CvM_L1

mlquantify.metrics.CvM_L1(prev_pred, prev_real, n_bins=100)

Compute the L1 version of the Cramér–von Mises statistic (Xiao et al., 2006) between two cumulative distributions, as suggested by Bella et al. (2014).

Parameters:

prev_realarray-like

True regression values.

prev_predarray-like

Predicted regression values.

n_binsint, optional

Number of bins used to estimate cumulative distributions (default=100).

Returns:

statisticfloat

L1 Cramér–von Mises distance between cumulative distributions.