Source code for quantecon._ecdf

Implements the empirical cumulative distribution function given an array
of observations.


import numpy as np

[docs]class ECDF: """ One-dimensional empirical distribution function given a vector of observations. Parameters ---------- observations : array_like An array of observations Attributes ---------- observations : see Parameters """ def __init__(self, observations): self.observations = np.asarray(observations) def __repr__(self): return self.__str__() def __str__(self): m = "Empirical CDF:\n - number of observations: {n}" return m.format(n=self.observations.size) def __call__(self, x): """ Evaluates the ecdf at x Parameters ---------- x : scalar(float) The x at which the ecdf is evaluated Returns ------- scalar(float) Fraction of the sample less than x """ def f(a): return np.mean(self.observations <= a) vf = np.frompyfunc(f, 1, 1) return vf(x).astype(float)