distfromq
Reconstruct a Distribution from a Collection of Quantiles
Given a set of predictive quantiles from a distribution, estimate the distribution and create 'd', 'p', 'q', and 'r' functions to evaluate its density function, distribution function, and quantile function, and generate random samples. On the interior of the provided quantiles, an interpolation method such as a monotonic cubic spline is used; the tails are approximated by a location-scale family.
- Version1.0.4
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release09/13/2024
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Team
Evan Ray
Li Shandross
Show author detailsRolesContributorAaron Gerding
Show author detailsRolesAuthorNick Reich
Show author detailsRolesContributor
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