Could you tests for extreme values of quantile_low/high? For example when quantile_low >= quantile_high and when quantile_low=0 etc. Also, does RobustScaler ever reduces to StandardScaler for any value of those parameters?
@giorgiop: Is it expected to raise at __init__ time, at set_params time or at fit time?
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.