Generic method for calculating the conditional probability integral
transform given the data and estimated density

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at <https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework.

Alexios Ghalanos

tsmethods

Time Series Methods

Alexios Galanos

pit function

<dl><dt>object</dt>
<dd>an object.</dd>
<dt>...</dt>
<dd>additional parameters passed to the method.</dd></dl>

Arguments

Probability Integral Transform (PIT) — pit

<dl>

<dt>object</dt>
<dd>an object.</dd>


<dt>...</dt>
<dd>additional parameters passed to the method.</dd>

</dl>

pit: Probability Integral Transform (PIT)

Description

Usage

Value

Arguments

Details