sgenoud/statsmodels — comment on commit 9a41dc2c8ce474c681b6ca17e5de6880e22de73a
File:  line 0
By josef-pkt:

Thanks, the changes look good.

For naming, I think I prefer the numpy.searchsorted side='left' or 'right'. "step_at_value" doesn't really indicate whether the step is before or after in the limit sense.

Another case that I don't remember whether I checked is when there are repeats or ties. Is the step in the right place for the interpretation as a cdf?