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Distributions | ||
============= | ||
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.. js:function:: Bernoulli({p: ...}) | ||
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* p: *probability of true* | ||
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Distribution on {true,false} | ||
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.. js:function:: Beta({a: ..., b: ...}) | ||
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* a | ||
* b | ||
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.. js:function:: Binomial({p: ..., n: ...}) | ||
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* p: *success probability* | ||
* n: *number of trials* | ||
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Distribution over the number of successes for n independent ``Bernoulli({p: p})`` trials | ||
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.. js:function:: Categorical({ps: ..., vs: ...}) | ||
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* ps: *array of probabilities* | ||
* vs: *support* | ||
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Distribution over elements of vs with P(vs[i]) = ps[i] | ||
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.. js:function:: Cauchy({location: ..., scale: ...}) | ||
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* location | ||
* scale | ||
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.. js:function:: Delta({v: ...}) | ||
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* v: *support element* | ||
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Discrete distribution that assigns probability one to the single element in its support. This is only useful in special circumstances as sampling from ``Delta({v: val})`` can be replaced with ``val`` itself. Furthermore, a ``Delta`` distribution parameterized by a random choice should not be used with MCMC based inference, as doing so produces incorrect results. | ||
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.. js:function:: Dirichlet({alpha: ...}) | ||
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* alpha: *array of concentration parameters* | ||
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.. js:function:: DirichletDrift({alpha: ...}) | ||
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* alpha: *array of concentration parameters* | ||
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.. js:function:: Discrete({ps: ...}) | ||
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* ps: *array of probabilities* | ||
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Distribution on {0,1,...,ps.length-1} with P(i) proportional to ps[i] | ||
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.. js:function:: Exponential({a: ...}) | ||
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* a: *rate* | ||
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.. js:function:: Gamma({shape: ..., scale: ...}) | ||
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* shape | ||
* scale | ||
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.. js:function:: Gaussian({mu: ..., sigma: ...}) | ||
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* mu: *mean* | ||
* sigma: *standard deviation* | ||
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.. js:function:: GaussianDrift({mu: ..., sigma: ...}) | ||
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* mu: *mean* | ||
* sigma: *standard deviation* | ||
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.. js:function:: Multinomial({ps: ..., n: ...}) | ||
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* ps: *probabilities* | ||
* n: *number of trials* | ||
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Distribution over counts for n independent ``Discrete({ps: ps})`` trials | ||
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.. js:function:: MultivariateGaussian({mu: ..., cov: ...}) | ||
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* mu: *mean vector* | ||
* cov: *covariance matrix* | ||
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.. js:function:: Poisson({mu: ...}) | ||
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* mu | ||
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.. js:function:: RandomInteger({n: ...}) | ||
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* n | ||
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Uniform distribution on {0,1,...,n-1} | ||
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.. js:function:: Uniform({a: ..., b: ...}) | ||
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* a | ||
* b | ||
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Continuous uniform distribution on [a, b] | ||
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.. js:function:: UniformDrift({a: ..., b: ..., r: ...}) | ||
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* a | ||
* b | ||
* r: *drift kernel radius* | ||
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@@ -9,6 +9,7 @@ Contents: | |
quickstart | ||
usage | ||
inference | ||
distributions | ||
debugging | ||
packages | ||
development/index |
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