change default LatentDelay constructor to right truncation at 99th perc #265
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I spotted that the default behaviour of the usual
LatentDelay
constructor was to have right truncation at 15 time steps irrespective of the underlying delay distribution. This is obviously a potential source of making silent errors.This PR changes the constructor so that default of behaviour of this constructor is to calculate the 99th percentile of the observation distribution i.e.
Where$F^{(-1)}$ is the inverse of the distribution function of the delay1. And use the rounded value of $x_{99}$ as the right truncation value for the constructor.
Footnotes
NB: the constructor is only defined for continuous delay distributions so this is always valid. ↩