Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
or weighting_robust_quantiles[0] >= weighting_robust_quantiles[1]
):
logger.warning(
- f"{pair}: invalid extrema_weighting robust_quantiles {weighting_robust_quantiles}, must be (q_low, q_high) with 0 <= q_low < q_high <= 1, using default {DEFAULTS_EXTREMA_WEIGHTING['robust_quantiles']}"
+ f"{pair}: invalid extrema_weighting robust_quantiles {weighting_robust_quantiles}, must be (q1, q3) with 0 <= q1 < q3 <= 1, using default {DEFAULTS_EXTREMA_WEIGHTING['robust_quantiles']}"
)
weighting_robust_quantiles = DEFAULTS_EXTREMA_WEIGHTING["robust_quantiles"]
else:
return np.zeros_like(weights, dtype=float)
median = np.median(weights)
- q_low, q_high = np.quantile(weights, quantiles)
- iqr = q_high - q_low
+ q1, q3 = np.quantile(weights, quantiles)
+ iqr = q3 - q1
if np.isclose(iqr, 0.0):
return np.zeros_like(weights, dtype=float)