Clarify definitions of inverse CDF functions #1814
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## master #1814 +/- ##
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- Coverage 85.98% 85.93% -0.05%
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+ Hits 7436 7438 +2
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andreasnoack
reviewed
Jan 2, 2024
| Evaluate the inverse cumulative distribution function at `q`. | ||
| Evaluate the generalized inverse cumulative distribution function at `q`. | ||
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| For a given `0 ≤ q ≤ 1`, `quantile(d, q)` is the smallest value `x` in the support of `d` |
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While I think it good to include the accurate definition, I feel like it would be helpful to state the simplified version before stating the precise but also more complicated definition. For most people, in most situations, the simple but slightly inaccurate definitions is probably more helpful. For the same reason, maybe put "generalized" in parentheses as many people might not know what it means. Same comment applies to the other changes.
andreasnoack
approved these changes
Jan 3, 2024
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Related: #1805 |
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Fixes #1813 by updating docstrings as proposed in #1813 (comment):
quantileand friends invertcdfand friendsquantileand friends are probabilities in[0, 1]or log-probabilities in(-Inf, 0]. (inputs outside of this range would then lead to undefined behavior)