scipy.stats.sampling.TransformedDensityRejection.ppf_hat#
- TransformedDensityRejection.ppf_hat(u)#
Evaluate the inverse of the CDF of the hat distribution at u.
- Parameters
- uarray_like
An array of percentiles
- Returns
- ppf_hatarray_like
Array of quantiles corresponding to the given percentiles.
Examples
>>> from scipy.stats.sampling import TransformedDensityRejection >>> from scipy.stats import norm >>> from math import exp >>> >>> class MyDist: ... def pdf(self, x): ... return exp(-0.5 * x**2) ... def dpdf(self, x): ... return -x * exp(-0.5 * x**2) ... >>> dist = MyDist() >>> rng = TransformedDensityRejection(dist) >>> >>> rng.ppf_hat(0.5) -0.00018050266342393984 >>> norm.ppf(0.5) 0.0 >>> u = np.linspace(0, 1, num=1000) >>> ppf_hat = rng.ppf_hat(u)