truncated.T

Module: truncated.T

Inheritance diagram for selectinf.truncated.T:

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truncated_T

class selectinf.truncated.T.truncated_T(intervals, df)

Bases: selectinf.truncated.base.truncated

__init__(intervals, df)

Create a new truncated distribution object This method is abstract : it has to be overriden

Parameters

intervals : [(float, float)]

The intervals the distribution is truncated to

dps = 20

cdf(z)

Compute the survival function of the truncated distribution

Parameters

z : float

Minimum bound of the interval

Returns

cdf : float

function The cumulative distribution function of the truncated distribution cdf(z) = P( X < z | X is in intervals )

WARNING : This method only use the sf method

more precise

pdf(z)

Compute the probability distribution funtion of the truncated distribution

Parameters

z : float

Returns

p : float

p(z) such that E[f(X)] = int f(z)p(z)dz

quantile(q, tol=1e-06)

rvs(size=1)

Sample a random variable from the truncated disribution

Parameters

size : int

Number of samples. Default : 1

Returns

X : np.array

array of sample

sf(z)

Compute the survival function of the truncated distribution

Parameters

z : float

Minimum bound of the interval

Returns

sf : float

The survival function of the truncated distribution sf(z) = P( X > z | X is in intervals )

selectinf.truncated.T.sf_T(df)