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[BUG] fix QPD_U pdf scaling and symmetric quantile triplet case - #1190
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VividhDesign wants to merge 2 commits into
Open
VividhDesign wants to merge 2 commits into
VividhDesign wants to merge 2 commits into
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VividhDesign
requested review from
felipeangelimvieira and
fkiraly
as code owners
October 3, 2026 12:59
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Reference Issues/PRs
Fixes #1187
What does this implement/fix? Explain your changes.
Two commits.
_pdfmultiplies bywidth, which was missing from the chain rule.sinh/arcsinhin_ppf,_cdfand_pdfare replaced by their limit, the identity.delta = 1,kappa = H - B,gamma = 0,xi = B, this givesppf(p) = B + (H - B) * phi.ppf(p) / phi.ppf(1 - alpha)._prep_qpd_varsnow also returns asymmetricmask for modeU, so this works entry-wise for array parameters.Does your contribution introduce a new dependency? If yes, which one?
No.
What should a reviewer concentrate their feedback on?
kappa = (H - B) / sinh(1): it matches the three quantiles but isn't continuous with the nearly symmetric case.Did you add any tests for the change?
Yes, in
test_qpd.py:test_qpd_u_pdf_is_cdf_derivative: pdf vs. numerical derivative of cdf, and the integral equals 1.test_qpd_u_symmetric: recovers the quantiles, matches the normal limit, and is continuous with the nearly symmetric case.Both fail on main.
skpro/distributionspasses (8586).Any other comments?
(AI-assisted; reviewed and tested by me.)
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