Converts predicted quantiles to QuantileDistribution with analytical statistics.
Usage
quantile_to_distribution(
alpha_levels = NULL,
num_quantiles = 999L,
tail_type = "exp",
fix_crossing = TRUE,
crossing_method = "sort"
)
Arguments
- alpha_levels
Numeric vector or NULL. Quantile levels.
- num_quantiles
Integer. Number of quantile levels (if alpha_levels not provided).
- tail_type
Character. "exp" or "gpd".
- fix_crossing
Logical. Enforce monotonicity?
- crossing_method
Character. Method for fixing crossing.