dist

package
Version: v1.0.3 Latest Latest
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Published: Nov 29, 2021 License: MIT Imports: 3 Imported by: 6

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 Bernoulli bernoulli
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var Beta beta

Beta distribution, singleton instance

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var Binomial binomial
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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 Exponential, Expon exponential

Exponential distribution, singleton instance (Expon is kept for backward compatibility)

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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 added in v0.5.1

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 added in v0.5.1

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

Logp computes log pmf of a single observation.

func (Categorical) Logps added in v0.5.1

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

Logps computes log pmf of a vector of observations.

func (Categorical) Observe added in v0.5.1

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 log pdf of a single observation.

func (Dirichlet) Logps

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

Logps computes log pdf 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.

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