comnum.ccdf#

comnum.ccdf(values, thresholds)#

The empirical complementary distribution P(X > t) of values at every threshold.

Parameters:
  • values (array_like) – the samples of X.

  • thresholds (array_like) – the thresholds t.

Returns:

P(X > t) at every threshold (float64).

Return type:

numpy.ndarray

Raises:

ValueError – for an input that is not an array of numbers of the expected shape.