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probability_box

Function probability_box 

Source
pub fn probability_box(
    scenarios: &[Vec<f64>],
    eval_points: &[f64],
) -> (Vec<f64>, Vec<f64>)
Expand description

Compute a P-box (probability box) from a set of CDFs.

Given a collection of sample sets (one per scenario), returns the lower and upper CDF bounds at a vector of evaluation points.

ยงArguments

  • scenarios - Each element is a sample set for one scenario.
  • eval_points - Points at which to evaluate the CDF bounds.

Returns (cdf_lower, cdf_upper) each of length eval_points.len().