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CDF Interpolation in CDFEstimator #31

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skuschel opened this issue Nov 21, 2022 · 1 comment
Open

CDF Interpolation in CDFEstimator #31

skuschel opened this issue Nov 21, 2022 · 1 comment
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@skuschel
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Probably good for cdf and pdf calculation:
https://docs.scipy.org/doc/scipy/tutorial/interpolate.html#tutorial-interpolate-splxxx

Maybe also good for _adjust_heights.
@skuschel
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skuschel commented Jan 5, 2023

I tried the pchip interpolater and it can overshoot in the first derivative, which is not as nice as expected. Not sure if there is a better solution.

Monotonce Cubic interpolation.pdf

@skuschel skuschel changed the title Change Interpolation CDF Interpolation in CDFEstimator Dec 16, 2023
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