Probabilistic modelling¶
Continuous parametric distributions¶
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Base class for probability distributions. |
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Collection. |
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Base class for elliptical distributions. |
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Allow one to override Distribution from Python. |
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Allow one to override Distribution from a chaospy distribution. |
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Allow one to override Distribution from a scipy distribution. |
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Arcsine distribution. |
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Beta distribution. |
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Burr distribution. |
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distribution. |
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distribution. |
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Dirichlet distribution. |
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Epanechnikov distribution. |
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Exponential distribution. |
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Fisher-Snedecor distribution. |
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Frechet distribution. |
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Gamma distribution. |
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Generalized ExtremeValue distribution. |
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Generalized Pareto distribution. |
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Gumbel distribution. |
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Histogram distribution. |
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InverseChiSquare distribution. |
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InverseGamma distribution. |
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Inverse normal distribution. |
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Inverse-Wishart distribution. |
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Laplace distribution. |
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Logistic distribution. |
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Lognormal distribution. |
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LogUniform distribution. |
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Meixner distribution. |
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NonCentralChiSquare distribution. |
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NonCentralStudent distribution. |
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Normal distribution. |
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NormalGamma distribution. |
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Pareto distribution. |
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Rayleigh distribution. |
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Rice distribution. |
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SmoothedUniform distribution. |
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Squared Normal distribution. |
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Student distribution. |
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Trapezoidal distribution. |
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Triangular distribution. |
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TruncatedNormal distribution. |
Truncated distribution over a mesh. |
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Uniform distribution. |
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UniformOverMesh distribution. |
UniformOrderStatistics distribution. |
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Von Mises distribution. |
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WeibullMin distribution. |
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WeibullMax distribution. |
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Wishart distribution. |
Discrete parametric distributions¶
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Bernoulli distribution. |
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Binomial distribution. |
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Dirac distribution. |
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Geometric distribution. |
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Hypergeometric distribution. |
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Multinomial distribution. |
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KPermutations distribution. |
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NegativeBinomial distribution. |
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Poisson distribution. |
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Skellam distribution. |
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UserDefined distribution. |
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ZipfMandelbrot distribution. |
Parametrized distributions¶
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Parametrized distribution. |
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Define a distribution with particular parameters. |
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Arcsine distribution parameters. |
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Beta distribution parameters. |
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Gamma distribution parameters. |
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Gumbel rate/location parametrization. |
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Gumbel distribution parameters. |
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LogNormal distribution parameters. |
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LogNormal distribution parameters. |
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LogNormal distribution parameters. |
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Uniform distribution parameters. |
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WeibullMax distribution parameters. |
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WeibullMin distribution parameters. |
Pseudo-random numbers generator¶
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Uniform random generator. |
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Random generator state. |
Combining and transforming distributions¶
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Bayes distribution. |
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Merge of a collection of independent distributions. |
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Joint distribution. |
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Composite distribution. |
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Conditional distribution. |
Graphical model joint distribution. |
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Discrete compound distribution. |
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Marginal distribution. |
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Maximum distribution. |
MaximumEntropyOrderStatistics distribution. |
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Mixed Histogram/UserDefined distribution. |
Compatibility tests of marginals with respect to the order statistics constraint. |
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Distribution conditioned by observations. |
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Product distribution. |
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RandomMixture distribution. |
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Truncated distribution. |
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Build a particular linear combination of probability density functions. |
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Build a linear combination of probability density functions. |
Copulas¶
Refer to Copulas.
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Base class for bivariate Archimedean copulas. |
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AliMikhailHaq copula. |
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Clayton copula. |
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EmpiricalBernstein copula. |
FarlieGumbelMorgenstern copula. |
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Frank copula. |
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Gumbel copula. |
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Independent copula. |
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Plackett copula. |
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ExtremeValue copula. |
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Joe copula. |
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Galambos copula. |
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MarshallOlkin copula. |
MaximumEntropyOrderStatisticsCopula copula. |
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MinCopula. |
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Normal copula. |
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Student copula. |
Combining and transforming copulas¶
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Merge of a collection of independent copulas. |
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Sklar copula. |
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Copula built as an ordinal sum of copulas. |
Random vectors¶
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Random vectors. |
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Allow one to overload RandomVector from Python. |
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Random Vector obtained by applying a function. |
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Conditional random vector. |
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Constant Random Vector. |
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Random Vector from a distribution. |
Low-level distribution functions¶
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probability distribution function of a binomial distribution. |
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The probability distribution function of an hypergeometric distribution. |
Probability density function of a NonCentralChiSquare distribution. |
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Probability density function of a NonCentralStudent distribution. |
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PDF of a unit-variance centered Normal distribution. |
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probability distribution function of a Poisson distribution. |
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Expectation of the min of n independent standard normal random variables. |
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Exact margin factor for bilateral covering interval of a Normal sample. |
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Exact margin factor for bilateral covering interval of pooled Normal samples. |
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Logarithm of the probability distribution function of a binomial distribution. |
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Logarithm of the probability distribution function of an hypergeometric distribution. |
Log-PDF of a unit-variance centered Normal distribution. |
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Logarithm of the probability distribution function of a Poisson distribution. |
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Log-CDF of a unit-variance centered Normal distribution. |
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Cumulative distribution function of a Beta distribution on . |
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Cumulative distribution function of the Dickey-Fuller statistic. |
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Cumulative distribution function of the Dickey-Fuller statistic. |
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Cumulative distribution function of the Dickey-Fuller statistic. |
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Cumulative distribution function of a Gamma distribution on . |
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Cumulative distribution function of an hypergeometric distribution. |
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Cumulative distribution function of a Kolmogorov distribution. |
Cumulative distribution function of a NonCentralChiSquare. |
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Cumulative distribution function of a NonCentralStudent distribution. |
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Cumulative distribution function of a unit-variance centered Normal distribution. |
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Cumulative distribution function of an 2D standard Normal distribution. |
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Cumulative distribution function of a 3D Normal distribution. |
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Cumulative distribution function of the Pearson statistic distribution. |
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Cumulative distribution function of a the Spearman correlation distribution. |
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Cumulative distribution function of a scalar Student distribution. |
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Quantile of a Beta distribution on . |
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Quantile of the Dickey-Fuller statistic. |
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Quantile of the Dickey-Fuller statistic. |
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Quantile of the Dickey-Fuller statistic. |
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Quantile of a Gamma distribution on . |
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Quantile of a unit-variance centered Normal distribution. |
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Quantile of a Poisson distribution. |
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Quantile of a scalar Student distribution. |
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Realization of a Beta distribution on . |
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Realization of a binomial distribution. |
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Realization of a bounded integral discrete distribution. |
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Realization of a Gamma distribution on . |
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Realization of an hypergeometric distribution. |
Realization of a NonCentralChiSquare distribution. |
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Realization of a scalar NonCentralStudent distribution. |
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Realization of a unit-variance centered Normal distribution. |
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Realization of a Poisson distribution. |
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Realization of a scalar Student distribution. |
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Realization of a uniform distribution over a segment. |
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Realization of a uniform distribution over a triangle. |
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Realization of a uniform distribution over a tetrahedron. |
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Realization of a uniform distribution over a simplex. |