Percentiles
The method percentile simply computes the confidence intervals based on the percentiles.
# Load library
from distfit import distfit
# Initialize model with percentile method
dfit = distfit(method='percentile')
# Some random data
X = np.random.normal(10, 3, 2000)
y = [3,4,5,6,10,11,12,18,20]
# Compute Percentiles based on data
dfit.fit_transform(X)
# Some results about the CII
print(dfit.model['CII_min_alpha'])
# > 4.0714359161939235
# Some results
print(dfit.model['CII_max_alpha'])
# > 16.00598292777584
# Plot
dfit.plot()
|
# Make prediction
dfit.predict(y)
# Plot
dfit.plot()
|
y |
y_proba |
y_pred |
P |
teststat |
|---|---|---|---|---|
3 |
0 |
down |
0 |
-2.60164 |
4 |
0 |
down |
0 |
-1.60164 |
5 |
1 |
none |
1 |
-0.601636 |
6 |
1 |
none |
1 |
0.398364 |
10 |
1 |
none |
1 |
4.39836 |
11 |
1 |
none |
1 |
5.39836 |
12 |
1 |
none |
1 |
6.39836 |
18 |
0 |
up |
0 |
12.3984 |
20 |
0 |
up |
0 |
14.3984 |