skg.gauss_cdf_fit¶

skg.gauss_cdf_fit(x, y, sorted=True)[source]¶

Gaussian CDF fit of the form $\frac{1}{2}+\frac{1}{2}erf\left(\frac{x-\mu}{\sqrt{2}\sigma}\right)$ .

This implementation is based on the approximate solution to integral equation (11), presented in Régressions et équations intégrales.

Parameters:	x (array-like) – The x-values of the data points. The fit will be performed on a raveled version of this array. y (array-like) – The y-values of the data points corresponding to x. Must be the same size as x. The fit will be performed on a raveled version of this array. sorted (bool) – Set to True if x is already monotonically increasing or decreasing. If False, x will be sorted into increasing order, and y will be sorted along with it.
Returns:	mu, sigma – A two-element array containing the estimated mean and standard deviation, in that order.
Return type:	ndarray

References