kmath-stat/space.kscience.kmath.distributions

Package space.kscience.kmath.distributions

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>(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>(name: String, distribution: Distribution<T>) : NamedDistribution<T>

NormalDistribution

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

Implements Distribution1D for the normal (gaussian) distribution.

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