Module Owl_stats.Pdf

Pdf module provides the probability density functions of various random number distribution.

Please refer to GSL documentation for details.

Continuous random variables
val flat : float ‑> float ‑> float ‑> float
val gaussian : float ‑> float ‑> float

gaussian_pdf x sigma returns the probability density at x

val gaussian_tail : float ‑> float ‑> float ‑> float

gaussian_tail_pdf x a sigma returns the probability density at x given a gaussian tail distribution of N(a, sigma)

val bivariate_gaussian : float ‑> float ‑> float ‑> float ‑> float ‑> float

bivariate_gaussian x y sigma_x sigma_y rho returns the probability density p(x,y) at (x,y) for a bivariate Gaussian distribution with standard deviations sigma_x, sigma_y and correlation coefficient rho.

val exponential : float ‑> float ‑> float

exponential x mu returns the probability density at x

val laplace : float ‑> float ‑> float
val cauchy : float ‑> float ‑> float
val exppow : float ‑> float ‑> float ‑> float
val rayleigh : float ‑> float ‑> float
val landau : float ‑> float
val gamma : float ‑> float ‑> float ‑> float
val lognormal : float ‑> float ‑> float ‑> float
val chisq : float ‑> float ‑> float
val dirichlet : float array ‑> float array ‑> float
val dirichlet_lnpdf : float array ‑> float array ‑> float
val fdist : float ‑> float ‑> float ‑> float
val tdist : float ‑> float ‑> float
val beta : float ‑> float ‑> float ‑> float
val logistic : float ‑> float ‑> float
val pareto : float ‑> float ‑> float ‑> float
val weibull : float ‑> float ‑> float ‑> float
val gumbel1 : float ‑> float ‑> float ‑> float
val gumbel2 : float ‑> float ‑> float ‑> float
Discrete random variables
val poisson : int ‑> float ‑> float
val bernoulli : int ‑> float ‑> float
val binomial : int ‑> float ‑> int ‑> float
val multinomial : float array ‑> int array ‑> float
val multinomial_lnpdf : float array ‑> int array ‑> float
val negative_binomial : int ‑> float ‑> float ‑> float
val pascal : int ‑> float ‑> int ‑> float
val geometric : int ‑> float ‑> float
val hypergeometric : int ‑> int ‑> int ‑> int ‑> float
val logarithmic : int ‑> float ‑> float