PredictiveCheckTest.observed#

PredictiveCheckTest.observed: NDArray[float64]#

(m, k) discrepancy statistics of the observed panel.

Row i is statistics[i] evaluated on each column of the data; the observed column of summary(). Computed once, on the same effective sample the replications imitate, so a statistic with a sample-size dependence – the lag-one autocorrelation’s small-sample bias, say – is biased identically in observed and in replicated and the comparison remains fair.

Type:

\(T(y)\)