Distribution Functor =============================================================================== This document is auto-generated for Owl's APIs. #200 entries have been extracted. timestamp: 2018-04-16 13:12:55 Github: `{Signature} `_ `{Implementation} `_ Uniform distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { a : A.arr; b : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : a:A.arr -> b:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Gaussian distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { mu : A.arr; sigma : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : mu:A.arr -> sigma:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Exponential distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { lambda : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : lambda:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Gamma distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { shape : A.arr; scale : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : shape:A.arr -> scale:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Beta distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { a : A.arr; b : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : a:A.arr -> b:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Chi2 distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { df : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : df:A.arr -> sigma:'a -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. F distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { dfnum : A.arr; dfden : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : dfnum:A.arr -> dfden:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Cauchy distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { loc : A.arr; scale : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : loc:A.arr -> scale:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Lomax distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { shape : A.arr; scale : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : shape:A.arr -> scale:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Weibull distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { shape : A.arr; scale : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : shape:A.arr -> scale:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Laplace distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { loc : A.arr; scale : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : loc:A.arr -> scale:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Gumbel1 distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { a : A.arr; b : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : a:A.arr -> b:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Gumbel2 distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { a : A.arr; b : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : a:A.arr -> b:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Logistic distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { loc : A.arr; scale : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : loc:A.arr -> scale:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Lognormal distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { mu : A.arr; sigma : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : mu:A.arr -> sigma:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Rayleigh distribtion ------------------------------------------------------------------------------- .. code-block:: ocaml type t = { sigma : A.arr; } Type definition of a specific distribution .. code-block:: ocaml val make : sigma:A.arr -> t Make a distribution of the given parameters. .. code-block:: ocaml val sample : t -> int -> A.arr Sample a distribution of the given parameters. .. code-block:: ocaml val pdf : t -> A.arr -> A.arr Probability density/mass function of the distribution. .. code-block:: ocaml val logpdf : t -> A.arr -> A.arr Logarithm of the probability density/mass function of the distribution. .. code-block:: ocaml val cdf : t -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : t -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution. .. code-block:: ocaml val ppf : t -> A.arr -> A.arr Percentile function of the distribution. .. code-block:: ocaml val sf : t -> A.arr -> A.arr Survival function of the distribution. .. code-block:: ocaml val logsf : t -> A.arr -> A.arr Logarithm of the survival function of the distribution. .. code-block:: ocaml val isf : t -> A.arr -> A.arr Inverse survival function of the distribution. Type definition ------------------------------------------------------------------------------- .. code-block:: ocaml type dist = | Uniform of Uniform.t | Gaussian of Gaussian.t | Exponential of Exponential.t | Gamma of Gamma.t | Beta of Beta.t | Chi2 of Chi2.t | F of F.t | Cauchy of Cauchy.t | Lomax of Lomax.t | Weibull of Weibull.t | Laplace of Laplace.t | Gumbel1 of Gumbel1.t | Gumbel2 of Gumbel2.t | Logistic of Logistic.t | Lognormal of Lognormal.t | Rayleigh of Rayleigh.t Type definition of various distribtions Core functions ------------------------------------------------------------------------------- .. code-block:: ocaml val sample : dist -> int -> A.arr Sample a given distribution of the given parameters. .. code-block:: ocaml val prob : dist -> A.arr -> A.arr Probability density/mass function of a given distribtion. `source code `__ .. code-block:: ocaml val log_prob : dist -> A.arr -> A.arr logarithmic probability density/mass function of a given distribtion. `source code `__ .. code-block:: ocaml val cdf : dist -> A.arr -> A.arr Cumulative density/mass function of the distribution. .. code-block:: ocaml val logcdf : dist -> A.arr -> A.arr Logarithm of the cumulative density/mass function of the distribution.