gluonts.testutil package#
- gluonts.testutil.empirical_cdf(samples: numpy.ndarray, num_bins: int = 100) Tuple[numpy.ndarray, numpy.ndarray] [source]#
Calculate the empricial cdf from the given samples.
- Parameters
samples – Tensor of samples of shape (num_samples, batch_shape)
- Returns
Tensor – Emprically calculated cdf values. shape (num_bins, batch_shape)
Tensor – Bin edges corresponding to the cdf values. shape (num_bins + 1, batch_shape)