InverseIntegratedDensity starts with a probability density function, generates the integral, and generates a LinLogInterpolatingFunction which, when evaluated using a uniform random on [0,1] returns values with a density distribution equal to the input distribution If the data are passed in reverse order (large X first), the integral is carried out from the big end, and then the data are reversed to the result in in increasing X order.
Definition at line 1406 of file C2Functions.py.
Public Member Functions | |
def | __init__ |
Static Public Attributes | |
IntermediateInterpolator = InterpolatingFunction |