Fix a bug that came up with multiple discrete point masses, where floating point issues could cause adjusted probability levels to fall outside the interval [0, 1].
Add argument checking.
"lnorm"
.Refactored handling of discrete point masses in the distribution, with a goal of better supporting use of a lognormal distribution in the tails.
Removed separate arguments for lower_tail_dist
and upper_tail_dist
, replaced by a single tail_dist
that is used in both tails. We now recommend the use of tail_dist = "lnorm"
when the target variable is bounded above zero. This choice will automatically handle the non-negativity constraint correctly, and will have a longer right tail than the default choice of tail_dist = "norm"
.
Introduced parameters dup_tol
, which is used for detecting point masses when quantile values are approximate duplicates (i.e., the distance between them is less than dup_tol
), and zero_tol
, which is used for detecting point masses at 0 when a lognormal family is used.
Updated the vignette
Added a more comprehensive suite of unit tests.
q
is provided as input.