scipy.stats.sampling.NumericalInverseHermite.u_error#
- NumericalInverseHermite.u_error(sample_size=100000)#
Estimate the u-error of the approximation using Monte Carlo simulation. This is only available if the generator was initialized with a dist object containing the implementation of the exact CDF under cdf method.
- Parameters
- sample_sizeint, optional
Number of samples to use for the estimation. It must be greater than or equal to 1000.
- Returns
- max_errorfloat
Maximum u-error.
- mean_absolute_errorfloat
Mean absolute u-error.