kumulant

pitHistogram

fun pitHistogram(numBins: Int, concurrency: Concurrency = Concurrency.None): SeriesStat<SparseHistogramResult>(source)

Probability Integral Transform histogram: bins F(y) (the forecast CDF evaluated at the observed truth) into numBins equal-width buckets across [0, 1]. A uniform empirical distribution indicates a well-calibrated forecaster; concentrated mass indicates miscalibration.

Caller computes pit = forecast.cdf(y) upstream and feeds it as the value. Backed by LinearHistogramStat with bounds pinned to [0, 1].