continuous

Continuous-distribution fitters (1C).

Provides fitter functions and their descriptors for converting between continuous distribution characteristics (PDF, CDF, PPF).

Option taxonomy used here

CharacteristicOption

Parameters that are intrinsic to the characteristic being computed and therefore shared between the fitter and any evaluator for the same characteristic. They affect the meaning of the result and must be encoded into the cache key.

• _fit_cdf_to_ppf_1C: eps, x0 — define the effective support bounds used when inverting the CDF; different values yield a different PPF.

• _fit_ppf_to_cdf_1C: q_lowest, q_highest — bracket for the root search; they define the domain of the resulting CDF approximation.

ComputationOption

Parameters that control the numerical algorithm only. They affect speed / accuracy but not the semantic meaning of the result.

• _fit_pdf_to_cdf_1C: limit — max quad subdivisions.

• _fit_cdf_to_pdf_1C: h — finite-difference step.

• _fit_cdf_to_ppf_1C: max_iter, x_tol — bisection parameters.

• _fit_ppf_to_cdf_1C: max_iter — brentq iterations.