sergeymong

def plot_pmf(data, ylabel='pmf', xlabel='defaults'):
	# Compute bin edges: bins
	bins = np.arange(min(data), max(data) + 1.5) - 0.5

	# Generate histogram
	_ = plt.hist(data, bins=bins, normed=True)

	# Label axes
	_ = plt.ylabel(ylabel)
	_ = plt.xlabel(xlabel)

sergeymong

def pearson_r(x, y):
    """Compute Pearson correlation coefficient between two arrays."""
    # Compute correlation matrix: corr_mat
    corr_mat = np.corrcoef(x, y)

    # Return entry [0,1]
    return corr_mat[0,1]

sergeymong

def ecdf(column: list[int]):
    """Compute ECDF for a one-dimensional array of measurements."""
    # Number of data points: n
    n = len(column)

    # x-data for the ECDF: x
    x = np.sort(column)

    # y-data for the ECDF: y
    y = np.arange(1, 1 + n) / n