Package space.kscience.kmath.distributions

Types

Distribution

common

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

A distribution of typed objects.

DistributionBuilder

common

class DistributionBuilder<T : Any>

FactorizedDistribution

common

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

A multivariate distribution that has independent distributions for separate axis.

NamedDistribution

common

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

A multivariate distribution that takes a map of parameters.

NamedDistributionWrapper

common

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

NormalDistribution

common

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

Implements UnivariateDistribution for the normal (gaussian) distribution.

UnivariateDistribution

common

interface UnivariateDistribution<T : Comparable<T>> : Distribution<T>

Functions

integral

common

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

Compute probability integral in an interval