Python py_cdf Examples

Example #1

File: test_inv_cdf.py Project: Simon-Coetzee/idr

def halley_step(x, mu, sigma, lamda, r):
    f = py_cdf(x, mu, sigma, lamda) - r
    d1, d2 = py_cdf_d1_and_2(x, mu, sigma, lamda)

    num = 2*f*d1
    denom = 2*d1*d1 - f*d2
    #print "Halley", num, denom, "d1", d1, "f", f, "d2", d2
    return x - num/(5*denom)

Example #2

def halley_step(x, mu, sigma, lamda, r):
    f = py_cdf(x, mu, sigma, lamda) - r
    d1, d2 = py_cdf_d1_and_2(x, mu, sigma, lamda)

    num = 2 * f * d1
    denom = 2 * d1 * d1 - f * d2
    #print "Halley", num, denom, "d1", d1, "f", f, "d2", d2
    return x - num / (5 * denom)

Example #3

File: test_inv_cdf.py Project: Simon-Coetzee/idr

def FD_d1(x, mu, sigma, lamda):
    return (py_cdf(x+1e-6, mu, sigma, lamda) - py_cdf(x-1e-6, mu, sigma, lamda))/2e-6

Example #4

File: test_inv_cdf.py Project: Simon-Coetzee/idr

def nm_step(x, mu, sigma, lamda, r):
    f = py_cdf(x, mu, sigma, lamda) - r
    d = 1e-12 + py_cdf_d1(x, mu, sigma, lamda)
    #print x, f, d, f/d
    return x - f/max(0.1, d)

Example #5

def nm_step(x, mu, sigma, lamda, r):
    f = py_cdf(x, mu, sigma, lamda) - r
    d = 1e-12 + py_cdf_d1(x, mu, sigma, lamda)
    #print x, f, d, f/d
    return x - f / max(0.1, d)

Example #6

def FD_d1(x, mu, sigma, lamda):
    return (py_cdf(x + 1e-6, mu, sigma, lamda) -
            py_cdf(x - 1e-6, mu, sigma, lamda)) / 2e-6