Converts predicted quantiles to QuantileDistribution with analytical statistics.

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.