pseudo_obs¶

copulae.core.misc.
pseudo_obs
(data, ties='average')[source]¶ Compute the pseudoobservations for the given data matrix
 Parameters
data ((N, D) ndarray) – Random variates to be converted to pseudoobservations
ties (str, optional) –
The method used to assign ranks to tied elements. The options are ‘average’, ‘min’, ‘max’, ‘dense’ and ‘ordinal’.
 average
The average of the ranks that would have been assigned to all the tied values is assigned to each value.
 min
The minimum of the ranks that would have been assigned to all the tied values is assigned to each value. (This is also referred to as “competition” ranking.)
 max
The maximum of the ranks that would have been assigned to all the tied values is assigned to each value.
 dense
Like min, but the rank of the next highest element is assigned the rank immediately after those assigned to the tied elements. ‘ordinal’: All values are given a distinct rank, corresponding to the order that the values occur in a.
 Returns
matrix or vector of the same dimension as data containing the pseudo observations
 Return type
numpy array