distributions.empirical_distribution.monotone_fn_inverter()

statsmodels.distributions.empirical_distribution.monotone_fn_inverter

statsmodels.distributions.empirical_distribution.monotone_fn_inverter(fn, x, vectorized=True, **keywords) [source]

Given a monotone function fn (no checking is done to verify monotonicity) and a set of x values, return an linearly interpolated approximation to its inverse from its values on x.