stats¶
Statistical functions
-
pyscenarios.stats.
tail_dependence
(x: Any, y: Any, q: Any) → Union[numpy.ndarray, dask.array.core.Array]¶ Calculate tail dependence between vectors x and y.
- Parameters
x – 1D array-like or dask array containing samples from a uniform (0, 1) distribution.
y – other array to compare against
q – quantile(s) (0 < q < 1). Either a scalar or a ND array-like or dask array.
- Returns
array of the same shape and type as q, containing:
\[\cases{ P(y < q | x < q) | q < 0.5 \cr P(y \geq q | x \geq q) | q \geq 0.5 }\]