NEWS.md

In distfromq: Reconstruct a Distribution from a Collection of Quantiles

distfromq 1.0.4

• Fix a bug where floating point issues could cause adjusted probability levels to fall outside the interval [0, 1] with a point mass at 0.

distfromq 1.0.3

• Updates to function imports and documentation

distfromq 1.0.2

• Fix a bug that came up with multiple discrete point masses, where floating point issues could cause adjusted probability levels to fall outside the interval [0, 1].

• Add argument checking.

distfromq 1.0.1

• Fix a bug when all quantiles occur at one of three duplicated values, one of which is zero, when the tail distribution is "lnorm".

distfromq 1.0.0

Major Changes

• Refactored handling of discrete point masses in the distribution, with a goal of better supporting use of a lognormal distribution in the tails.

• Removed separate arguments for lower_tail_dist and upper_tail_dist, replaced by a single tail_dist that is used in both tails. We now recommend the use of tail_dist = "lnorm" when the target variable is bounded above zero. This choice will automatically handle the non-negativity constraint correctly, and will have a longer right tail than the default choice of tail_dist = "norm".

• Introduced parameters dup_tol, which is used for detecting point masses when quantile values are approximate duplicates (i.e., the distance between them is less than dup_tol), and zero_tol, which is used for detecting point masses at 0 when a lognormal family is used.

• Updated the vignette

• Added a more comprehensive suite of unit tests.

distfromq 0.1.2

• Correct bugs in handling of situations where only one unique q is provided as input.

distfromq documentation built on Sept. 14, 2024, 1:07 a.m.