Probabilistic modelling

Continuous parametric distributions

Distribution(*args)	Base class for probability distributions.
DistributionCollection(*args)	Collection.
PythonDistribution([dim])	Allow to override Distribution from Python.
ChaospyDistribution(dist)	Allow to override Distribution from a chaospy distribution.
SciPyDistribution(dist)	Allow to override Distribution from a scipy distribution.

Arcsine(*args)	Arcsine distribution.
Beta(*args)	Beta distribution.
Burr(*args)	Burr distribution.
Chi(*args)	distribution.
ChiSquare(*args)	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.
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.
NonCentralChiSquare(*args)	NonCentralChiSquare distribution.
NonCentralStudent(*args)	NonCentralStudent distribution.
Normal(*args)	Normal distribution.
NormalGamma(*args)	NormalGamma distribution.
Pareto(*args)	Pareto distribution.
Rayleigh(*args)	Rayleigh distribution.
Rice(*args)	Rice distribution.
SmoothedUniform(*args)	SmoothedUniform distribution.
SquaredNormal(*args)	Squared Normal distribution.
Student(*args)	Student distribution.
Trapezoidal(*args)	Trapezoidal distribution.
Triangular(*args)	Triangular distribution.
TruncatedNormal(*args)	TruncatedNormal distribution.
Uniform(*args)	Uniform distribution.
VonMises(*args)	von Mises distribution.
WeibullMin(*args)	WeibullMin distribution.
WeibullMax(*args)	WeibullMax distribution.
Wishart(*args)	Wishart distribution.

Discrete parametric distributions

Bernoulli(*args)	Bernoulli distribution.
Binomial(*args)	Binomial distribution.
Dirac(*args)	Dirac distribution.
Geometric(*args)	Geometric distribution.
Hypergeometric(*args)	Hypergeometric distribution.
Multinomial(*args)	Multinomial distribution.
NegativeBinomial(*args)	NegativeBinomial distribution.
Poisson(*args)	Poisson distribution.
Skellam(*args)	Skellam distribution.
UserDefined(*args)	UserDefined 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.
GumbelLambdaGamma(*args)	Gumbel rate/location parametrization.
GumbelMuSigma(*args)	Gumbel distribution parameters.
LogNormalMuSigma(*args)	LogNormal distribution parameters.
LogNormalMuSigmaOverMu(*args)	LogNormal distribution parameters.
UniformMuSigma(*args)	Uniform distribution parameters.
WeibullMaxMuSigma(*args)	WeibullMax distribution parameters.
WeibullMinMuSigma(*args)	WeibullMin 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.
BlockIndependentDistribution(*args)	Merge of a collection of independent distributions.
ComposedDistribution(*args)	Composed distribution.
CompositeDistribution(*args)	Composite distribution.
ConditionalDistribution(*args)	Conditional distribution.
CumulativeDistributionNetwork(*args)	Composed distribution.
DiscreteCompoundDistribution(*args)	Discrete compound distribution.
MaximumDistribution(*args)	Maximum distribution.
MaximumEntropyOrderStatisticsDistribution(*args)	MaximumEntropyOrderStatistics distribution.

MixedHistogramUserDefined(*args)	Mixed Histogram/UserDefined 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

Refer to 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.
PlackettCopula(*args)	Plackett copula.
EmpiricalBernsteinCopula(*args)	EmpiricalBernstein copula.
ExtremeValueCopula(*args)	ExtremeValue copula.
JoeCopula(*args)	Joe copula.
GalambosCopula(*args)	Galambos copula.
MarshallOlkinCopula(*args)	MarshallOlkin 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)	Random Vector obtained by applying a function.
ConditionalRandomVector(*args)	Conditional random vector.
ConstantRandomVector(*args)	Constant Random Vector.
UsualRandomVector(*args)	Random Vector from a distribution.

Low-level distribution functions

DistFunc.dBinomial(n, p, k)	Probability function of a binomial distribution.
DistFunc.dHypergeometric(n, k, m, x)	The probability function of an hypergeometric distribution.
DistFunc.dNonCentralChiSquare(*args)	Probability function of a NonCentralChiSquare distribution.
DistFunc.dNonCentralStudent(nu, delta, x)	Probability function of a NonCentralStudent distribution.
DistFunc.dPoisson(_lambda, k)	Probability function of a Poisson distribution.
DistFunc.eZ1(n)	Expectation of the min of n independent standard normal random variables.
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.
DistFunc.logdBinomial(n, p, k)	Logarithm of the probability function of a binomial distribution.
DistFunc.logdHypergeometric(n, k, m, x)	Logarithm of the probability function of an hypergeometric distribution.
DistFunc.logdPoisson(_lambda, k)	Logarithm of the probability function of a Poisson distribution.
DistFunc.pHypergeometric(n, k, m, x[, tail])	The cumulative probability function of an hypergeometric distribution.
DistFunc.pPearsonCorrelation(size, rho[, tail])	Asymptotic probability function for the Pearson correlation.
DistFunc.dNormal(*args)	PDF of an unit-variance centered Normal distribution.
DistFunc.logdNormal(x)	log-PDF of an unit-variance centered Normal distribution.
DistFunc.pNormal(*args)	CDF of an unit-variance centered Normal distribution.
DistFunc.logpNormal(x[, tail])	log-CDF of an unit-variance centered Normal distribution.
DistFunc.qNormal(*args)	Quantile of an unit-variance centered Normal distribution.
DistFunc.rBinomial(*args)	Realization of a binomial distribution.
DistFunc.rDiscrete(*args)	Realization of a bounded integral discrete distribution.
DistFunc.rHypergeometric(*args)	Realization of an hypergeometric distribution.
DistFunc.rNormal(*args)	Realization of an unit-variance centered Normal distribution.
DistFunc.rPoisson(*args)	Realization of a Poisson distribution.