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().