Python module to sample from a set of potentially crossing conditional quantiles
The sampling uses a very simple inverse transform sampling approach
The quantile uncrossing part offers two approaches, based on:
Chernozhukov et al. (2010) Quantile and Probability Curves Without Crossing, Econometrica
Schmidt and Zhu (2016), Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing
Author: Romain Lafarguette, June 2018