danielward27 / flowjax

https://danielward27.github.io/flowjax/
MIT License
82 stars 10 forks source link

end knots transformed by spline instead of identity #134

Closed mdmould closed 7 months ago

mdmould commented 7 months ago

This modifies RationalQuadraticSpline to apply the spline transformation to all knots, not just the internal ones.

The use case for this is that if the base distribution is defined on a closed interval -- e.g., uniform on [-1, 1] -- the current implementation forces the transformed PDF to match that of the base PDF at the left and right end nodes.