arch.univariate.StudentsT.cdf

StudentsT.cdf(resids: Sequence[float] | ndarray[tuple[int], dtype[float64]] | Series, parameters: Sequence[float] | ndarray[tuple[int], dtype[float64]] | Series | None = None) → ndarray[tuple[int, ...], dtype[float64]][source]

Compute the cumulative distribution function.

Parameters:
resids: Sequence[float] | ndarray[tuple[int], dtype[float64]] | Series

Values at which to evaluate the cdf. NaN is not allowed.

parameters: Sequence[float] | ndarray[tuple[int], dtype[float64]] | Series | None = None

Distribution parameters. Use None for parameterless distributions.

Returns:

f – CDF values.

Return type:

float or numpy.ndarray

Raises:
  • TypeError – If resids or parameters cannot be converted to float64.

  • ValueError – If resids contains NaN, or parameters does not have one element for each shape parameter, contains NaN or inf, or is outside the bounds of the distribution.