Probabilistic modeling¶
Distributions¶
Create your own distribution given its quantile function
Create your own distribution given its quantile function
Copulas¶
Order Statistics¶
Create a maximum entropy order statistics distribution
Create a maximum entropy order statistics distribution
Create the distribution of the maximum of distributions
Create the distribution of the maximum of distributions
Compute the joint distribution of order statistics
Compute the joint distribution of order statistics
Random Vectors¶
Use the Ratio of Uniforms algorithm to sample a distribution
Use the Ratio of Uniforms algorithm to sample a distribution
Stochastic Processes¶
Create a process from random vectors and processes
Create a process from random vectors and processes
Sample trajectories from a Gaussian Process with correlated outputs
Sample trajectories from a Gaussian Process with correlated outputs