pykelihood.metrics.

qq_l2_distance#

qq_l2_distance(distribution, data)#

QQ-Plot-like metric: mean L2 distance.

Mean L2 distance between the x=y line and the one defined by x=fitted quantiles, y=observed quantiles.

Introduced by Varty, Z., Tawn, J. A., Atkinson, P. M., & Bierman, S. (2021). Inference for extreme earthquake magnitudes accounting for a time-varying measurement process. arXiv preprint arXiv:2102.00884.

Parameters:

  • distribution (Distribution) – pykelihood.Distribution object.

  • data (Obs) – Data of type Obs.