Fix quantile and cdf for monotonically decreasing transformations

Resolves #100

NEWS.md

@@ -3,13 +3,16 @@
 ## Bug fixes
 
 * Fixed error when using '-' as a unary operator on a distribution different from
- `dist_normal()` by @venpopov (#95)
+ `dist_normal()` (@venpopov, #95)
 * Density for transformed distributions now correctly gives 0 instead of NaNs for 
-  values outside the support of the distribution (#97); by @venpopov
+  values outside the support of the distribution (@venpopov, #97)
+* Fixed `quantile()` and `cdf()` for transformed distributions with 
+  monotonically decreasing transformations (#100).
 
 ## New features
 
-* support() now shows whether the interval of support is open or closed (#97); by @venpopov
+* `support()` now shows whether the interval of support is open or 
+  closed (@venpopov, #97)
 
 # distributional 0.4.0
 

R/transformed.R

@@ -68,6 +68,7 @@ density.dist_transformed <- function(x, at, ...){
 cdf.dist_transformed <- function(x, q, ...){
   inv <- function(v) suppressWarnings(x[["inverse"]](v))
   p <- cdf(x[["dist"]], inv(q), ...)
+  if(!monotonic_increasing(x[["transform"]], support(x[["dist"]]))) p <- 1 - p
   limits <- field(support(x), "lim")[[1]]
   if (!any(is.na(limits))) {
     p[q <= limits[1]] <- 0
@@ -78,6 +79,7 @@ cdf.dist_transformed <- function(x, q, ...){
 
 #' @export
 quantile.dist_transformed <- function(x, p, ...){
+  if(!monotonic_increasing(x[["transform"]], support(x[["dist"]]))) p <- 1 - p
   x[["transform"]](quantile(x[["dist"]], p, ...))
 }
 
@@ -153,3 +155,9 @@ Ops.dist_transformed <- function(e1, e2) {
 
   vec_data(dist_transformed(wrap_dist(list(list(e1,e2)[[which(is_dist)[1]]][["dist"]])), trans, inverse))[[1]]
 }
+
+monotonic_increasing <- function(f, support) {
+  # Currently assumes (without checking, #9) monotonicity of f over the domain
+  x <- f(field(support, "lim")[[1]])
+  x[[2L]] > x[[1L]]
+}

tests/testthat/test-transformations.R

@@ -179,3 +179,27 @@ test_that("transformed distributions pdf integrates to 1", {
   }
 })
 
+
+test_that("monotonically decreasing transformations (#100)", {
+  dist <- dist_lognormal()
+
+  expect_equal(
+    quantile(-dist, 0.2), -quantile(dist, 1 - 0.2)
+  )
+  expect_equal(
+    quantile(1/dist, 0.2), 1/quantile(dist, 1 - 0.2)
+  )
+  expect_equal(
+    quantile(-1/dist, 0.7), -1/quantile(dist, 0.7)
+  )
+
+  expect_equal(
+    cdf(-dist, -2), 1 - cdf(dist, 2)
+  )
+  expect_equal(
+    cdf(1/dist, 2), 1 - cdf(dist, 1/2)
+  )
+  expect_equal(
+    cdf(-1/dist, -2), cdf(dist, 1/2)
+  )
+})