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extrapolate_quantiles and thresholding #434

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dsweber2 opened this issue Feb 7, 2025 · 0 comments
Open

extrapolate_quantiles and thresholding #434

dsweber2 opened this issue Feb 7, 2025 · 0 comments
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@dsweber2
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dsweber2 commented Feb 7, 2025

Discovered in #431, if you try to extrapolate quantiles for predictions which have been thresholded, you can get quantiles outside of those thresholds. For example, if you have a quantile level of .1 which has value 0, then .05 will be negative, even if the quantile is negative.

Ways I can think to deal with this:

  1. include the support in the distribution, probably as an interval, e.g. c(0,Inf), and use that in quantile_extrapolate. Unsure if the types will play nicely with this one.
  2. Add limit options to get passed to quantile_extrapolate. Seems like it will require the user to know that they have thresholds, whereas the first option will build it into the result as part of layer_threshold.
  3. Just let it be and let the user figure it out by mentally thresholding. Seems not ideal.
@dsweber2 dsweber2 added the bug Something isn't working label Feb 7, 2025
@dsweber2 dsweber2 mentioned this issue Feb 7, 2025
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