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

Usage

q_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 parameter p that can be used to evaluate the quantile function of the distribution in the specified location-scale family that has quantiles matching those in ps and qs