Get interval range belonging to a quantile — get_range_from

Every quantile can be thought of either as the lower or the upper bound of a symmetric central prediction interval. This helper function returns the range of the central prediction interval to which the quantile belongs.

Due to numeric instability that sometimes occurred in the past, ranges are rounded to 10 decimal places. This is not a problem for the vast majority of use cases, but it is something to be aware of.

Usage

get_range_from_quantile(quantile_level)

Arguments

quantile_level: A numeric vector of quantile levels of size N.

Value

a numeric vector of interval ranges of size N