INNER CODE UNIT · Python

xt

sdv-dev/Copulas · copulas/optimize/__init__.py:98

        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])
        b = np.choose(samesign, [a, b])
        fc = np.choose(samesign, [fb, fa])
        fb = np.choose(samesign, [fa, fb])
        a = xt
        fa = ft

        # set xm so that f(xm) is the minimum magnitude of f(a) and f(b)
        fa_is_smaller = np.abs(fa) < np.abs(fb)
        xm = np.choose(fa_is_smaller, [b, a])

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