Source code for copulas.univariate.selection

"""Univariate selection function."""

import numpy as np
from scipy.stats import kstest

from copulas import get_instance

[docs]def select_univariate(X, candidates): """Select the best univariate class for this data. Args: X (pandas.DataFrame): Data for which be best univariate must be found. candidates (list[Univariate]): List of Univariate subclasses (or instances of those) to choose from. Returns: Univariate: Instance of the selected candidate. """ best_ks = np.inf best_model = None for model in candidates: try: instance = get_instance(model) ks, _ = kstest(X, instance.cdf) if ks < best_ks: best_ks = ks best_model = model except Exception: # Distribution not supported pass return get_instance(best_model)