Closed wholmgren closed 4 years ago
Relevant to our phone discussion about computing percentiles, I recommend we stick with numpy.percentile
with the default interpolation=linear
. The technique is the default in R's quantile
function and is intuitive (connect points on the CDF with straight line segments and interpolate). Alternatives have been discussed at length for numpy e.g. here with no consensus that there is a need to change the default.
also relevant to #115
@dplarson just wanted to make sure you saw @cwhanse's comment/link above. I neglected to look at link until now - it's helpful.
Per today's team discussion, I'll take lead on adding reference probabilistic forecasts. My hope is to open a draft PR by next week to outline my general approach and get feedback before I dive into the coding details.
some options include: