FriesischScott / UncertaintyQuantification.jl

Uncertainty Quantification in Julia
MIT License
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Add empirical distribution #129

Closed FriesischScott closed 9 months ago

FriesischScott commented 10 months ago

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 the RandomVariable and everywhere else.

FriesischScott commented 10 months ago

@andreaperin Please confirm this actually works.

codecov[bot] commented 10 months ago

Codecov Report

All modified lines are covered by tests :white_check_mark:

Comparison is base (e40e378) 98.95% compared to head (be6e1b6) 98.97%.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #129 +/- ## ========================================== + Coverage 98.95% 98.97% +0.02% ========================================== Files 23 24 +1 Lines 858 879 +21 ========================================== + Hits 849 870 +21 Misses 9 9 ``` | [Files](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/129?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf) | Coverage Δ | | |---|---|---| | [src/UncertaintyQuantification.jl](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/129?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf#diff-c3JjL1VuY2VydGFpbnR5UXVhbnRpZmljYXRpb24uamw=) | `100.00% <ø> (ø)` | | | [src/inputs/empiricaldistribution.jl](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/129?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf#diff-c3JjL2lucHV0cy9lbXBpcmljYWxkaXN0cmlidXRpb24uamw=) | `100.00% <100.00%> (ø)` | |

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andreaperin commented 10 months ago

@andreaperin Please confirm this actually works.

I'll do