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.