Skip to content

Latest commit

 

History

History
46 lines (33 loc) · 2.05 KB

index.rst

File metadata and controls

46 lines (33 loc) · 2.05 KB
Raw

Distributions

This module contains functionality for all probability distributions supported in :pyUQpy.

The :pyUQpy.distributions module is used to define probability distribution objects. These objects possess various methods that allow the user to :

  • compute the probability density/mass function pdf/pmf,
  • compute the cumulative distribution function cdf,
  • compute the logarithm of the pdf/pmf log_pdf/log_pmf,
  • return the moments moments,
  • draw independent samples rvs
  • and compute the maximum likelihood estimate of the parameters from data mle.

The module contains the following parent classes:

  • .Distribution: Parent class to all distributions.
  • .Distribution1D: Parent class to all univariate distributions.
  • .DistributionContinuous1D: Parent class to 1-dimensional continuous probability distributions.
  • .DistributionDiscrete1D: Parent class to 1-dimensional discrete probability distributions.
  • .DistributionND: Parent class to multivariate probability distributions.
  • .Copula: Parent class to copula to model dependency between marginals.

Probability distributions are defined via sub-classing those parent classes.

Note that the various classes of the :pyUQpy.distributions module are written to be consistent with distributions in the :pyscipy.stats package Scipy_paper, to the extent possible while maintaining an extensible, object oriented architecture that is convenient for operating with the other :pyUQpy modules. All existing distributions and their methods in :pyUQpy are restructured from the :pyscipy.stats package.

Parent Distribution Class <distribution_parent> Distributions Continuous 1D <distributions_continuous_1d> Distributions Discrete 1D <distributions_discrete_1d> Copulas <copulas> Distributions ND <distributions_multivariate> User Defined Distributions <user_defined_distributions>