I'm trying to obtain from a list of sorted α-values (Ex: 0.01, 0.2, 0.5, 1.1, 1.5, 2.4, 3.1, 4.0, 5.7, 6.3) with a confidence level set at 0.8. Where I want to use the value at this location, after traversing 80% of my array. I want to get alpha score to make prediction intervals
alpha_scores = array([0.01, 0.2, 0.5, 1.1, 1.5, 2.4, 3.1, 4.0, 5.7, 6.3])
confidence_level = 0.80
confidence_percentile = int(np.floor(confidence_level * (alpha_scores.size + 1))) - 1 #Calculate the confidence percentile
alpha_index = min(max(confidence_level , 0), alpha_scores.size - 1)
err_dist = alpha_scores[alpha_index]
Would this be the correct way to obtain this? I get a score but this does not always meet that same value.
