void VerifyHighPercsWithRelativeEpsilon(double[] a, QuantileStream s)
{
Array.Sort(a);
foreach (var qu in _highQuantiles)
{
var n = (double) a.Length;
var k = (int) (qu*n);
var lowerRank = (int) ((1 - (1 + RelativeEpsilon)*(1 - qu))*n);
var upperRank = (int) (Math.Ceiling((1 - (1 - RelativeEpsilon)*(1 - qu))*n));
var w = a[k - 1];
var min = a[lowerRank - 1];
var max = a[upperRank - 1];
var g = s.Query(qu);
Assert.That(g, Is.GreaterThanOrEqualTo(min), $"q={qu}: want {w} [{min}, {max}], got {g}");
Assert.That(g, Is.LessThanOrEqualTo(max), $"q={qu}: want {w} [{min}, {max}], got {g}");
}
}
void VerifyPercsWithAbsoluteEpsilon(double[] a, QuantileStream s)
{
Array.Sort(a);
foreach (var target in _targets)
{
var n = (double) a.Length;
var k = (int)(target.Quantile * n);
var lower = (int) ((target.Quantile - target.Epsilon)*n);
if (lower < 1)
lower = 1;
var upper = (int) Math.Ceiling((target.Quantile + target.Epsilon) *n);
if (upper > a.Length)
upper = a.Length;
var w = a[k - 1];
var min = a[lower - 1];
var max = a[upper - 1];
var g = s.Query(target.Quantile);
Assert.That(g, Is.GreaterThanOrEqualTo(min), $"q={target.Quantile}: want {w} [{min}, {max}], got {g}");
Assert.That(g, Is.LessThanOrEqualTo(max), $"q={target.Quantile}: want {w} [{min}, {max}], got {g}");
}
}