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Laplace and/or Cauchy #16

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yakir12 opened this issue Jan 7, 2019 · 1 comment

yakir12 commented Jan 7, 2019

Adding more distributions would be great!

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gdkrmr commented Jan 8, 2019

I don't have time to implement this at the moment, a PR would be welcome.

If you want to implement this or need a quick fix for yourself:

Looking at the code in WeightedOnlineStats.jl, it does not seem to be too complicated. You can get quantiles from WeightedHist.
The Laplace distribution is not implemented in OnlineStats.jl you would have to figure out that one yourself.
There is also a generic way to estimate parameters for any distribution from histograms here.

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