distributions.empirical_distribution.StepFunction()

statsmodels.distributions.empirical_distribution.StepFunction

class statsmodels.distributions.empirical_distribution.StepFunction(x, y, ival=0.0, sorted=False, side='left') [source]

A basic step function.

Values at the ends are handled in the simplest way possible: everything to the left of x[0] is set to ival; everything to the right of x[-1] is set to y[-1].

Parameters:	x : array-like y : array-like ival : float ival is the value given to the values to the left of x[0]. Default is 0. sorted : bool Default is False. side : {?left?, ?right?}, optional Default is ?left?. Defines the shape of the intervals constituting the steps. ?right? correspond to [a, b) intervals and ?left? to (a, b].

Examples

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>>> import numpy as np >>> from statsmodels.distributions.empirical_distribution import StepFunction >>> >>> x = np.arange(20) >>> y = np.arange(20) >>> f = StepFunction(x, y) >>> >>> print(f(3.2)) 3.0 >>> print(f([[3.2,4.5],[24,-3.1]])) [[  3.   4.]  [ 19.   0.]] >>> f2 = StepFunction(x, y, side='right') >>> >>> print(f(3.0)) 2.0 >>> print(f2(3.0)) 3.0

Methods