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Pmf(values, name)

Represents a probability mass function.

Values can be any hashable type; probabilities are floating-point.

Pmfs are not necessarily normalized.

@Params:

param type description
values string array
name string sequence of values

@Methods:

Important: This class inherits from DictWrapper, so you can use all methods of the parent class.

.prob(x, probDefault = 0)

Gets the probability associated with the value x.

@Params:

param type description
x any number value
probDefault number value to return if the key is not there

@Returns: probability

.probs(xs)

Gets probabilities for a sequence of values.

@Params:

param type description
xs array a sequence of values

@Returns: array of probabilities

.makeCdf(name)

Makes a cdf.

@Params:

param type description
name string the name for new cdf

@Returns: one new cdf

.probGreater(x)

Calculate the probability while the value is greater than x.

@Params:

param type description
x number

@Returns: probability

.probLess(x)

Calculate the probability while the value is less than x.

@Params:

param type description
x number

@Returns: probability

.normalize(fraction = 1.0)

Normalizes this PMF so the sum of all probs is fraction.

@Params:

param type description
fraction number what the total should be after normalization

@Returns: the total probability before normalizing

.random()

Chooses a random element from this PMF.

@Returns: float value from the pmf

.mean()

Computes the mean of a PMF.

@Returns: float mean

.var(miu)

Computes the variance of a PMF.

@Params:

param type description
miu number the point around which the variance is computed; if omitted, computes the mean

@Returns: float variance

.maximumLikelihood()

Returns the value with the highest probability.

@Returns: float probability

.credibleInterval(percentage = 90)

Computes the central credible interval.

If percentage=90, computes the 90% CI.

@Params:

param type description
percentage number float between 0 and 100

@Returns: sequence of two floats, low and high

.add(other)

Computes the Pmf of the sum of values drawn from self and other.

@Params:

param type description
other number pmf

@Returns: new pmf

.addPmf(other)

Computes the Pmf of the sum of values drawn from self and other.

@Params:

param type description
other pmf another pmf

@Returns: new pmf

.addConstant(other)

Computes the Pmf of the sum a constant and values from self.

@Params:

param type description
other number a number

@Returns: new pmf

.sub(other)

Computes the Pmf of the diff of values drawn from self and other.

@Params:

param type description
other pmf another pmf

@Returns: new pmf

.max(k)

Computes the CDF of the maximum of k selections from this dist.

@Params:

param type description
k number int

@Returns: new cdf