pdf

Linear interpolation approximation for PDF.

class pysatl_core.transformations.approximations.linear_interpolations.pdf.PDFLinearInterpolationApproximation(*, n_grid=513, lower_limit=None, upper_limit=None)[source]

Bases: object

Approximate PDF with piecewise-linear interpolation on a finite grid.

Parameters:

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

  • lower_limit (float or None, optional) – Left interpolation bound. If None, it is inferred from finite support when available, otherwise a large negative constant is used.

  • upper_limit (float or None, optional) – Right interpolation bound. If None, it is inferred from finite support when available, otherwise a large positive constant is used.

__init__(*, n_grid=513, lower_limit=None, upper_limit=None)[source]
Parameters:

  • n_grid (int)

  • lower_limit (float | None)

  • upper_limit (float | None)

Return type:

None

approximate(distribution, **options)[source]

Approximate PDF for a distribution.

Return type:

AnalyticalComputation[Any, Any]

Parameters: