Distribution Functor

This document is auto-generated for Owl’s APIs. #200 entries have been extracted.

Github: {Signature} {Implementation}

Uniform distribtion

type t = { a : A.arr; b : A.arr; }

Type definition of a specific distribution

val make : a:A.arr -> b:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Gaussian distribtion

type t = { mu : A.arr; sigma : A.arr; }

Type definition of a specific distribution

val make : mu:A.arr -> sigma:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Exponential distribtion

type t = { lambda : A.arr; }

Type definition of a specific distribution

val make : lambda:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Gamma distribtion

type t = { shape : A.arr; scale : A.arr; }

Type definition of a specific distribution

val make : shape:A.arr -> scale:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Beta distribtion

type t = { a : A.arr; b : A.arr; }

Type definition of a specific distribution

val make : a:A.arr -> b:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Chi2 distribtion

type t = { df : A.arr; }

Type definition of a specific distribution

val make : df:A.arr -> _sigma:'a -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

F distribtion

type t = { dfnum : A.arr; dfden : A.arr; }

Type definition of a specific distribution

val make : dfnum:A.arr -> dfden:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Cauchy distribtion

type t = { loc : A.arr; scale : A.arr; }

Type definition of a specific distribution

val make : loc:A.arr -> scale:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Lomax distribtion

type t = { shape : A.arr; scale : A.arr; }

Type definition of a specific distribution

val make : shape:A.arr -> scale:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Weibull distribtion

type t = { shape : A.arr; scale : A.arr; }

Type definition of a specific distribution

val make : shape:A.arr -> scale:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Laplace distribtion

type t = { loc : A.arr; scale : A.arr; }

Type definition of a specific distribution

val make : loc:A.arr -> scale:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Gumbel1 distribtion

type t = { a : A.arr; b : A.arr; }

Type definition of a specific distribution

val make : a:A.arr -> b:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Gumbel2 distribtion

type t = { a : A.arr; b : A.arr; }

Type definition of a specific distribution

val make : a:A.arr -> b:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Logistic distribtion

type t = { loc : A.arr; scale : A.arr; }

Type definition of a specific distribution

val make : loc:A.arr -> scale:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Lognormal distribtion

type t = { mu : A.arr; sigma : A.arr; }

Type definition of a specific distribution

val make : mu:A.arr -> sigma:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Rayleigh distribtion

type t = { sigma : A.arr; }

Type definition of a specific distribution

val make : sigma:A.arr -> t

Make a distribution of the given parameters.

val sample : t -> int -> A.arr

Sample a distribution of the given parameters.

val pdf : t -> A.arr -> A.arr

Probability density/mass function of the distribution.

val logpdf : t -> A.arr -> A.arr

Logarithm of the probability density/mass function of the distribution.

val cdf : t -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : t -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.

val ppf : t -> A.arr -> A.arr

Percentile function of the distribution.

val sf : t -> A.arr -> A.arr

Survival function of the distribution.

val logsf : t -> A.arr -> A.arr

Logarithm of the survival function of the distribution.

val isf : t -> A.arr -> A.arr

Inverse survival function of the distribution.

Type definition

type dist =
  | Uniform of Uniform.t
  | Gaussian of Gaussian.t
  | Exponential of Exponential.t
  | Gamma of Gamma.t
  | Beta of Beta.t
  | Chi2 of Chi2.t
  | F of F.t
  | Cauchy of Cauchy.t
  | Lomax of Lomax.t
  | Weibull of Weibull.t
  | Laplace of Laplace.t
  | Gumbel1 of Gumbel1.t
  | Gumbel2 of Gumbel2.t
  | Logistic of Logistic.t
  | Lognormal of Lognormal.t
  | Rayleigh of Rayleigh.t

Type definition of various distribtions

Core functions

val sample : dist -> int -> A.arr

Sample a given distribution of the given parameters.

val prob : dist -> A.arr -> A.arr

Probability density/mass function of a given distribtion.

source code

val log_prob : dist -> A.arr -> A.arr

logarithmic probability density/mass function of a given distribtion.

source code

val cdf : dist -> A.arr -> A.arr

Cumulative density/mass function of the distribution.

val logcdf : dist -> A.arr -> A.arr

Logarithm of the cumulative density/mass function of the distribution.