@val_waeselynck > by filling a 2D array with densities, sorting the values and searching for quantiles
to find quantiles you want to use icdf (cumulative density) not pdf (density). For 2d you want to find volume and area which covers say 95% of total density volume.
For distributions like multivariate normal some numerical algorithms exist but I suppose they can't be applied to general case and any distribution (especially multidimentional empirical)
Build #2 of Clojupyter v0.2.3 uploaded to Anaconda Cloud
The new builds include a fix to https://github.com/clojupyter/clojupyter/issues/104 (Clojupyter Jupyter kernelspec is not installed in non-base conda environment). New users will simply get the new versions when doing conda install -c simplect clojupyter
. If you have already conda-installed the existing version you can do conda update -c simplect clojupyter
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> to find quantiles you want to use icdf (cumulative density) not pdf (density). Yes of course, just forgot to mention it :)
> For distributions like multivariate normal some numerical algorithms exist but I suppose they can't be applied to general case and any distribution (especially multidimentional empirical) Yes for 2d gaussians this can be solved analytically - once you have an eigen-decomposition of the covariance matrix you're good, and even that may not be mandatory.