6.8.7.2.5.1. statsmodels.sandbox.stats.stats_dhuard.HistDist

class statsmodels.sandbox.stats.stats_dhuard.HistDist(data)[source]

Distribution with piecewise linear cdf, pdf is step function

can be created from empiricial distribution or from a histogram (not done yet)

work in progress, not finished

__init__(data)[source]

6.8.7.2.5.1.1. Methods

__init__(data)
cdf_emp(score) this is score in dh
empiricalcdf([data, method]) Return the empirical cdf.
optimize_binning([method]) Find the optimal number of bins and update the bin countaccordingly.
ppf_emp(quantile) this is score in dh