Add empirical distribution #129
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@andreaperin Please confirm this actually works. |
Codecov ReportAll modified lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #129 +/- ##
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+ Coverage 98.95% 98.97% +0.02%
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Files 23 24 +1
Lines 858 879 +21
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+ Hits 849 870 +21
Misses 9 9
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Numerical issue leads to negative pdf values when closed to 0.
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The distribution is fit on data by using kernel density estimation for the PDF. The CDF and quantile function are computed empirically and using spline interpolation.
The distribution is implemented as a subtype of
ContinuousUnivariateDistributionand should work smoothely in theRandomVariableand everywhere else.