Probabilistic modelling

Parametric distributions

Distribution(*args) Base class for probability distributions.
DistributionCollection(*args) Collection.
PythonDistribution([dim]) Allow to override Distribution from Python.
SciPyDistribution(dist) Allow to override Distribution from a scipy distribution.
Arcsine(*args) Arcsine distribution.
Bernoulli(*args) Bernoulli distribution.
Beta(*args) Beta distribution.
Binomial(*args) Binomial distribution.
Burr(*args) Burr distribution.
Chi(*args) \chi distribution.
ChiSquare(*args) \chi^2 distribution.
Dirac(*args) Dirac distribution.
Dirichlet(*args) Dirichlet distribution.
Epanechnikov(*args) Epanechnikov distribution.
Exponential(*args) Exponential distribution.
FisherSnedecor(*args) Fisher-Snedecor distribution.
Frechet(*args) Frechet distribution.
Gamma(*args) Gamma distribution.
GeneralizedExtremeValue(*args) Generalized ExtremeValue distribution.
GeneralizedPareto(*args) Generalized Pareto distribution.
Geometric(*args) Geometric distribution.
Gumbel(*args) Gumbel distribution.
Histogram(*args) Histogram distribution.
InverseChiSquare(*args) InverseChiSquare distribution.
InverseGamma(*args) InverseGamma distribution.
InverseNormal(*args) Inverse normal distribution.
InverseWishart(*args) Inverse-Wishart distribution.
KPermutationsDistribution(*args) KPermutations distribution.
Laplace(*args) Laplace distribution.
Logistic(*args) Logistic distribution.
LogNormal(*args) Lognormal distribution.
LogUniform(*args) LogUniform distribution.
MeixnerDistribution(*args) Meixner distribution.
Multinomial(*args) Multinomial distribution.
NegativeBinomial(*args) NegativeBinomial distribution.
NonCentralChiSquare(*args) NonCentralChiSquare distribution.
NonCentralStudent(*args) NonCentralStudent distribution.
Normal(*args) Normal distribution.
NormalGamma(*args) NormalGamma distribution.
Poisson(*args) Poisson distribution.
Rayleigh(*args) Rayleigh distribution.
Rice(*args) Rice distribution.
Skellam(*args) Skellam distribution.
Student(*args) Student distribution.
Trapezoidal(*args) Trapezoidal distribution.
Triangular(*args) Triangular distribution.
TruncatedNormal(*args) TruncatedNormal distribution.
Uniform(*args) Uniform distribution.
UserDefined(*args) UserDefined distribution.
VonMises(*args) von Mises distribution.
Weibull(*args) Weibull distribution.
Wishart(*args) Wishart distribution.
ZipfMandelbrot(*args) ZipfMandelbrot distribution.

Parametrized distributions

ParametrizedDistribution(*args) Parametrized distribution.
DistributionParameters(*args) Define a distribution with particular parameters.
ArcsineMuSigma(*args) Arcsine distribution parameters.
BetaMuSigma(*args) Beta distribution parameters.
GammaMuSigma(*args) Gamma distribution parameters.
GumbelMuSigma(*args) Gumbel distribution parameters.
GumbelAB(*args) Gumbel distribution parameters.
LogNormalMuSigma(*args) LogNormal distribution parameters.
LogNormalMuSigmaOverMu(*args) LogNormal distribution parameters.
WeibullMuSigma(*args) Weibull distribution parameters.

Pseudo-random numbers generator

RandomGenerator(*args, **kwargs) Uniform random generator.
RandomGeneratorState(*args) Random generator state.

Combining and transforming distributions

BayesDistribution(*args) Bayes distribution.
ComposedDistribution(*args) Composed distribution.
CompositeDistribution(*args) Composite distribution.
ConditionalDistribution(*args) Conditional distribution.
CumulativeDistributionNetwork(*args) Composed distribution.
MaximumDistribution(*args) Maximum distribution.
MaximumEntropyOrderStatisticsDistribution(*args) MaximumEntropyOrderStatistics distribution.
OrderStatisticsMarginalChecker(*args) Compatibility tests of marginals with respect to the order statistics constraint.
PosteriorDistribution(*args) Distribution conditioned by observations.
ProductDistribution(*args) Product distribution.
RandomMixture(*args) RandomMixture distribution.
TruncatedDistribution(*args) Truncated distribution.
KernelMixture(*args) Build a particular linear combination of probability density functions.
Mixture(*args) Build a linear combination of probability density functions.

Copulas

Copula(*args) Base class for copulas.
ArchimedeanCopula(*args) Base class for bivariate Archimedean copulas.
AliMikhailHaqCopula(*args) AliMikhailHaq copula.
ClaytonCopula(*args) Clayton copula.
FarlieGumbelMorgensternCopula(*args) FarlieGumbelMorgenstern copula.
FrankCopula(*args) Frank copula.
GumbelCopula(*args) Gumbel copula.
IndependentCopula(*args) Independent copula.
MaximumEntropyOrderStatisticsCopula(*args) MaximumEntropyOrderStatisticsCopula copula.
MinCopula(*args) MinCopula.
NormalCopula(*args) Normal copula.

Combining and transforming copulas

ComposedCopula(*args) Merge of a collection of independent copulas.
SklarCopula(*args) Sklar copula.
OrdinalSumCopula(*args) Copula built as an ordinal sum of copulas.

Random vectors

RandomVector(*args) Random vectors.
PythonRandomVector([dim]) Allow to overload RandomVector from Python.
CompositeRandomVector(*args) Proxy of C++ OT::CompositeRandomVector.
ConditionalRandomVector(*args) Conditional random vector.
ConstantRandomVector(*args) Proxy of C++ OT::ConstantRandomVector.
UsualRandomVector(*args) Proxy of C++ OT::UsualRandomVector.

Samplers

MCMC(*args) Monte-Carlo Markov Chain.
RandomWalkMetropolisHastings(*args) Random Walk Metropolis-Hastings method.
CalibrationStrategy(*args) Calibration strategy.

Low-level distribution functions

DistFunc_pNormal(x[, tail]) CDF of an unit-variance centered Normal distribution.
DistFunc_qNormal(p[, tail]) Quantile of an unit-variance centered Normal distribution.
DistFunc_rNormal(*args) Realization of an unit-variance centered Normal distribution.
DistFunc_kFactor(n, p, alpha) Exact margin factor for bilateral covering interval of a Normal population.
DistFunc_kFactorPooled(n, m, p, alpha) Exact margin factor for bilateral covering interval of pooled Normal populations.