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as_forecast_sample.forecast_quantile #1026

@seabbs

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@seabbs
  • Fit a distribution to the quantiles or other approximation appraoch
  • Sample from it
  • Return the sample object

Would be useful for i.e. linear pool ensembles.

Could do something similar with the new mutlivariate support but make it clever using the stated relationships between forecasts that entails.

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