7.15.1.1. statsmodels.distributions.empirical_distribution.ECDF

class statsmodels.distributions.empirical_distribution.ECDF(x, side='right')[source]

Return the Empirical CDF of an array as a step function.

Parameters:

x : array-like

Observations

side : {‘left’, ‘right’}, optional

Default is ‘right’. Defines the shape of the intervals constituting the steps. ‘right’ correspond to [a, b) intervals and ‘left’ to (a, b].

Returns:

Empirical CDF as a step function.

Examples

>>> import numpy as np
>>> from statsmodels.distributions.empirical_distribution import ECDF
>>>
>>> ecdf = ECDF([3, 3, 1, 4])
>>>
>>> ecdf([3, 55, 0.5, 1.5])
array([ 0.75,  1.  ,  0.  ,  0.25])
__init__(x, side='right')[source]

Methods

__init__(x[, side])