Function CalcSampleQuantile

catboost/libs/helpers/quantile.cpp:105–126

}

double CalcSampleQuantile(
    TConstArrayRef<float> sampleRef,
    TConstArrayRef<float> weightsRef,
    const double alpha
) {
    if (sampleRef.empty()) {
        return 0.0;
    }
    if (alpha <= 0) {
        return *MinElement(sampleRef.begin(), sampleRef.end());
    }
    Y_ASSERT(0 <= alpha && alpha <= 1);
    TVector<float> defaultWeights;
    if (weightsRef.empty()) {
        defaultWeights.resize(sampleRef.size(), 1.0);
        weightsRef = defaultWeights;
    }
    Y_ASSERT(sampleRef.size() == weightsRef.size());
    return sampleRef.size() < 100
        ? CalcSampleQuantileLinearSearch(sampleRef, weightsRef, alpha)
        : CalcSampleQuantileBinarySearch(sampleRef, weightsRef, alpha);
}