PWCEmpirical RV
Represents a piece-wise continuous empirical random variable specified via intervals defined by breakpoints and probabilities associated with each interval. A piecewise linear approximation forms the basis for the CDF where the breakpoints form the linear segments. There must be at least 1 interval (and two breakpoints).
Parameters
The break points defining the intervals such that ``p[j]`` is associated with breakpoints ``b[j] and b[j+1] for j = 0, 1,..., n-1``, where n is the number of break points. The number of breakpoints should be 1 more than the number of proportions. The breakpoints must be strictly increasing and finite. @param proportions A double array holding the proportion associated with the intervals defined by the breakpoints. All proportions must be strictly greater than 0 and strictly less than 1. If not supplied, the default is intervals with equal probability. That is, with a proportion equal to (1.0/(n - 1.0)). @param streamNum the random number stream number, defaults to 0, which means the next stream @param streamProvider the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider @param name an optional name
Constructors
Note the requirements for breakpoints and proportions.