fix: quantile as defined in math.

Data/Distribution.hs

@@ -33,12 +33,20 @@ intersectionWith f a b
     a' = Map.fromList $ P.map toPair $ toList a
     b' = Map.fromList $ P.map toPair $ toList b
 
--- | x%-Quantile: the events that stand (at least) for x percent likelihood
-quantile :: (Ord a, Ord x, Fractional x) => x -> Distribution a x -> Distribution [a] x
-quantile x = fst . foldl cut (empty,0) where
-  cut (new,q) p
-    | q + prob p <= 1-x/100 = (new, q + prob p)
-    | otherwise             = (add (p { prob = prob p/(1-q) }) new, q)
-  add p       = insert (p { event = [event p] })
+-- | Quantile
+quantile :: (Ord a, Ord x, Fractional x) => x -> Distribution a x -> Probability a x
+quantile x ps
+  | x > 1     = findMax ps
+  | x < 0     = findMin ps
+  | otherwise = quantile' x (prob min) min ps'
+  where (min, ps') = deleteFindMin ps
+
+-- | Quantile worker
+quantile' :: (Ord a, Ord x, Fractional x) => x -> x -> Probability a x -> Distribution a x -> Probability a x
+quantile' x p prev ps
+  | null ps               = prev
+  | p + (prob min) > x    = prev
+  | otherwise             = quantile' x (p + (prob min)) min ps'
+  where (min, ps') = deleteFindMin ps
 
 -- vim: ft=haskell:sts=2:sw=2:et:nu:ai