[fix] overcome numerical instabilities
due to the usage of large absolute values (timestamp) on time axis the estimation of the expectation value gets instable
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@ -256,9 +256,10 @@ class ProbabilityDensityFunction(object):
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'''
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rval = 0
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for n, x in enumerate(self.axis):
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axis = self.axis - self.x0
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for n, x in enumerate(axis):
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rval += x * self.data[n]
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return rval * self.incr
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return rval * self.incr + self.x0
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def standard_deviation(self):
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mu = self.expectation()
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