package dist

import "bitbucket.org/dtolpin/infergo/dist"

Package dist provides differentiatable distribution models. The package is automatically differentiated by deriv during build.

Index ¶

• Variables
• type Categorical
• func (dist Categorical) Logp( alpha []float64, y float64, ) float64
• func (dist Categorical) Logps( alpha []float64, y ...float64, ) float64
• func (dist Categorical) Observe(x []float64) float64
• type Dirichlet
• func (dist Dirichlet) Logp(alpha []float64, y []float64) float64
• func (dist Dirichlet) Logps(alpha []float64, y ...[]float64) float64
• func (dist Dirichlet) Observe(x []float64) float64

Package Files ¶

dist.go

Variables ¶

var Beta beta

Beta distribution, singleton instance

var Cauchy cauchy

Cauchy distribution, singleton instance

var D d

D is a singletone variable of type d. General log-likelihood handling functions are dispatched on d.

var Expon expon

Exponential distribution, singleton instance

var Gamma gamma

Gamma distribution, singleton instance

var Normal normal

Normal distribution, singleton instance

type Categorical ¶ Uses

type Categorical struct {
    N int // number of categories
}

Categorical distribution

var Cat Categorical

Categorical distribution, singleton instance; Observe cannot be called on this instance, but Logp and Logps can.

func (Categorical) Logp ¶ Uses

func (dist Categorical) Logp(
    alpha []float64, y float64,
) float64

Logp computes logpdf of a single observation.

func (Categorical) Logps ¶ Uses

func (dist Categorical) Logps(
    alpha []float64, y ...float64,
) float64

Logps computes logpdf of a vector of observations.

func (Categorical) Observe ¶ Uses

func (dist Categorical) Observe(x []float64) float64

Observe implements the Model interface

type Dirichlet ¶ Uses

type Dirichlet struct {
    N int // number of dimensions
}

Dirichlet distribution

var Dir Dirichlet

Dirichlet distribution, singleton instance; Observe cannot be called on this instance, but Logp and Logps can.

func (Dirichlet) Logp ¶ Uses

func (dist Dirichlet) Logp(alpha []float64, y []float64) float64

Logp computes logpdf of a single observation.

func (Dirichlet) Logps ¶ Uses

func (dist Dirichlet) Logps(alpha []float64, y ...[]float64) float64

Logps computes logpdf of a vector of observations.

func (Dirichlet) Observe ¶ Uses

func (dist Dirichlet) Observe(x []float64) float64

Observe implements the Model interface. The parameters are alpha and observations, flattened.

Directories ¶