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I'm implementing Copulas in my project and need to use the InverseCumulativeDistribution method during integration. I want to be able to construct that Copula using arbitrary continuous univariate distributions, but the existing interfaces do not include double InverseCumulativeDistribution( double p ), probably because not all distributions have those.
It would be nice to have an interface, e.g. called IInvertibleContinuousDistribution, that defines that method so I can implement my scenario with the proper abstraction.
This could also help the related issue about #434 "Missing InverseCumulativeDistribution support"
If this idea meets positive resonance, I'm also willing to make a pull request for it.
This discussion was converted from issue #624 on July 24, 2021 06:56.
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I'm implementing Copulas in my project and need to use the
InverseCumulativeDistribution
method during integration. I want to be able to construct that Copula using arbitrary continuous univariate distributions, but the existing interfaces do not includedouble InverseCumulativeDistribution( double p )
, probably because not all distributions have those.It would be nice to have an interface, e.g. called
IInvertibleContinuousDistribution
, that defines that method so I can implement my scenario with the proper abstraction.This could also help the related issue about #434 "Missing InverseCumulativeDistribution support"
If this idea meets positive resonance, I'm also willing to make a pull request for it.
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