statsmodels.tools.eval_measures.medianbias

statsmodels.tools.eval_measures.medianbias(x1, x2, axis=0)[source]

median bias, median error

Parameters:

x1, x2 : array_like

The performance measure depends on the difference between these two arrays.

axis : int

axis along which the summary statistic is calculated

Returns:

medianbias : ndarray or float

median bias, or median difference along given axis.

Notes

If x1 and x2 have different shapes, then they need to broadcast. This uses numpy.asanyarray to convert the input. Whether this is the desired result or not depends on the array subclass.