Fix pm.Interpolated moment
#5986
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Codecov Report
@@ Coverage Diff @@
## main #5986 +/- ##
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+ Coverage 87.31% 89.38% +2.06%
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Files 73 73
Lines 13253 13254 +1
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+ Hits 11572 11847 +275
+ Misses 1681 1407 -274
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It turns out that InterpolatedUnivariateSpline from SciPy requires |
Merged
ricardoV94
approved these changes
Jul 26, 2022
michaelosthege
approved these changes
Jul 26, 2022
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Closes #5959.
Previously, the$\sum_{i=1}^N x_i f(x_i)$ given finite
momentmethod ofpm.Interpolatedwasx_pointsand their density valuespdf_points. However, this can lead to the aforementioned issue as the distances between points inx_pointsare not accounted.The code in this first commit needs to be adjusted for cases where
x_pointsis not strictly increasing. Another commit (or two) should follow to account for this.