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Hello Phil,
- Calling computeQuantile(x) with p outside of (0,1) does not make sense as x is a probability, and it should throw an exception, maybe we should fix that.
- Otherwise the boundary values at x=0 and x=1 seem perfectly fine, (and should not be -/+inf) regarding the continuity of the fonction: In [32]: ot.Normal().computeQuantile(ot.SpecFunc.MinScalar)
Out[32]: class=Point name=Unnamed dimension=1 values=[-37.5016] In [42]: ot.Normal().computeQuantile(1-ot.SpecFunc.Precision)
Out[42]: class=Point name=Unnamed dimension=1 values=[8.12589] j De : [email protected] <[email protected]> de la part de Phil Fernandes <[email protected]>
Envoyé : mercredi 23 août 2017 22:37:37 À : [email protected] Objet : [ot-users] Nonsensical output from computeQuantile Hello, I’ve noticed that the computeQuantile function, at least for continuous unbounded distributions, yields a nonsensical numerical result with inputs <=0 and >=1. For example, ot.Normal().computeQuantile(x) when x = 0 the output is -37.5194.
If I enter x < 0, the output is -7.65063. At the moment I am handling this by subclassing the distribution and overriding the computeQuantile method with an if-else statement that returns –np.inf or np.inf if x = 0 or 1, but this is cumbersome. Would it be
possible to incorporate this fix into the source code? Thank you, Phil |
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