[task] implementing new methods for pdf comparison.

This commit is contained in:
sebastianp
2016-06-29 15:29:58 +02:00
parent 8714616d1b
commit a8b7eff561
4 changed files with 103 additions and 4 deletions

View File

@@ -294,6 +294,29 @@ class ProbabilityDensityFunction(object):
return None
return self.data[find_nearest(self.axis, value)] * self.incr
def quantile(self, prob_value, eps=0.01):
l = self.axis[0]
r = self.axis[-1]
m = (r - l) / 2
diff = prob_value - self.prob_lt_val(m)
while abs(diff) > eps:
if diff > 0:
l = m
else:
r = m
m = (r - l) / 2
diff = prob_value - self.prob_lt_val(m)
return m
pass
def quantile_distance(self, prob_value):
ql = self.quantile(prob_value)
qu = self.quantile(1 - prob_value)
return qu - ql
def plot(self, label=None):
import matplotlib.pyplot as plt