DanieleGioia / ScenarioReducer

This library implements several approximate scenario reduction algorithms. Given a probability distribution with finite support, they aim to determine a probability measure with support of reduced and fixed cardinality by selecting the closest to the original one in terms of a selected statistical distance.
MIT License
6 stars 3 forks source link

Update distance matrix during loop #2

Closed pdb5627 closed 1 year ago

pdb5627 commented 1 year ago

Fixes DanieleGioia/ScenarioReducer#1

DanieleGioia commented 1 year ago

Hi, thank you for the contribution. The step was missing indeed!