KDE: Display quantiles

[aloctavodia]

This add the option to get a KDE segmented into quartiles (or more general quantiles). There are still a few things to fix and improve

[aloctavodia]

Should we allow for quantiles other than quartiles? If so how the user should pass those options?

• predefined strings like "quartiles", "quintiles", "deciles"
• list of floats like [25, 50, 75]
• a mix of both?
• other

[ahartikainen]

List of numbers between 0 and 100. Or quantiles => list of numbers between 0 and 1.

Also what algorithm should we use for quantiles etc? Data or kde results?

[aloctavodia]

Good question. I guess using the estimated density is more consistent.

[ahartikainen]

Also, would there be any potential to define ... "symmetric" quantile, e.g. distribution which is constrained and MAP is on one of the constrain?

E.g. 1-tail / 2-tail / negative 1-tail

[aloctavodia]

Not sure I truly understand what these "symmetric" quantiles are

[ahartikainen]

True, I probably don't understand them either.

I think it similar if we split data based on the density (starting from top, moving horizontal line down until q-quantile of the density is inside the density limits...

[aloctavodia]

In that case I vote for leaving the "symmetric" quantiles for another PR.

[ahartikainen]

Good choice

[canyon289]

May I ask for a test? I can write one if you're strapped for time

[aloctavodia]

Sure! I can add a test, but not until next Tuesday. So if you want to add it sooner than that, please go ahead.

[canyon289]

LGTM

[aloctavodia]

@ahartikainen are you also OK with this?

[ahartikainen]

Lgtm