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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.
Getting started
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Package details |
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| Author | Evan Ray [aut, cre], Aaron Gerding [aut], Li Shandross [ctb], Nick Reich [ctb] |
| Maintainer | Evan Ray <elray@umass.edu> |
| License | GPL (>= 3) |
| Version | 1.0.4 |
| URL | http://reichlab.io/distfromq/ |
| Package repository | View on CRAN |
| Installation |
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