statsmodels.distributions.empirical_distribution.ECDF¶

class statsmodels.distributions.empirical_distribution.ECDF(x, side='right')[source]¶

Return the Empirical CDF of an array as a step function.

Parameters:¶

xarray_like

Observations

side{‘left’, ‘right’}, optional

Default is ‘right’. Defines the shape of the intervals constituting the steps. ‘right’ correspond to [a, b) intervals and ‘left’ to (a, b].

Methods

__call__(time)

Call self as a function.

Returns:¶

Empirical CDF as a step function.

Examples

>>> import numpy as np
>>> from statsmodels.distributions.empirical_distribution import ECDF
>>>
>>> ecdf = ECDF([3, 3, 1, 4])
>>>
>>> ecdf([3, 55, 0.5, 1.5])
array([ 0.75,  1.  ,  0.  ,  0.25])

Methods