pyuncertainnumber.pba.imprecise

Functions

imprecise_ecdf_sps(...)

empirical cdf for interval valued data

imprecise_ecdf(...)

Empirical cdf for interval-valued data set

Module Contents

pyuncertainnumber.pba.imprecise.imprecise_ecdf_sps(s: pyuncertainnumber.pba.intervals.Interval) tuple[pyuncertainnumber.pba.ecdf.eCDF_bundle, pyuncertainnumber.pba.ecdf.eCDF_bundle]

empirical cdf for interval valued data

caveat:

with the use of sps.ecdf, the probability value does not start from 0.

Returns:

  • left and right cdfs

  • pbox

pyuncertainnumber.pba.imprecise.imprecise_ecdf(s: pyuncertainnumber.pba.intervals.Interval, output_type: str = 'ecdf') tuple[pyuncertainnumber.pba.ecdf.eCDF_bundle, pyuncertainnumber.pba.ecdf.eCDF_bundle]

Empirical cdf for interval-valued data set

Parameters:
  • s (Interval) – interval valued data set

  • output_type (str) – the output type, either “pbox” or “ecdf”

Returns:

  • A tuple of left and right bounding cdf

Example

>>> rng = np.random.default_rng(seed=42)
>>> precise_data = rng.normal(0, 1, 10)  # precise data case
>>> impre_data = pba.I(lo = precise_data -0.5, hi = precise_data + 0.5)
>>> l, r = imprecise_ecdf(s=impre_data, output_type="ecdf")