2.2.1.30. sdepy.process.cdf

process.cdf(t=None, x=None)[source]

Cumulative probability distribution function of process values.

p.cdf(t, x) estimates the cumulative probability distribution function of interpolated process values p(t) at time(s) t. p.cdf(x) is a shorthand for p.cdf(p.t, x) (no interpolation).

Parameters:
t : array-like, optional

Time points along the process timeline. If omitted or None, the entire process timeline is used.

x : array-like, mandatory

Values at which to evaluate the cumulative probability distribution function.
Returns:
array

Returns an array, with shape t.shape + x.shape + vshape, where vshape is the shape of the values of the calling process p, containing the average across paths of 1 if p(t) <= x else 0.