1 unstable release
| 0.1.0 | Sep 5, 2023 |
|---|
#2185 in Algorithms
37KB
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gcm-lcm
Usage
Add this to your Cargo.toml:
[dependencies]
gcm-lcm = "0.1"
Description
Construct the greatest convex minorant (GCM) or least concave majorant (LCM). This may be of use if your computations involve stochastic processes. Alternatively, perhaps you wish to construct a convex (or concave) function approximation for use in an optimization problem, simulation (e.g. inverse transform sampling using the LCM of an empirical cumulative distribution function), or something more creative.
The full description of the algorithm is provided in a pre-print.
License
Licensed under either of
at your option.
Contribution
Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.