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¶
type t = { a : A.arr; b : A.arr; }
Type definition of a specific distribution
val make : a:A.arr -> b:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Gaussian distribtion¶
type t = { mu : A.arr; sigma : A.arr; }
Type definition of a specific distribution
val make : mu:A.arr -> sigma:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Exponential distribtion¶
type t = { lambda : A.arr; }
Type definition of a specific distribution
val make : lambda:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Gamma distribtion¶
type t = { shape : A.arr; scale : A.arr; }
Type definition of a specific distribution
val make : shape:A.arr -> scale:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Beta distribtion¶
type t = { a : A.arr; b : A.arr; }
Type definition of a specific distribution
val make : a:A.arr -> b:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Chi2 distribtion¶
type t = { df : A.arr; }
Type definition of a specific distribution
val make : df:A.arr -> sigma:'a -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
F distribtion¶
type t = { dfnum : A.arr; dfden : A.arr; }
Type definition of a specific distribution
val make : dfnum:A.arr -> dfden:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Cauchy distribtion¶
type t = { loc : A.arr; scale : A.arr; }
Type definition of a specific distribution
val make : loc:A.arr -> scale:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Lomax distribtion¶
type t = { shape : A.arr; scale : A.arr; }
Type definition of a specific distribution
val make : shape:A.arr -> scale:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Weibull distribtion¶
type t = { shape : A.arr; scale : A.arr; }
Type definition of a specific distribution
val make : shape:A.arr -> scale:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Laplace distribtion¶
type t = { loc : A.arr; scale : A.arr; }
Type definition of a specific distribution
val make : loc:A.arr -> scale:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Gumbel1 distribtion¶
type t = { a : A.arr; b : A.arr; }
Type definition of a specific distribution
val make : a:A.arr -> b:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Gumbel2 distribtion¶
type t = { a : A.arr; b : A.arr; }
Type definition of a specific distribution
val make : a:A.arr -> b:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Logistic distribtion¶
type t = { loc : A.arr; scale : A.arr; }
Type definition of a specific distribution
val make : loc:A.arr -> scale:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Lognormal distribtion¶
type t = { mu : A.arr; sigma : A.arr; }
Type definition of a specific distribution
val make : mu:A.arr -> sigma:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Rayleigh distribtion¶
type t = { sigma : A.arr; }
Type definition of a specific distribution
val make : sigma:A.arr -> t
Make a distribution of the given parameters.
val sample : t -> int -> A.arr
Sample a distribution of the given parameters.
val pdf : t -> A.arr -> A.arr
Probability density/mass function of the distribution.
val logpdf : t -> A.arr -> A.arr
Logarithm of the probability density/mass function of the distribution.
val cdf : t -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : t -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.
val ppf : t -> A.arr -> A.arr
Percentile function of the distribution.
val sf : t -> A.arr -> A.arr
Survival function of the distribution.
val logsf : t -> A.arr -> A.arr
Logarithm of the survival function of the distribution.
val isf : t -> A.arr -> A.arr
Inverse survival function of the distribution.
Type definition¶
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¶
val sample : dist -> int -> A.arr
Sample a given distribution of the given parameters.
val prob : dist -> A.arr -> A.arr
Probability density/mass function of a given distribtion.
val log_prob : dist -> A.arr -> A.arr
logarithmic probability density/mass function of a given distribtion.
val cdf : dist -> A.arr -> A.arr
Cumulative density/mass function of the distribution.
val logcdf : dist -> A.arr -> A.arr
Logarithm of the cumulative density/mass function of the distribution.