pit {tsmethods}

Probability Integral Transform (PIT)

Description

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

Usage

pit(object, ...)

Arguments

object

an object.

...

additional parameters passed to the method.

Details

The PIT is essentially the probabilities returned from the cumulative distribution function (*p) given the data and estimated value of the mean, conditional standard deviation and any other distributional parameters.

Value

The conditional probabilities.