dualbounds.utilities.adjust_support_size

dualbounds.utilities.adjust_support_size(vals, probs, new_nvals, ymin, ymax)[source]

Adjust categorical distribution to have support of size new_nvals.

Parameters:
vals : np.array

(n, nvals)-length array of support. vals[i] must be sorted for each i.

probs : np.array

(n, nvals)-length array of probabilities of original distributions.

new_nvals : int

Desired size of support.

ymin : float

Minimum value for support.

ymax : float

Maximum value for support.

Returns:

  • new_vals (np.array) – (n, new_nvals)-array of supports.

  • new_probs (np.array) – (n, new_nvals)-array of probabilities.