https://github.com/juliaaplavin/multicdf.jl

Multivariate cumulative distribution functions.
https://github.com/juliaaplavin/multicdf.jl

cdf cumulative-distribution multivariate probability statistics

Last synced: 17 days ago
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Multivariate cumulative distribution functions.

• Host: GitHub
• URL: https://github.com/juliaaplavin/multicdf.jl
• Owner: JuliaAPlavin
• License: mit
• Created: 2024-02-18T17:58:08.000Z (almost 2 years ago)
• Default Branch: master
• Last Pushed: 2025-05-15T15:42:58.000Z (8 months ago)
• Last Synced: 2025-09-17T02:30:10.719Z (4 months ago)
• Topics: cdf, cumulative-distribution, multivariate, probability, statistics
• Language: Julia
• Homepage:
• Size: 416 KB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# MultiCDF.jl

Empirical Multivariate Cumulative Distribution Function.

Main features of `MultiCDF.jl`:

- Provides a way to represent multivariate ECDFs, calculate their values at arbitrary points;

- Includes an efficient algorithm to compute ECDF at a grid of points at once;

- Supports a variety of point types: `Tuple`s, `NamedTuple`s, `StaticVector`s _(doesn't depend on `StaticArrays` itself)_;

- Can calculate marginal ECDFs taking a subset of parameters into account;

- Computes generalized ECDFs: arbitrary signs (`<=` / `>=` / `<` / `>`), arbitrary `OnlineStats` statistics instead of simple counting.

See a [Pluto notebook](https://aplavin.github.io/MultiCDF.jl/test/examples.html) for examples and benchmarks.