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Thanks for your work on maintaining this package! I think marginal medians would be useful statistics to have for all the multivariate distributions. Maybe you could differentiate the marginal median from other definitions by requiring a dims argument e.g. |
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The PR removes the definition of
median(::MvLogNormal). It was added in #455 but IMO that should have been discussed more thoroughly.The marginal median is just one of multiple concepts of multivariate medians, see e.g. https://en.wikipedia.org/wiki/Median#Multivariate_median.
There's no established concept of multivariate medians in Distributions as indicated by the fact that
medianis not defined for any other multivariate distribution (not evenMvNormal).The definition of
medianseems to suggest thatquantileetc. should be defined as well, which is not the case.As such, I think the existence of this definition is a bug.
Alternatively, Distributions could adopt and clearly document a definition of (marginal?) medians for multivariate distributions. In this case, the fix would be to add definitions of
medianto other distributions such asMvNormaletc. as well.