breeze.stats

distributions

package distributions

Visibility
  1. Public
  2. All

Type Members

  1. class Bernoulli extends DiscreteDistr[Boolean] with Moments[Double, Double]

  2. class Beta extends ContinuousDistr[Double] with Moments[Double, Double]

    The Beta distribution, which is the conjugate prior for the Bernoulli distribution

  3. case class Binomial(n: Int, p: Double)(implicit rand: RandBasis = Rand) extends DiscreteDistr[Int] with Moments[Double, Double] with Product with Serializable

    A binomial distribution returns how many coin flips out of n are heads, where numYes is the probability of any one coin being heads.

  4. case class ChiSquared(k: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with Product with Serializable

    Chi-Squared distribution with k degrees of freedom.

  5. trait ContinuousDistr[T] extends Density[T] with Rand[T]

    Represents a continuous Distribution.

  6. trait Density[T] extends AnyRef

    Represents an unnormalized probability distribution.

  7. case class Dirichlet[T, I](params: T)(implicit space: TensorSpace[T, I, Double], rand: RandBasis = Rand, dav: DefaultArrayValue[T]) extends ContinuousDistr[T] with Product with Serializable

    Represents a Dirichlet distribution, the conjugate prior to the multinomial.

  8. trait DiscreteDistr[T] extends Density[T] with Rand[T]

    Represents a discrete Distribution.

  9. case class Exponential(rate: Double)(implicit basis: RandBasis = Rand) extends ContinuousDistr[Double] with Product with Serializable

  10. trait ExponentialFamily[D, T] extends AnyRef

  11. case class Gamma(shape: Double, scale: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with Product with Serializable

    Represents a Gamma distribution.

  12. case class Gaussian(mu: Double, sigma: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with Product with Serializable

    Represents a Gaussian distribution over a single real variable.

  13. case class Geometric(p: Double)(implicit rand: RandBasis = Rand) extends DiscreteDistr[Int] with Moments[Double, Double] with Product with Serializable

    The Geometric distribution calculates the number of trials until the first success, which happens with probability p.

  14. trait HasConjugatePrior[Likelihood <: Density[T], T] extends ExponentialFamily[Likelihood, T]

    Trait representing conjugate priors.

  15. case class LogNormal(mu: Double, sigma: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with Product with Serializable

    A log normal distribution is distributed such that log X ~ Normal(\mu, \sigma)

  16. trait Moments[Mean, Variance] extends AnyRef

    Interface for distributions that can report on some of their moments

  17. case class Multinomial[T, I](params: T)(implicit ev: (T) ⇒ QuasiTensor[I, Double], rand: RandBasis = Rand) extends DiscreteDistr[I] with Product with Serializable

    Represents a Multinomial distribution over elements.

  18. case class NegativeBinomial(r: Double, p: Double) extends DiscreteDistr[Int] with Product with Serializable

    Negative Binomial Distribution

  19. case class Poisson(mean: Double)(implicit rand: RandBasis = Rand) extends DiscreteDistr[Int] with Moments[Double, Double] with Product with Serializable

    Represents a Poisson random variable.

  20. class Polya[T, I] extends DiscreteDistr[I]

    Represents a Polya distribution, a.

  21. trait Process[T] extends Rand[T]

    A Rand that changes based on previous draws.

  22. trait Rand[+T] extends AnyRef

    A trait for monadic distributions.

  23. class RandBasis extends AnyRef

    Provides standard combinators and such to use to compose new Rands.

  24. trait SufficientStatistic[T <: SufficientStatistic[T]] extends AnyRef

  25. class ThreadLocalRandomGenerator extends RandomGenerator

    TODO

  26. case class Uniform(low: Double, high: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with Product with Serializable

  27. case class VonMises(mu: Double, k: Double)(implicit rand: RandBasis = Rand) extends ContinuousDistr[Double] with Moments[Double, Double] with Product with Serializable

    Represents a Von Mises distribution, which is a distribution over angles.

Value Members

  1. object Bernoulli extends ExponentialFamily[Bernoulli, Boolean] with HasConjugatePrior[Bernoulli, Boolean]

  2. object Beta extends ExponentialFamily[Beta, Double]

  3. object ChiSquared extends ExponentialFamily[ChiSquared, Double] with Serializable

  4. object Dirichlet extends Serializable

    Provides several defaults for Dirichlets, one for Arrays and one for Counters.

  5. object Exponential extends ExponentialFamily[Exponential, Double] with Serializable

  6. object Gamma extends ExponentialFamily[Gamma, Double] with Serializable

  7. object Gaussian extends ExponentialFamily[Gaussian, Double] with Serializable

  8. object Geometric extends ExponentialFamily[Geometric, Int] with HasConjugatePrior[Geometric, Int] with Serializable

  9. object LogNormal extends ExponentialFamily[LogNormal, Double] with Serializable

  10. object MarkovChain

    Provides methods for doing MCMC.

  11. object Multinomial extends Serializable

    Provides routines to create Multinomials

  12. object Poisson extends ExponentialFamily[Poisson, Int] with Serializable

  13. object Polya

  14. object Rand extends RandBasis

    Provides a number of random generators.

  15. object VonMises extends ExponentialFamily[VonMises, Double] with Serializable

Ungrouped