INNER CODE UNIT · Python

eps_a

sdv-dev/Copulas · copulas/optimize/__init__.py:89

        eps_a = 2 * eps

    iterations = 0
    terminate = False

    while maxiter > 0:
        maxiter -= 1
        # use t to linearly interpolate between a and b,
        # and evaluate this function as our newest estimate xt
        xt = np.clip(a + t * (b - a), xmin, xmax)
        ft = f(xt)

        # update our history of the last few points so that
        # - a is the newest estimate (we're going to update it from xt)
        # - c and b get the preceding two estimates
        # - a and b maintain opposite signs for f(a) and f(b)
        samesign = np.sign(ft) == np.sign(fa)
        c = np.choose(samesign, [b, a])

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