freealg.distributions.CompoundFreePoisson.support

CompoundFreePoisson.support(eta=0.0002, n_probe=4000, thr=0.0005, x_max=None)

Support intervals of distribution.

Parameters:

etafloat, default=2e-4

Imaginary offset used in the Stieltjes inversion for density.

n_probeint, default=4000

Number of grid points used to probe the density.

thrfloat, default=5e-4

Density threshold used to detect nonzero regions.

x_maxfloat or None, default=None

Right endpoint of the probing grid. If None, a heuristic is used.

Returns:

intervalslist of tuple(float, float)

List of (left, right) support intervals estimated from the grid.

See also

density

Notes

The support is estimated on a real grid by thresholding the density \(\rho(x; ``eta)\).

Examples

>>> from freealg.distributions import CompoundFreePoisson

>>> # Create an object of the class
>>> cfp = CompoundFreePoisson(t=[2.0, 5.5], w=[0.75, 1-0.75],
...    lam=0.1)

>>> print(cfp.support)
[(0.9984996249062267, 3.13165791447862),
 (4.157389347336835, 7.597674418604652)]