest error, in units in the last place
711

Large ulp counts appear where a result is tiny next to the numbers it is computed from (after cancellation, for example), so one unit in the last place is tiny too; the absolute error is still inside the bound. Results within their own error of zero are not counted.

Note

The tent weights are the whole trick: when h falls between two positions they get 1 − (h − i) and h − i, which is linear interpolation; when h is a position it gets weight 1 alone. No index is ever computed.

Identity

Calls
—
Called by
sha256:fc7845bd65127ad767535892f849f8abb591524d552d08385185734e5e9fc952

The semantic hash of the graph. It changes when the program changes, and never when only its documentation does.

Control handle

Symbol
Ω:std.stats.quantile · Ω:quantile
Pins
sha256:10a3c4193692da8fda2546c8fac0e8dcac5988f304e91429697050b3b14ba8d5this graph alone
Evidence
sha256:e8035b24629c7fba0f9a52cf057b7aa93ab243a8497533d19fe4e0701ee4d86fthe hash of its verification record
Needs
no capability: a pure function

Through NOVA’s control layer, the symbol launches this function only while the program still matches what it pins: a change to this graph, or to any graph it reaches, needs a migration first.