pit: Probability Integral Transform (PIT)
In tsmethods: Time Series Methods
pit R Documentation
Probability Integral Transform (PIT)
Description
Generic method for calculating the conditional probability integral
transform given the data and estimated density
Usage
pit(object, ...)
Arguments
object
an object.
...
additional parameters passed to the method.
Details
The PIT is essentially the probabilities returned from the cumulative
distribution function (*p) given the data and estimated value of the mean,
conditional standard deviation and any other distributional parameters.
Value
The conditional probabilities.
tsmethods documentation built on Sept. 30, 2024, 9:40 a.m.
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| pit | R Documentation |
Probability Integral Transform (PIT)
Description
Generic method for calculating the conditional probability integral transform given the data and estimated density
Usage
pit(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Details
The PIT is essentially the probabilities returned from the cumulative distribution function (*p) given the data and estimated value of the mean, conditional standard deviation and any other distributional parameters.
Value
The conditional probabilities.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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