6.10.5.2.1.1.2. statsmodels.sandbox.tools.try_mctools.StatTestMC.cdf¶

StatTestMC.cdf(x, idx=None)[source]¶

calculate cumulative probabilities of Monte Carlo results

Parameters:

idx : None or list of integers

List of indices into the Monte Carlo results (columns) that should be used in the calculation

frac : array_like, float

Defines which quantiles should be calculated. For example a frac of 0.1 finds the 10% quantile, x such that cdf(x)=0.1

Returns:

x : ndarray

same as input, TODO: I should drop this again ?

probs : ndarray, (len(x), len(idx))

the quantiles with frac in rows and idx variables in columns