pod.infer_best_distribution
infer_best_distribution(residuals, X, bandwidth)Selects the best statistical distribution for the standardized residuals using AIC.
This function normalizes residuals by their local standard deviation (Z-scores) and tests them against a suite of candidate distributions (Normal, Gumbel, Logistic, Laplace, t-Student).
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| residuals | np.ndarray | Raw residuals from the mean model. | required |
| X | np.ndarray | Input locations for the residuals. | required |
| bandwidth | float | Bandwidth used for local standardization. | required |
Returns
| Name | Type | Description |
|---|---|---|
| Tuple[str, Tuple] | Tuple[str, Tuple]: - best_name: The SciPy name of the best-fitting distribution (e.g., ‘norm’). - best_params: The fitted parameters for that distribution (e.g., loc, scale). |