[fix] overcome numerical instabilities
due to the usage of large absolute values (timestamp) on time axis the estimation of the expectation value gets instable
This commit is contained in:
parent
4480854ee5
commit
3705eb567b
@ -256,9 +256,10 @@ class ProbabilityDensityFunction(object):
|
|||||||
'''
|
'''
|
||||||
|
|
||||||
rval = 0
|
rval = 0
|
||||||
for n, x in enumerate(self.axis):
|
axis = self.axis - self.x0
|
||||||
|
for n, x in enumerate(axis):
|
||||||
rval += x * self.data[n]
|
rval += x * self.data[n]
|
||||||
return rval * self.incr
|
return rval * self.incr + self.x0
|
||||||
|
|
||||||
def standard_deviation(self):
|
def standard_deviation(self):
|
||||||
mu = self.expectation()
|
mu = self.expectation()
|
||||||
|
Loading…
Reference in New Issue
Block a user