step_interp_factory

A factory that returns a function that performs linear interpolation,
allowing for "steps" or discontinuities.

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.

Evan Ray

distfromq

Reconstruct a Distribution from a Collection of Quantiles

Aaron Gerding

Li Shandross

Nick Reich

step_interp_factory function

<dl><dt>x</dt>
<dd>numeric vector with the "horizontal axis" coordinates of the points
to interpolate.</dd>
<dt>y</dt>
<dd>numeric vector with the "vertical axis" coordinates of the points
to interpolate.</dd>
<dt>cont_dir</dt>
<dd>at steps or discontinuities, the direction from which the
function is continuous. This will be "right" for a CDF or "left" for a QF.</dd>
<dt>increasing</dt>
<dd>boolean indicating whether the function is increasing or
decreasing. Only used in the degenerate case where there is only one unique
value of <code>x</code>.</dd></dl>

Arguments

A factory that returns a function that performs linear interpolation,
allowing for "steps" or discontinuities. — step_interp_factory

<dl>

<dt>x</dt>
<dd>numeric vector with the "horizontal axis" coordinates of the points
to interpolate.</dd>


<dt>y</dt>
<dd>numeric vector with the "vertical axis" coordinates of the points
to interpolate.</dd>


<dt>cont_dir</dt>
<dd>at steps or discontinuities, the direction from which the
function is continuous. This will be "right" for a CDF or "left" for a QF.</dd>


<dt>increasing</dt>
<dd>boolean indicating whether the function is increasing or
decreasing. Only used in the degenerate case where there is only one unique
value of <code>x</code>.</dd>

</dl>

step_interp_factory: A factory that returns a function that performs linear interpolation, allowing for "steps" or discontinuities.

Description

Usage

Value

Arguments