[ot-users] Nonsensical output from computeQuantile

Phil Fernandes phil.fernandes at enbridge.com
Wed Aug 23 22:37:37 CEST 2017


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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