private void InitInterpolantModel()
{
var xData = ProbabilityFunctionValues.Select(p => p.X).ToArray();
var yData = ProbabilityFunctionValues.Select(p => p.Y).ToArray();
alglib.spline1dinterpolant spline1Dinterpolant;
alglib.spline1dbuildcubic(xData, yData, out spline1Dinterpolant);
InterpolantModel = spline1Dinterpolant;
}
private double GetProbabilityFunctionValueAtPoint(double x)
{
var existingPoint = ProbabilityFunctionValues.SingleOrDefault(p => p.X.Equals(x));
if (existingPoint != null)
{
return(existingPoint.Y);
}
var interpolatedValue = alglib.spline1dcalc(InterpolantModel, x);
return(interpolatedValue);
}