replace interp2d with RegularGridInterpolator

enterprise_extensions/empirical_distr.py

@@ -10,7 +10,7 @@
     sklearn_available=True
 except ModuleNotFoundError:
     sklearn_available=False
-from scipy.interpolate import interp1d, interp2d
+from scipy.interpolate import interp1d, interp2d, RegularGridInterpolator
 
 logger = logging.getLogger(__name__)
 
@@ -175,7 +175,8 @@ def __init__(self, param_names, samples, minvals=None, maxvals=None, bandwidth=0
         self._Nbins = [yvals.size for ii in range(xvals.size)]
         scores = np.array([self.kde.score(np.array([xvals[ii], yvals[jj]]).reshape((1, 2))) for ii in range(xvals.size) for jj in range(yvals.size)])
         # interpolate within prior
-        self._logpdf = interp2d(xvals, yvals, scores, kind='linear', fill_value=-1000)
+        self._logpdf = RegularGridInterpolator((xvals, yvals), scores, method='linear', bounds_error=False, fill_value=-1000)
+
 
     def draw(self):
         params = self.kde.sample(1).T