undid earlier changes in PDFStatistics

This commit is contained in:
sebastianp
2016-07-13 14:15:44 +02:00
parent 6fd1f9e2cc
commit c7d8d0ecf5
2 changed files with 40 additions and 14 deletions

View File

@@ -325,14 +325,15 @@ class ProbabilityDensityFunction(object):
raise ValueError('value out of bounds: {0}'.format(value))
return self.prob_limits((value, self.axis[-1]))
def prob_limits(self, limits):
lim = np.arange(limits[0], limits[1], self.incr)
def prob_limits(self, limits, oversampling=1.):
sampling = self.incr / oversampling
lim = np.arange(limits[0], limits[1], sampling)
data = [self.data(t) for t in lim]
min_est, max_est = 0., 0.
for n in range(len(data) - 1):
min_est += min(data[n], data[n + 1])
max_est += max(data[n], data[n + 1])
return (min_est + max_est) / 2. * self.incr
return (min_est + max_est) / 2. * sampling
def prob_val(self, value):
if not (self.axis[0] <= value <= self.axis[-1]):
@@ -352,7 +353,7 @@ class ProbabilityDensityFunction(object):
m = (r + l) / 2
diff = prob_value - self.prob_lt_val(m)
while abs(diff) > eps:
while abs(diff) > eps and ((r - l) > self.incr):
if diff > 0:
l = m
else:
@@ -367,6 +368,13 @@ class ProbabilityDensityFunction(object):
return qu - ql
def qtile_dist_quot(self,x):
if x <= 0 or x >= 0.5:
raise ValueError('Value out of range.')
return self.quantile_distance(0.5-x)/self.quantile_distance(x)
def plot(self, label=None):
import matplotlib.pyplot as plt