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.