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The idea is that one manually specifies points on the CDF, and anything in-between these points is then linearly interpolated. At the moment I require the first and last point to have a y value of 0 and 1 respectively, I think anything else doesn't really make sense?
I'll add tests and docs later, but wanted to get some feedback first whether a) the maintainers think this belongs in this package and b) get some additional eyes on the implementation and check whether I made some stupid mistake somewhere.