Weighted Statistics
Weighted statistical functions for ABC particle analysis.
Resampling
resample
Resample particles according to weights.
approxbayescomp.weighted.resample(rng, weights, repeats=10)
resample_and_kde
Resample particles and apply kernel density estimation.
approxbayescomp.weighted.resample_and_kde(data, weights, cut=3, clip=(-np.inf, np.inf), seed=1, repeats=10)
Summary Statistics
weighted_quantile
Compute weighted quantiles from particle samples.
approxbayescomp.weighted.quantile(data, weights, quantile)
Weighted quantile of an array with respect to the last axis.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
ndarray
|
Input array. |
required |
weights
|
ndarray
|
Array with the weights. It must have the same size of the last
axis of |
required |
quantile
|
float
|
Quantile to compute. It must have a value between 0 and 1. |
required |
Returns:
| Name | Type | Description |
|---|---|---|
quantile |
float
|
The output value. |
weighted_median
Compute weighted median from particle samples.
approxbayescomp.weighted.median(data, weights)
Weighted median of an array with respect to the last axis.
Alias for quantile(data, weights, 0.5).