Closed FriesischScott closed 9 months ago
@andreaperin Please confirm this actually works.
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@andreaperin Please confirm this actually works.
I'll do
The distribution is fit on data by using kernel density estimation for the PDF. The CDF and quantile function are computed empirically and using spline interpolation.
The distribution is implemented as a subtype of
ContinuousUnivariateDistribution
and should work smoothely in theRandomVariable
and everywhere else.