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Star Strider
on 30 Jul 2021

Bjorn Gustavsson
on 30 Jul 2021

You get some start towards estimates of the PDF/CDF from histogram and ksdensity. See the help and documentation to those functions. The next step (possibly) for you would then be to convert those estimates into a form (interpolating+extrapolating function?) that suits your forecast implementation - this might be trivial or "challenging" depending on circumstances - but those functions should give you first estimates.

HTH

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