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extendedMomentInversion::invert() needs improvements to manage special cases #1

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AlbertoPa opened this issue Sep 5, 2015 · 1 comment

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@AlbertoPa
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Currently the inversion procedure may fail when the root cannot be bracketed.
Improvements are need to:

  • Bracket the root for sigma, if it exists
  • Manage cases when sigma does not ensure realizability
  • The minimization function is called. In particular, the current implementation should be modified so that it always ensures the error on the last moment is minimized.
@AlbertoPa
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Resolved by new solution procedure.

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