QuantileMapping

Playground for testing Quantile Mapping

function ParametricQM

Module : QuantileMapping.ParametricQM

Apply exact formula F^1_data F_simul(x)

correction.ppf(simulation.cdf(input))

When the ppf and cdf are known this is exact

class QMqqMap

Module : QuantileMapping.QMqqMap

Create a quantile - quantile map, including uncertainties

function npCI

Module : QuantileMapping.QuantileHelper

Implement approximate non parametric confidence intervals for quantiles.

Following "Confidence interval for quantiles and percentiles",

Cristiano Ialongo

doi: 10.11613/BM.2019.010101

Example : testExampleFit

Introduce distortion to a normal distibution.

Derive a correction by fitting the quantile-quantile plot

Compare it with the known exact Quantile Map correction

Compare it with the Shift and Stretch.