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Breakout Detection via Robust E-Statistics
GNU General Public License v2.0
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Potentail bug while calculating approxmiate median #23

Open utkrist opened 8 years ago

utkrist commented 8 years ago

Line 65 of this file edmTail.cpp contains the following line return lWeight*(quant*(lu-l)+l) + rWeight*(quant*(u-rl)+rl); where

lu = (u+l)/2;
rl = (u+lu)/2;

This seems wrong. Shouldn't this be: return lWeight*(quant*(lu-l)+l) + rWeight * (quant*(u-lu)+lu);

Simple visulization of the problem: say we have the line return lWeight * ML + rWeight * MR; The current implementation is returning the first case while it should be the second case.

l.....................ML..................... lu ......................rl.............MR.............u

l.....................ML.................... lu ......................MR..........................u