Main code: percentile_residuals.r Example usage for the gamma distribution is given in the code gamma.R
The percentile_residuals.r currently supports normal (redundant, but just there for sanity checks), gamma (covers exponential as a special case) and mixture_normal (no longer important as of now)
The normal one can be easily modified to get the log_normal (using the exp transformation)
Test options include both, left and right sided alternatives, and range of the type I error over which we will plot the ROC curve.