ENH: New interface for piecewise polynomials

[MImmesberger]

Is your feature request related to a problem?

Here is a GETTSIM example on how to create a PiecewisePolynomialParam

increased_behindertenpauschbetrag = PiecewisePolynomialParam(
    value=PiecewisePolynomialParamValue(
        thresholds=np.array([-np.inf, 0.5, np.inf]),
        intercepts=np.array([0.0, 3000.0]),
        rates=np.array([[0.0, 0.0]]),
    ),
)

Note that the rates argument is of shape (1,2) instead of (3,) / (2,).

It would be much more user friendly to make this (2,1), even if we have to reshape it later internally.

[hmgaudecker]

That should never be called directly. The way to go is via get_piecewise_parameters. Just not sure what is the best way to document that...

[MImmesberger]

Counter argument from a casual user's POV: What you see in a notebook is the PiecewisePolynomialParamValue and its structure. It's pretty easy to make small changes to that. The original parameter_dict for get_piecewise_parameters is not visible to users, so it's harder to modify that.

But that's probably only true until we have a proper documentation of parameters.

[hmgaudecker]

Fine, but if you understand the structure, the original issue is no issue 😉

If you are saying "it looks easy", that's a different story...

In any case, I don't think the above suggestion would be cutting it. As long as we combine upper and lower thresholds in one thing, there simply is one more of them than the rates and intercepts.

This said, I would be very open to give PiecewisePolynomial a complete overhaul at some point in the future. This is one of the first pieces of GETTSIM that has survived pretty much unchanged to this day. In retrospect, we tried to be far too general.

[hmgaudecker]

Discussion incorporated in GEP 8.