Extrapolate density function in a location-scale family matching specified quantiles.

Usage

d_ext_factory(ps, qs, dist)

Arguments

ps: vector of two probability levels at which the distribution's quantiles are distinct
qs: vector of two distinct quantile values corresponding to the probability levels in ps
dist: the probability distribution to use for extrapolation. This distribution should be in a location-scale family, such as "normal" or "Cauchy"

Value

a function with parameters x and log that can be used to evaluate the density function (or its log) of the distribution in the specified location-scale family that has quantiles matching those in ps and qs