arch.univariate.distribution.Distribution.ppf

abstract Distribution.ppf(pits, parameters=None)[source]

Inverse cumulative density function (ICDF)

Parameters

  • pits (ndarray) -- Probability-integral-transformed values in the interval (0, 1).

  • parameters (ndarray, optional) -- Distribution parameters. Use None for parameterless distributions.

Returns

i -- Inverse CDF values

Return type

ndarray