updated quantile function

d3group · May 21, 2024 · fad8f7f · fad8f7f
1 parent a850a74
commit fad8f7f
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/ddop/newsvendor/_SampleAverageApproximationNewsvendor.py b/ddop/newsvendor/_SampleAverageApproximationNewsvendor.py
@@ -107,7 +107,7 @@ def _findQ(self, weights):
 
         for k in range(self.n_outputs_):
             alpha = self.cu_[k] / (self.cu_[k] + self.co_[k])
-            q.append(np.quantile(y[:, k], alpha, interpolation="higher"))
+            q.append(np.quantile(y[:, k], alpha, interpolation="inverted_cdf"))
 
         return q