Add this to your Cargo.toml:
[dependencies]
gcm-lcm = "0.1"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.
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