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)

\chi distribution.

ChiSquare(*args)

\chi^2 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 \rho 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.