Module Owl_distribution.Make

Parameters

Signature

Uniform distribution
module Uniform : sig ... end
Gaussian distribution
module Gaussian : sig ... end
Exponential distribution
module Exponential : sig ... end
Poisson distribution
module Poisson : sig ... end
Gamma distribution
module Gamma : sig ... end
Beta distribution
module Beta : sig ... end
Chi2 distribution
module Chi2 : sig ... end
F distribution
module F : sig ... end
Cauchy distribution
module Cauchy : sig ... end
Lomax distribution
module Lomax : sig ... end
Weibull distribution
module Weibull : sig ... end
Laplace distribution
module Laplace : sig ... end
Gumbel1 distribution
module Gumbel1 : sig ... end
Gumbel2 distribution
module Gumbel2 : sig ... end
Logistic distribution
module Logistic : sig ... end
Lognormal distribution
module Lognormal : sig ... end
Rayleigh distribution
module Rayleigh : sig ... end
Type definition
type dist =
  1. | Uniform of Uniform.t
  2. | Gaussian of Gaussian.t
  3. | Exponential of Exponential.t
  4. | Gamma of Gamma.t
  5. | Beta of Beta.t
  6. | Chi2 of Chi2.t
  7. | F of F.t
  8. | Cauchy of Cauchy.t
  9. | Lomax of Lomax.t
  10. | Weibull of Weibull.t
  11. | Laplace of Laplace.t
  12. | Gumbel1 of Gumbel1.t
  13. | Gumbel2 of Gumbel2.t
  14. | Logistic of Logistic.t
  15. | Lognormal of Lognormal.t
  16. | Rayleigh of Rayleigh.t
    (*

    Type definition of various distributions

    *)
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 distribution.

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

logarithmic probability density/mass function of a given distribution.

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.