cdf

Monotone-spline approximation for CDF.

class pysatl_core.transformations.approximations.linear_interpolations.cdf.CDFMonotoneSplineApproximation(*, n_grid=513, lower_limit_prob=1e-06, upper_limit_prob=1e-06, max_search_steps=80)[source]

Bases: object

Approximate CDF on a finite domain with monotone cubic splines.

Parameters:

  • n_grid (int, default 513) – Number of interpolation nodes.

  • lower_limit_prob (float, default 1e-6) – Left-tail probability used to determine finite lower domain boundary x_left such that CDF(x_left) <= lower_limit_prob.

  • upper_limit_prob (float, default 1e-6) – Right-tail probability used to determine finite upper domain boundary x_right such that CDF(x_right) >= 1 - upper_limit_prob.

  • max_search_steps (int, default 80) – Maximum number of geometric expansion steps when searching for finite domain boundaries.

__init__(*, n_grid=513, lower_limit_prob=1e-06, upper_limit_prob=1e-06, max_search_steps=80)[source]
Parameters:

  • n_grid (int)

  • lower_limit_prob (float)

  • upper_limit_prob (float)

  • max_search_steps (int)

Return type:

None

approximate(distribution, **options)[source]

Approximate CDF for a distribution.

Return type:

AnalyticalComputation[Any, Any]

Parameters: