/usr/include/openturns/swig/Wilks_doc.i is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 | %feature("docstring") OT::Wilks
"Class to evaluate the Wilks number.
Available constructor:
Wilks(*randomVector*)
Parameters
----------
randomVector : :class:`~openturns.RandomVector` of dimension 1
Output variable of interest.
Notes
-----
This class is a static class which enables the evaluation of the Wilks number:
the minimal sample size :math:`N_{\\\\alpha, \\\\beta, i}` to perform in order to
garantee that the empirical quantile :math:`\\\\alpha`, noted
:math:`\\\\tilde{q}_{\\\\alpha} N_{\\\\alpha, \\\\beta, i}` evaluated with the
:math:`(n - i)^{th}` maximum of the sample, noted :math:`X_{n - i}` be greater
than the theoretical quantile :math:`q_{\\\\alpha}` with a probability at least
:math:`\\\\beta`:
.. math::
\\\\Pset (\\\\tilde{q}_{\\\\alpha} N_{\\\\alpha, \\\\beta, i} > q_{\\\\alpha}) > \\\\beta
where :math:`\\\\tilde{q}_{\\\\alpha} N_{\\\\alpha, \\\\beta, i} = X_{n-i}`."
// ---------------------------------------------------------------------
%feature("docstring") OT::Wilks::ComputeSampleSize
"Evaluate the size of the sample.
Parameters
----------
alpha : positive float :math:`< 1`
The order of the quantile we want to evaluate.
beta : positive float :math:`< 1`
Confidence on the evaluation of the empirical quantile.
i : int
Rank of the maximum which will evaluate the empirical quantile. Default
:math:`i = 0` (maximum of the sample)
Returns
-------
w : int
the Wilks number."
// ---------------------------------------------------------------------
%feature("docstring") OT::Wilks::computeQuantileBound
"Evaluate the bound of the quantile.
Parameters
----------
alpha : positive float :math:`< 1`
The order of the quantile we want to evaluate.
beta : positive float :math:`< 1`
Confidence on the evaluation of the empirical quantile.
i : int
Rank of the maximum which will evaluate the empirical quantile. Default
:math:`i = 0` (maximum of the sample)
Returns
-------
q : :class:`~openturns.NumericalPoint`
The estimate of the quantile upper bound for the given quantile level, at
the given confidence level and using the given upper statistics."
|