Add distribution quantile functions (inverse CDFs)
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- Dominant language
- C++
- Stars
- 839
- Forks
- 220
- Avg merge
- 2d 4h
- Merged PRs (30d)
- 14
Description
Description
I'm opening this as a reference issue for implementing the distribution quantile functions, since there are likely to be quite a few PRs along the way.
I'll be starting with the distributions in the boost documentation
Points for discussion
- Naming: I'm proposing we use the
_icdfsuffix, but let me know if there any objections to that
Let me know if there are any suggestions or any issues I'm likely to run into
Current Version:
v4.1.0
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the Boost distribution documentation linked in the issue and review the proposed _icdf naming. The issue is a reference for implementing quantile functions across multiple distributions, so identify a specific distribution and its existing Stan Math entry point before beginning. Done means the selected distribution has a working inverse CDF implementation and the naming approach is settled.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100