6.10.5.2.1.1.9. statsmodels.sandbox.tools.try_mctools.StatTestMC.summary_quantiles

StatTestMC.summary_quantiles(idx, distppf, frac=[0.01, 0.025, 0.05, 0.1, 0.975], varnames=None, title=None)[source]

summary table for quantiles (critical values)

Parameters:

idx : None or list of integers

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

distppf : callable

probability density function of reference distribution TODO: use crit values instead or additional, see summary_cdf

frac : array_like, float

probabilities for which

varnames : None, or list of strings

optional list of variable names, same length as idx

Returns:

table : instance of SimpleTable

use print(table to see results