quantile_variance
quantile_variance(fit, aep)Delta-method variance of a fitted quantile.
The Cohn-style delta-method variance of the discharge quantile at a given annual exceedance probability, off a :func:fit_gmm fit’s sandwich covariance. Wraps the shared C++ Bulletin17CDistribution::quantile_variance.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| fit | Fit | A fit from :func:fit_gmm. |
required |
| aep | float | Annual exceedance probability (e.g. 0.01 for the 1% AEP / 100-year quantile). |
required |
Returns
| Name | Type | Description |
|---|---|---|
| float | The variance of the fitted quantile at aep. |
See Also
fit_gmm
Examples
>>> from corehydropy import fit_gmm, model_bulletin17c, quantile_variance
>>> peaks = [12500, 15300, 8900, 22100, 18700, 14200, 9800, 28500, 17400, 11600]
>>> f = fit_gmm(model_bulletin17c(peaks))
>>> quantile_variance(f, 0.01) > 0
True