skewt.py 文件源码

def cdf(x, df, loc=0.0, scale=1.0, gamma = 1.0):
        """
        CDF function for Skew t distribution
        """
        result = np.zeros(x.shape[0])
        result[x<0] = 2.0/(np.power(gamma,2) + 1.0)*ss.t.cdf(gamma*(x[x-loc < 0]-loc[x-loc < 0])/scale, df=df)
        result[x>=0] = 1.0/(np.power(gamma,2) + 1.0) + 2.0/((1.0/np.power(gamma,2)) + 1.0)*(ss.t.cdf((x[x-loc >= 0]-loc[x-loc >= 0])/(gamma*scale), df=df)-0.5)
        return result