Closed shabbychef closed 8 years ago
Based on the cumulant code (c.f. #7), one should be able to compute approximate quantiles via the Cornish-Fisher expansion!
First stab in 50e3923, but tests against the gold standard are needed to establish correctness.
I think this is done.
Based on the cumulant code (c.f. #7), one should be able to compute approximate quantiles via the Cornish-Fisher expansion!