Documentation

Overview

    Package dist provides differentiatable distribution models. The package is automatically differentiated by deriv during build.

    Index

    Constants

    This section is empty.

    Variables

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    var Beta beta

      Beta distribution, singleton instance

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      var Cauchy cauchy

        Cauchy distribution, singleton instance

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        var D d

          D is a singletone variable of type d. General log-likelihood handling functions are dispatched on d.

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          var Expon expon

            Exponential distribution, singleton instance

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            var Gamma gamma

              Gamma distribution, singleton instance

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              var Normal normal

                Normal distribution, singleton instance

                Functions

                This section is empty.

                Types

                type Categorical

                type Categorical struct {
                	N int // number of categories
                }

                  Categorical distribution

                  var Cat Categorical

                    Categorical distribution, singleton instance; Observe cannot be called on this instance, but Logp and Logps can.

                    func (Categorical) Logp

                    func (dist Categorical) Logp(
                    	alpha []float64, y float64,
                    ) float64

                      Logp computes logpdf of a single observation.

                      func (Categorical) Logps

                      func (dist Categorical) Logps(
                      	alpha []float64, y ...float64,
                      ) float64

                        Logps computes logpdf of a vector of observations.

                        func (Categorical) Observe

                        func (dist Categorical) Observe(x []float64) float64

                          Observe implements the Model interface

                          type Dirichlet

                          type Dirichlet struct {
                          	N int // number of dimensions
                          }

                            Dirichlet distribution

                            var Dir Dirichlet

                              Dirichlet distribution, singleton instance; Observe cannot be called on this instance, but Logp and Logps can.

                              func (Dirichlet) Logp

                              func (dist Dirichlet) Logp(alpha []float64, y []float64) float64

                                Logp computes logpdf of a single observation.

                                func (Dirichlet) Logps

                                func (dist Dirichlet) Logps(alpha []float64, y ...[]float64) float64

                                  Logps computes logpdf of a vector of observations.

                                  func (Dirichlet) Observe

                                  func (dist Dirichlet) Observe(x []float64) float64

                                    Observe implements the Model interface. The parameters are alpha and observations, flattened.

                                    Source Files

                                    Directories

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