6.3.10.1.1. statsmodels.sandbox.distributions.otherdist.ClippedContinuous¶

class statsmodels.sandbox.distributions.otherdist.ClippedContinuous(base_dist, clip_lower)[source]¶

clipped continuous distribution with a masspoint at clip_lower

Notes

first version, to try out possible designs insufficient checks for valid arguments and not clear whether it works for distributions that have compact support

clip_lower is fixed and independent of the distribution parameters. The clip_lower point in the pdf has to be interpreted as a mass point, i.e. different treatment in integration and expect function, which means none of the generic methods for this can be used.

maybe this will be better designed as a mixture between a degenerate or discrete and a continuous distribution

Warning: uses equality to check for clip_lower values in function arguments, since these are floating points, the comparison might fail if clip_lower values are not exactly equal. We could add a check whether the values are in a small neighborhood, but it would be expensive (need to search and check all values).

__init__(base_dist, clip_lower)[source]¶