utils.py 文件源码

def ecdf(x):
    """Empirical cumulative distribution function

    Given a 1D array of values, returns a function f(q) that outputs the
    fraction of values less than or equal to q.

    Parameters
    ----------
    x : 1D array
        values for which to compute CDF

    Returns
    ----------
    ecdf_fun: Callable[[float], float]
        function that returns the value of the CDF at a given point
    """
    xp = np.sort(x)
    yp = np.arange(len(xp) + 1) / len(xp)

    def ecdf_fun(q):
        return yp[np.searchsorted(xp, q, side="right")]

    return ecdf_fun