Distributions.jl
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Function to discretize distributions?
See here for an R implementation of this idea. Is there space for a similar function in Distributions?
I've put together a package built on top of Distributions here that does this. Roughly, it converts univariate distributions into a DiscreteNonParameteric based on evenly (or custom) intervals. I find this useful for modelling purposes, i.e. if you are modelling in discrete time, often a DiscreteNonParameteric is faster and more convenient than binning continuous outputs.
Wanted to check if this would be better as a utility in Distributions? Might need to take a different approach to my packge, which has a strong dependancy on IntervalArithmetic.