def compute_quantile():
eta, lam = 20, 1.5
skst = SkStJR(ndim=1, eta=eta, lam=lam)
cdf = skst.cdf(np.zeros(1) - 2)
print(skst.ppf(cdf))
eta, lam = 20, 1.5
skst = SkStBL(ndim=1, eta=eta, lam=lam)
cdf = skst.cdf(np.zeros(1) - 2)
print(skst.ppf(cdf))
eta, lam = 100, 1.5
skst = SkStDM(ndim=1, eta=eta, lam=lam)
cdf = skst.cdf(np.zeros(1) - 2)
print(skst.ppf(cdf))
def compute_quantile():
eta, lam = 20, 1.5
skst = SkStJR(ndim=1, eta=eta, lam=lam)
cdf = skst.cdf(np.zeros(1) - 2)
print(skst.ppf(cdf))
eta, lam = 20, 1.5
skst = SkStBL(ndim=1, eta=eta, lam=lam)
cdf = skst.cdf(np.zeros(1) - 2)
print(skst.ppf(cdf))
eta, lam = 100, 1.5
skst = SkStDM(ndim=1, eta=eta, lam=lam)
cdf = skst.cdf(np.zeros(1) - 2)
print(skst.ppf(cdf))
def test_quantile(self):
"""Test quantile."""
eta, lam = 20, 1.5
skst = SkStJR(ndim=1, eta=eta, lam=lam)
arg = -2.
cdf = skst.cdf(arg)
ppf = skst.ppf(cdf)
self.assertAlmostEqual(ppf, arg)
arg = -.1 * np.ones(3)
cdf = skst.cdf_vec(arg)
quantiles = skst.ppf_vec(cdf)
npt.assert_array_almost_equal(arg, quantiles)
