gnk.py 文件源码

def ss_octile(y):
    """Obtain the octile summary statistic.

    The statistic reaches the optimal performance upon a high number of
    observations. According to Allingham et al. (2009), it is more stable than ss_robust.

    Parameters
    ----------
    y : array_like
        Yielded points.

    Returns
    -------
    array_like of the shape (batch_size, dim_ss=8, dim_ss_point)

    """
    octiles = np.linspace(12.5, 87.5, 7)
    E1, E2, E3, E4, E5, E6, E7 = np.percentile(y, octiles, axis=1)

    # Combining the summary statistics.
    ss_octile = np.hstack((E1, E2, E3, E4, E5, E6, E7))
    ss_octile = ss_octile[:, :, np.newaxis]
    return ss_octile