2.2.3.11. sdepy.montecarlo.cdf¶
-
montecarlo.
cdf
(x, method='gaussian_kde', bandwidth=1.0, kind='linear')[source]¶ Cumulative sample probability density function, evaluated at
x
.See
pdf
method documentation.Notes
For the ‘gaussian_kde’ method, the integral of the Gaussian kernels is expressed in terms of
scipy.special.erf
, and coincides with the integral of the pdf computed with the same method.- For the ‘interp’ method, the cdf evaluates as follows:
- At bin endpoints, to the cumulated density histogram values weighed by the bins width.
- Below the bins boundaries, to 0.
- Above the bins boundaries, to 1.
It is close to, but not exactly equal to, the integral of the pdf computed with the same method.