u

src/yapsut/stats.py

@@ -39,7 +39,7 @@ class CumulativeOfData :
       """
       return np.interp(x,self._x,self._eff,left=0.,right=1.)
    #
-   def sampled_pdf(self,x,method='hist') :
+   def sampled_pdf(self,x,method='hist',density=False) :
       """returns the sample pdf for a list of x
          output: hh, xx
 
@@ -47,6 +47,8 @@ class CumulativeOfData :
 
          if method = 'hist' the pdf is calculated using an histogram like function (default)
          if method = 'tan' the pdf is calculated using the local tangent to the cdf
+
+         if method = 'hist' and density = True, hh is normalized to the step size and represents an approximation of the local derivative
       """
       if not method in ['hist','tan'] :
          raise Exception("Error: method must be either 'hist' or 'tan'")
@@ -59,7 +61,7 @@ class CumulativeOfData :
             _x=np.sort(x)
          #
          yy=self.cdf(_x)
-         hh=(yy[:-1]-yy[1:])/(_x[:-1]-_x[1:])
+         hh=(yy[1:]-yy[:-1])/(_x[1:]-_x[:-1]) if density else yy[1:]-yy[:-1]
          return hh, _x
       elif method == 'tan' :
          h=(self._x[-1]-self._x[0])*eps