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Implement censored data #26

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ibab opened this issue Feb 8, 2015 · 1 comment
Open

Implement censored data #26

ibab opened this issue Feb 8, 2015 · 1 comment

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@ibab
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ibab commented Feb 8, 2015

When only a certain range of the data is used for the fit, or when a range has been cut out, the PDFs need to be adjusted accordingly by removing the missing parts and renormalizing.

I'm thinking of something like this for the API

x = var('x', observed=True, vector=True)
mu = var('mu')
sigma = var('sigma')
model = Censor(x > 0, Normal(x, mu, sigma))
@KonstantinSchubert
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I don't think that 'censor' is a good keyword here, it makes sense only in a certain use case.

Something like "Range" would be more fitting. And I think it should be a feature of the variable.

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