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Changed numpy quantile to percentile for older numpy versions #6

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merged 2 commits into from
Jul 6, 2023

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@dc-luo dc-luo commented Jul 6, 2023

CVaR computations now use numpy.percentile instead of numpy.quantile, which is not in older numpy versions. These are equivalent (95 percentile = 0.95 quantile)

@dc-luo dc-luo requested a review from tomoleary July 6, 2023 21:30
@dc-luo dc-luo merged commit 454a5ab into main Jul 6, 2023
@dc-luo dc-luo deleted the docs_ci_dev branch July 6, 2023 22:10
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