MVGaussian.ppf (function)

def ppf(self, q, samples=None)

Expose the percent point function (ppf; iverse of cdf - percentiles) at values of q from a set of samples. If samples is not provided or None, MVGaussian.sample will be called first with size=1e6.

See also: * MVGaussian.sample

Arguments

• q (float or array): percentiles at which to expose the ppf
• samples (array or None, optional, default=None): samples to use to determine the ppf. If not provided, MVGaussian.sample will be called with size=1e6.

Returns

• (float or array) ppf values of the same type/shape as q