Python cumulant_from_moments示例

示例#1

文件： test_edgeworth.py 项目： haribharadwaj/statsmodels

 def test_chi2(self):
     N = 4
     df = 8
     momt = [_chi2_moment(j+1, df) for j in range(N)]
     for n in range(1, N+1):
         kappa = cumulant_from_moments(momt, n)
         assert_allclose(kappa, _chi2_cumulant(n, df))

示例#2

文件： test_edgeworth.py 项目： GonzaloUlla/Bankruptcy-Prediction-using-Machine-Learning-Algorithms-in-Python

 def test_chi2(self):
     N = 4
     df = 8
     momt = [_chi2_moment(j + 1, df) for j in range(N)]
     for n in range(1, N + 1):
         kappa = cumulant_from_moments(momt, n)
         assert_allclose(kappa, _chi2_cumulant(n, df))

示例#3

文件： test_edgeworth.py 项目： haribharadwaj/statsmodels

 def test_norm(self):
     N = 4
     momt = [_norm_moment(j+1) for j in range(N)]
     for n in range(1, N+1):
         kappa = cumulant_from_moments(momt, n)
         assert_allclose(kappa, _norm_cumulant(n),
                 atol=1e-12)

示例#4

文件： test_edgeworth.py 项目： dahuguelet/diversity-analysis

 def test_norm(self):
     N = 4
     momt = [_norm_moment(j+1) for j in range(N)]
     for n in range(1, N+1):
         kappa = cumulant_from_moments(momt, n)
         assert_allclose(kappa, _norm_cumulant(n),
                 atol=1e-12)