search

superbobry / pareto

GSL powered OCaml statistics library
http://superbobry.github.io/pareto/0.2
MIT License
40 stars 5 forks source link

Add Empirical distribution #7

Open superbobry opened 11 years ago

superbobry commented 11 years ago

EDF is basically a histogram with KDE inside each bin, should be done after #6. See Apache Common implementation for details.

Might also be useful for Monte-Carlo simulations.