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)