Piecewise linear quantiles #134
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…PDF location offset in `quant_gen._compute_derivs` to account for the forward difference calculation of numerical derivatives.
drewoldag
requested review from
aimalz,
eacharles,
OliviaLynn and
sschmidt23
|
For some screenshot comparisons of with and w/o the x offset in PDF, see this comment in #8. |
Codecov ReportBase: 100.00% // Head: 100.00% // No change to project coverage 👍
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…obably do not need to test this `except` code branch.
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This PR is a byproduct of taking on qp issue #8. As a result of the exploration, there is a minor code change included in this PR to introduce an x offset in the locations used when return PDF values for a
quant_genobject.Visually, this offset makes the qp approximation of a PDF and the original PDF align better. Mathematically, it's a byproduct using a forward difference to calculate the numerical derivative. (the need for the offset could be eliminated if we used a central difference, such as that provided by numpy.gradient)
This PR does not address the concerns brought up in qp issue #65. I have an approach that does address this called out in a comment in #8 but I would like to review that as a PR separate from this one.