Merge pull request #602 from Smit-create/issue_97

ENH: Vectorize ECDF's `__call__` method

Author: jstac

quantecon/ecdf.py

@@ -48,4 +48,7 @@ def __call__(self, x):
             Fraction of the sample less than x
 
         """
-        return np.mean(self.observations <= x)
+        def f(a):
+            return np.mean(self.observations <= a)
+        vf = np.frompyfunc(f, 1, 1)
+        return vf(x).astype(float)

quantecon/tests/test_ecdf.py

@@ -30,3 +30,14 @@ def test_ascending(self):
         F_1 = self.ecdf(x)
         F_2 = self.ecdf(1.1 * x)
         self.assertGreaterEqual(F_2, F_1)
+
+    def test_vectorized(self):
+        "ecdf: testing vectorized __call__ method"
+        t = np.linspace(-1, 1, 100)
+        e = self.ecdf(t)
+        self.assertEqual(t.shape, e.shape)
+        self.assertEqual(e.dtype, float)
+        t = np.linspace(-1, 1, 100).reshape(2, 2, 25)
+        e = self.ecdf(t)
+        self.assertEqual(t.shape, e.shape)
+        self.assertEqual(e.dtype, float)