kmath-stat/space.kscience.kmath.distributions

Package-level declarations

Types

interface Distribution<T : Any> : Sampler<T>

A distribution of typed objects.

interface Distribution1D<T : Comparable<T>> : Distribution<T>

DistributionBuilder

class DistributionBuilder<T : Any>

FactorizedDistribution

class FactorizedDistribution<T>(val distributions: Collection<NamedDistribution<T>>) : NamedDistribution<T>

A multivariate distribution that has independent distributions for separate axis.

NamedDistribution

interface NamedDistribution<T> : Distribution<Map<String, T>>

A multivariate distribution that takes a map of parameters.

NamedDistributionWrapper

class NamedDistributionWrapper<T : Any>(val name: String, val distribution: Distribution<T>) : NamedDistribution<T>

NormalDistribution

class NormalDistribution(val sampler: GaussianSampler) : Distribution1D<Double>

Implements Distribution1D for the normal (gaussian) distribution.

UniformDistribution

class UniformDistribution(val range: ClosedFloatingPointRange<Double>) : Distribution1D<Double>

Functions

fun <T : Comparable<T>> Distribution1D<T>.integral(from: T, to: T): Double

Compute probability integral in an interval

NormalDistribution

fun NormalDistribution(mean: Double, standardDeviation: Double, normalized: NormalizedGaussianSampler = ZigguratNormalizedGaussianSampler): NormalDistribution

fun Distribution.Companion.uniform(range: ClosedFloatingPointRange<Double>): UniformDistribution