Python MicroConventions._normcdf_function Examples

Example #1

File: test_stats_conventions_as_conv.py Project: microprediction/microconventions

def test_mean_percentile():
    zscores = np.random.randn(100)
    normcdf = MicroConventions._normcdf_function()
    norminv = MicroConventions._norminv_function()
    p = [normcdf(z) for z in zscores]
    avg_p = MicroConventions.zmean_percentile(p)
    implied_avg = norminv(avg_p)
    actual_avg = np.mean(zscores)
    assert abs(implied_avg - actual_avg) < 1e-4

Example #2

File: test_stats_conventions_as_conv.py Project: microprediction/microconventions

def test_cdf_invcdf():
    normcdf = MicroConventions._normcdf_function()
    norminv = MicroConventions._norminv_function()
    for x in np.random.randn(100):
        x1 = norminv(normcdf(x))
        assert abs(x - x1) < 1e-4