Generalize GaussianCDFEncoding
to arbitrary CDF encoding
#218
Labels
encodings
Related to the Encodings API
enhancement
New feature or request that is non-breaking
good first issue
Good for newcomers
This is some generality improvements for the current
GaussianCDFEncoding
andDispersion
. In general, any CDF could be used in the source code of the encoding; one could store the CDF function in the encoding struct. E.g., give some timeseriesx
generate the function:Any other univariate function instead of
f
could be generated. This function then is stored as a field in a new structCDFEncoding
, that uses the exact source code ofGaussianCDFEncoding
but usingf
instead of the existinggaussian
function.Then, this is super easily propagated into
Dispersion
: that type should initrialize aCDFEncoding
and store the encoding directly as its field. If given only a timeseries, it defaults to getting mean, std and initializing the Gaussian encoding.The text was updated successfully, but these errors were encountered: