geolime.geostats.math.gauss_score¶
Functions:
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Function to obtain the (standard) Gaussian scores of a sample. |
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geolime.geostats.math.gauss_score.gauss_score(z: numpy.ndarray, weights: numpy.ndarray = None, sort: bool = False)¶ Function to obtain the (standard) Gaussian scores of a sample.
- Parameters
z (np.ndarray) – numpy array containing the data.
weights (np.ndarray) – probability weights associated to each interval defined by the order statisticals of the data. Numpy array of size Z.size+1, with non-negative values adding 1 (if not adding 1, they are normalized). weights[j] represent the probability that an anamorphosed standard Gaussian variable according to the empirical cumulative distribution function of Z falls into the interval (Z_(j-1) , Z_(j) ], being Z_(j) the order statistical, j = 1 , … , N+1, with N the sample size, Z_(0) = -inf, and Z_(N+1) = +inf. If None, a uniform weight vector is used.
sort (bool) – If True, it returns the Gaussian scores and their corresponding order statistics in increasing order. If False, it returns the scores in the same order as the corresponding original sample.
- Returns
Returns a numpy matrix whose first column contains the Gaussian scores and the second column contains the sorted corresponding sample.
- Return type
np.ndarray