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But I really don't think they are using the right Quantil Function. Because the original code is "delta = residuals[int(ceil(n*alpha))];", which should be quantil(residuals,alpha). If sigma is the standard deviation, mu the mean of residuals and q the inverse value of normal distribution of alpha, then delta = q * sigma + mean. If alpha = 0.99 then q = 2.326348.

Perfect!! That works!! Thank you very much!

Thanks for your answers. But if I want to change the value of delta, actually alpha value of the corresponding quintile function for Huber Loss Function, how can I do that?

i want to change the delta (Huber loss function parameter) value of CvGBTrees, where / how can i set it? Please help me!