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v0.0.0-...-d47400d Latest Latest Go to latest Published: Sep 2, 2015 License: BSD-3-Clause Imports: 5 Imported by: 1

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Repository

github.com/datastream/probab

Links

Open Source Insights

Documentation ¶

Overview ¶

Probability distributions.

Index ¶

Constants
Variables
func Bernoulli(ρ float64) func() int64
func BernoulliCDF(ρ float64) func(k int64) float64
func BernoulliCDFAt(ρ float64, k int64) float64
func BernoulliLnPMF(ρ float64) func(k int64) float64
func BernoulliNext(ρ float64) int64
func BernoulliPMF(ρ float64) func(k int64) float64
func BernoulliPMFAt(ρ float64, k int64) float64
func Beta(α, β float64) func() float64
func Beta4(α, β, a, c float64) func() float64
func Beta4CDF(α, β, a, c float64) func(y float64) float64
func Beta4CDFAt(α, β, a, c, x float64) float64
func Beta4Next(α, β, a, c float64) float64
func Beta4PDF(α, β, a, c float64) func(y float64) float64
func Beta4PDFAt(α, β, a, c, x float64) float64
func Beta4Qtl(α, β, a, c float64) func(p float64) float64
func Beta4QtlFor(α, β, a, c, p float64) float64
func Beta4Transform(a, b, x float64) float64
func BetaCDF(α, β float64) func(x float64) float64
func BetaCDFAt(α, β, x float64) float64
func BetaExKurt(α, β float64) float64
func BetaLnPDF(α, β float64) func(x float64) float64
func BetaMean(α, β float64) (μ float64)
func BetaMedian(α, β float64) (med float64)
func BetaMedianApprox(α, β float64) float64
func BetaMode(α, β float64) float64
func BetaNext(α, β float64) float64
func BetaPDF(α, β float64) func(x float64) float64
func BetaPDFAt(α, β, x float64) float64
func BetaQtl(α, β float64) func(p float64) float64
func BetaQtlFor(α, β, p float64) float64
func BetaReparamMeanStd(μ, σ float64) (α, β float64)
func BetaSkew(α, β float64) (s float64)
func BetaStd(α, β float64) float64
func BetaVar(α, β float64) float64
func Betaμν(μ, ν float64) func() float64
func BetaμνCDF(μ, ν float64) func(x float64) float64
func BetaμνCDFAt(μ, ν, x float64) float64
func BetaμνLnPDF(μ, ν float64) func(x float64) float64
func BetaμνNext(μ, ν float64) float64
func BetaμνPDF(μ, ν float64) func(x float64) float64
func BetaμνPDFAt(μ, ν, x float64) float64
func BetaμνQtl(μ, ν float64) func(p float64) float64
func BetaμνQtlFor(μ, ν, p float64) float64
func Betaμσ(μ, σ float64) func() float64
func BetaμσCDF(μ, σ float64) func(x float64) float64
func BetaμσCDFAt(μ, σ, x float64) float64
func BetaμσLnPDF(μ, σ float64) func(x float64) float64
func BetaμσNext(μ, σ float64) float64
func BetaμσPDF(μ, σ float64) func(x float64) float64
func BetaμσPDFAt(μ, σ, x float64) float64
func BetaμσQtl(μ, σ float64) func(p float64) float64
func BetaμσQtlFor(μ, σ, p float64) float64
func Binomial(n int64, p float64) func() int64
func BinomialCDF(n int64, p float64) func(k int64) float64
func BinomialCDFAt(n int64, p float64, k int64) float64
func BinomialExKurt(n int64, p float64) float64
func BinomialLnPMF(n int64, p float64) func(k int64) float64
func BinomialMGF(n int64, p, t float64) float64
func BinomialMean(n int64, p float64) float64
func BinomialMedian(n int64, p float64) float64
func BinomialMode(n int64, p float64) float64
func BinomialNext(n int64, p float64) (x int64)
func BinomialPGF(n int64, p, z float64) float64
func BinomialPMF(n int64, p float64) func(k int64) float64
func BinomialPMFAt(n int64, p float64, k int64) float64
func BinomialQtl(n int64, ρ float64) func(p float64) int64
func BinomialQtlFor(n int64, ρ, p float64) int64
func BinomialSkew(n int64, p float64) float64
func BinomialStd(n int64, p float64) float64
func BinomialVar(n int64, p float64) float64
func CRPLnPMF(α float64) func(x []int64) float64
func CRPPMF(α float64) func(x []int64) float64
func Cauchy(δ, γ float64) func() float64
func CauchyCDF(δ, γ float64) func(x float64) float64
func CauchyCDFAt(δ, γ, x float64) float64
func CauchyLnCDF(δ, γ float64) func(x float64) float64
func CauchyLnPDF(δ, γ float64) func(x float64) float64
func CauchyMedian(δ, γ float64) float64
func CauchyMode(δ, γ float64) float64
func CauchyNext(δ, γ float64) float64
func CauchyPDF(δ, γ float64) func(x float64) float64
func CauchyPDFAt(δ, γ, x float64) float64
func CauchyQtl(δ, γ float64) func(p float64) float64
func CauchyQtlFor(δ, γ, p float64) float64
func ChiSquare(n int64) func() float64
func ChiSquareCDF(n int64) func(x float64) float64
func ChiSquareCDFAt(n int64, x float64) float64
func ChiSquareExKurt(n int64) float64
func ChiSquareLnPDF(n int64) func(x float64) float64
func ChiSquareMean(n int64) float64
func ChiSquareMedian(n int64) float64
func ChiSquareMode(n int64) float64
func ChiSquareNext(n int64) (x float64)
func ChiSquarePDF(n int64) func(x float64) float64
func ChiSquarePDFAt(n int64, x float64) float64
func ChiSquareQtl(n int64) func(p float64) float64
func ChiSquareSkew(n int64) float64
func ChiSquareStd(n int64) float64
func ChiSquareVar(n int64) float64
func Choice(θ []float64) func() int64
func ChoiceLnPMF(θ []float64) func(i int64) float64
func ChoiceNext(θ []float64) int64
func ChoicePMF(θ []float64) func(i int64) float64
func Dirichlet(α []float64) func() []float64
func DirichletLnPDF(α []float64) func(x []float64) float64
func DirichletMean(α []float64) []float64
func DirichletMode(α []float64) []float64
func DirichletNext(α []float64) []float64
func DirichletPDF(α []float64) func(θ []float64) float64
func DirichletPDFAt(α, θ []float64) float64
func DirichletVar(α []float64) []float64
func Exponential(λ float64) func() float64
func ExponentialCDF(λ float64) func(x float64) float64
func ExponentialCDFAt(λ, x float64) float64
func ExponentialExKurt(λ float64) float64
func ExponentialLnPDF(λ float64) func(x float64) float64
func ExponentialMGF(λ, p, t float64) float64
func ExponentialMean(λ float64) float64
func ExponentialMedian(λ float64) (med float64)
func ExponentialMode(λ float64) float64
func ExponentialNext(λ float64) float64
func ExponentialPDF(λ float64) func(x float64) float64
func ExponentialPDFAt(λ, x float64) float64
func ExponentialQtl(λ float64) func(p float64) float64
func ExponentialQtlFor(λ, p float64) float64
func ExponentialSkew(λ float64) (s float64)
func ExponentialStd(λ float64) float64
func ExponentialVar(λ float64) float64
func F(d1, d2 int64) func() float64
func FCDF(d1, d2 int64) func(x float64) float64
func FCDFAt(d1, d2 int64, x float64) float64
func FExKurt(d1, d2 int64) float64
func FLnPDF(d1, d2 int64) func(x float64) float64
func FMean(d1, d2 int64) float64
func FMode(d1, d2 int64) float64
func FNext(d1, d2 int64) float64
func FPDF(d1, d2 int64) func(x float64) float64
func FPDFAt(d1, d2 int64, x float64) float64
func FQtl(d1, d2 int64) func(p float64) float64
func FQtlFor(d1, d2 int64, p float64) float64
func FSkew(d1, d2 int64) float64
func FStd(d1, d2 int64) float64
func FVar(d1, d2 int64) float64
func Gamma(α, θ float64) func() float64
func GammaCDF(α float64, θ float64) func(x float64) float64
func GammaCDFAt(α, θ, x float64) float64
func GammaLnCDF(α float64, θ float64) func(x float64) float64
func GammaLnCDFAt(α, θ, x float64) float64
func GammaLnPDF(α float64, θ float64) func(x float64) float64
func GammaLnPDF2(α float64, θ float64) func(x float64) float64
func GammaLnPDFAt(α, θ, x float64) float64
func GammaMean(α, θ float64) float64
func GammaMode(α, θ float64) float64
func GammaNext(α float64, θ float64) float64
func GammaPDF(α float64, θ float64) func(x float64) float64
func GammaPDF2(α, θ float64) func(x float64) float64
func GammaPDFAt(k, θ, x float64) float64
func GammaQtl(alpha, scale float64) func(p float64) float64
func GammaQtlFor(k, θ, p float64) float64
func GammaRateToScale(β float64) (θ float64)
func GammaReparamMeanStd(mean, sd float64) (α, θ float64)
func GammaReparamModeStd(mode, sd float64) (α, θ float64)
func GammaSkew(α, θ float64) float64
func GammaStd(α, θ float64) float64
func GammaVar(α, θ float64) float64
func GaussianRatioApproxCDF(μX, σX, μY, σY, ρ float64) func(z float64) float64
func GaussianRatioNoCorrPDF(μX, σX, μY, σY float64) func(z float64) float64
func GaussianRatioNoCorrPDFAt(μX, σX, μY, σY, x float64) float64
func GaussianRatioPDF(μX, σX, μY, σY, ρ float64) func(z float64) float64
func GaussianRatioPDFAt(μX, σX, μY, σY, ρ, x float64) float64
func GearyHinkleyTransformation(z, μX, σX, μY, σY, ρ float64) float64
func Geometric1CDF(ρ float64) func(k int64) float64
func Geometric1CDFAt(ρ float64, k int64) float64
func Geometric1ExKurt(ρ float64) float64
func Geometric1LnPMF(ρ float64) func(k int64) float64
func Geometric1MGF(ρ, t float64) float64
func Geometric1Mean(ρ float64) float64
func Geometric1Mode(ρ float64) float64
func Geometric1PMF(ρ float64) func(k int64) float64
func Geometric1PMFAt(ρ float64, k int64) float64
func Geometric1Skew(ρ float64) float64
func Geometric1Std(ρ float64) float64
func Geometric1Var(ρ float64) float64
func GeometricCDF(ρ float64) func(k int64) float64
func GeometricCDFAt(ρ float64, k int64) float64
func GeometricExKurt(ρ float64) float64
func GeometricLnPMF(ρ float64) func(k int64) float64
func GeometricMGF(ρ, t float64) float64
func GeometricMean(ρ float64) float64
func GeometricMode(ρ float64) float64
func GeometricPMF(ρ float64) func(k int64) float64
func GeometricPMFAt(ρ float64, k int64) float64
func GeometricSkew(ρ float64) float64
func GeometricStd(ρ float64) float64
func GeometricVar(ρ float64) float64
func HypergeometricApproxCDF(nN, m, n int64) func(k int64) float64
func HypergeometricApproxCDFAt(nN, m, n, k int64) float64
func HypergeometricApproxPMF(nN, m, n int64) func(k int64) float64
func HypergeometricApproxPMFAt(nN, m, n, k int64) float64
func HypergeometricCDF(nN, m, n int64) func(k int64) float64
func HypergeometricCDFAt(nN, m, n, k int64) float64
func HypergeometricExKurt(nN, m, n int64) float64
func HypergeometricLnPMF(nN, m, n int64) func(k int64) float64
func HypergeometricMean(nN, m, n int64) float64
func HypergeometricMode(nN, m, n int64) float64
func HypergeometricPMF(nN, m, n int64) func(k int64) float64
func HypergeometricPMFAt(nN, m, n, k int64) float64
func HypergeometricQtl(nN, m, n int64) func(p float64) float64
func HypergeometricQtlFor(nN, m, n int64, p float64) float64
func HypergeometricSkew(nN, m, n int64) float64
func HypergeometricStd(nN, m, n int64) float64
func HypergeometricVar(nN, m, n int64) float64
func InvGammaCDF(α, β float64) func(x float64) float64
func InvGammaCDFAt(α, β, x float64) float64
func InvGammaExKurt(α, β float64) float64
func InvGammaLnPDF(α, β float64) func(x float64) float64
func InvGammaMean(α, β float64) float64
func InvGammaMode(α, β float64) float64
func InvGammaPDF(α, β float64) func(x float64) float64
func InvGammaPDFAt(α, β, x float64) float64
func InvGammaQtl(α, β float64) func(p float64) float64
func InvGammaQtlFor(δ, γ, p float64) float64
func InvGammaSkew(α, β float64) (s float64)
func InvGammaStd(α, β float64) float64
func InvGammaVar(α, β float64) float64
func InverseWishart(n int, V *m.DenseMatrix) func() *m.DenseMatrix
func InverseWishartLnPDF(n int, Ψ *m.DenseMatrix) func(W *m.DenseMatrix) float64
func InverseWishartNext(n int, V *m.DenseMatrix) *m.DenseMatrix
func InverseWishartPDF(n int, Ψ *m.DenseMatrix) func(B *m.DenseMatrix) float64
func Levy(δ, γ float64) func() float64
func LevyCDF(δ, γ float64) func(x float64) float64
func LevyCDFAt(δ, γ, x float64) float64
func LevyLnPDF(δ, γ float64) func(x float64) float64
func LevyMean(δ, γ float64) float64
func LevyMedian(δ, γ float64) float64
func LevyMode(δ, γ float64) float64
func LevyNext(δ, γ float64) float64
func LevyPDF(δ, γ float64) func(x float64) float64
func LevyPDFAt(δ, γ, x float64) float64
func LevyQtl(δ, γ float64) func(p float64) float64
func LevyQtlFor(δ, γ, p float64) float64
func LevyStd(δ, γ float64) float64
func LevyVar(δ, γ float64) float64
func LnPoissonCDFAn(λ float64) func(k int64) float64
func LnRangePMF(n int64) func(i int64) float64
func LogChoice(lws []float64) func() int64
func LogChoiceNext(lws []float64) int64
func LogNormal(μ, σ float64) func() float64
func LogNormalCDF(μ, σ float64) func(x float64) float64
func LogNormalCDFAt(μ, σ, x float64) float64
func LogNormalExKurt(μ, σ float64) float64
func LogNormalMean(μ, σ float64) float64
func LogNormalMedian(μ, σ float64) float64
func LogNormalMode(μ, σ float64) float64
func LogNormalNext(μ, σ float64) float64
func LogNormalPDF(μ, σ float64) func(x float64) float64
func LogNormalPDFAt(μ, σ, x float64) float64
func LogNormalQtl(μ, σ float64) func(p float64) float64
func LogNormalQtlFor(μ, σ, p float64) float64
func LogNormalSkew(μ, σ float64) float64
func LogNormalStd(μ, σ float64) float64
func LogNormalVar(μ, σ float64) float64
func Logistic(μ, σ float64) func() float64
func LogisticCDF(μ, σ float64) func(x float64) float64
func LogisticCDFAt(μ, σ, x float64) float64
func LogisticExKurt(μ, σ float64) float64
func LogisticLnCDF(μ, σ float64) func(x float64) float64
func LogisticLnPDF(μ, σ float64) func(x float64) float64
func LogisticMGF(μ, σ, t float64) float64
func LogisticMean(μ, σ float64) float64
func LogisticMedian(μ, σ float64) float64
func LogisticMode(μ, σ float64) float64
func LogisticNext(μ, σ float64) float64
func LogisticPDF(μ, σ float64) func(x float64) float64
func LogisticPDFAt(μ, σ, x float64) float64
func LogisticQtl(μ, σ float64) func(p float64) float64
func LogisticQtlFor(μ, σ, p float64) float64
func LogisticSkew(μ, σ float64) float64
func LogisticStd(μ, σ float64) float64
func LogisticVar(μ, σ float64) float64
func MVNormal(μ *DenseMatrix, Σ *DenseMatrix) func() *DenseMatrix
func MVNormalMean(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix
func MVNormalMode(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix
func MVNormalNext(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix
func MVNormalPDF(μ *DenseMatrix, Σ *DenseMatrix) func(x *DenseMatrix) float64
func MVNormalVar(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix
func MatrixNormal(M, Omega, Sigma *mx.DenseMatrix) func() (X *mx.DenseMatrix)
func MatrixNormalLnPDF(M, Omega, Sigma *mx.DenseMatrix) func(A *mx.DenseMatrix) float64
func MatrixNormalNext(M, Omega, Sigma *mx.DenseMatrix) (X *mx.DenseMatrix)
func MatrixNormalPDF(M, Omega, Sigma *mx.DenseMatrix) func(A *mx.DenseMatrix) float64
func MatrixT(M, Omega, Sigma *mx.DenseMatrix, n int) func() (T *mx.DenseMatrix)
func MatrixTLnPDF(M, Omega, Sigma *mx.DenseMatrix, n int) func(T *mx.DenseMatrix) (ll float64)
func MatrixTNext(M, Omega, Sigma *mx.DenseMatrix, n int) (T *mx.DenseMatrix)
func MatrixTPDF(M, Omega, Sigma *mx.DenseMatrix, n int) func(T *mx.DenseMatrix) (l float64)
func Multinomial(θ []float64, n int64) func() []int64
func MultinomialLnPMF(θ []float64, n int64) func(x []int64) float64
func MultinomialMGF(θ []float64, n int64, t []float64) float64
func MultinomialMean(θ []float64, n int64) []float64
func MultinomialNext(θ []float64, n int64) []int64
func MultinomialPGF(θ []float64, n int64, z []float64) float64
func MultinomialPMF(θ []float64, n int64) func(x []int64) float64
func MultinomialPMFAt(θ []float64, n int64, x []int64) float64
func MultinomialStd(θ []float64, n int64) []float64
func MultinomialVar(θ []float64, n int64) []float64
func NegBinomial(ρ float64, r int64) func() int64
func NegBinomialCDF(ρ float64, r int64) func(k int64) float64
func NegBinomialCDFAt(ρ float64, r, k int64) float64
func NegBinomialExKurt(ρ float64, r int64) float64
func NegBinomialLnPMF(ρ float64, r int64) func(i int64) float64
func NegBinomialMGF(ρ float64, r int64, t float64) float64
func NegBinomialMean(ρ float64, r int64) float64
func NegBinomialMode(ρ float64, r int64) float64
func NegBinomialNext(ρ float64, r int64) int64
func NegBinomialPGF(ρ float64, r int64, z float64) float64
func NegBinomialPMF(ρ float64, r int64) func(k int64) float64
func NegBinomialPMFAt(ρ float64, r, k int64) float64
func NegBinomialQtl(ρ float64, r int64) func(p float64) int64
func NegBinomialQtlFor(ρ float64, r int64, p float64) int64
func NegBinomialSkew(ρ float64, r int64) float64
func NegBinomialStd(ρ float64, r int64) float64
func NegBinomialVar(ρ float64, r int64) float64
func Normal(μ, σ float64) func() float64
func NormalCDF(μ, σ float64) func(x float64) float64
func NormalCDFAt(μ, σ, x float64) float64
func NormalExKurt(μ, σ float64) float64
func NormalLnPDF(μ, σ float64) func(x float64) float64
func NormalMGF(μ, σ, t float64) float64
func NormalMean(μ, σ float64) float64
func NormalMedian(μ, σ float64) float64
func NormalMode(μ, σ float64) float64
func NormalNext(μ, σ float64) float64
func NormalPDF(μ, σ float64) func(x float64) float64
func NormalPDFAt(μ, σ, x float64) float64
func NormalQtl(μ, σ float64) func(p float64) float64
func NormalQtlFor(μ, σ, p float64) float64
func NormalSkew(μ, σ float64) float64
func NormalStd(μ, σ float64) float64
func NormalVar(μ, σ float64) float64
func Pareto(θ, α float64) func() float64
func ParetoCDF(θ, α float64) func(x float64) float64
func ParetoCDFAt(θ, α, x float64) float64
func ParetoChkParams(θ, α float64) bool
func ParetoChkSupport(x float64) bool
func ParetoExKurt(θ, α float64) float64
func ParetoGCDF(shape1, shape2, scale float64) func(x float64) float64
func ParetoGCDFAt(shape1, shape2, scale, x float64) float64
func ParetoGExKurt(shape1, shape2, scale float64) float64
func ParetoGMean(shape1, shape2, scale float64) float64
func ParetoGMoment(shape1, shape2, scale float64, order int) (x float64)
func ParetoGNext(shape1, shape2, scale float64) float64
func ParetoGPDF(shape1, shape2, scale float64) func(x float64) (p float64)
func ParetoGPDFAt(shape1, shape2, scale, x float64) float64
func ParetoGQtl(shape1, shape2, scale float64) func(p float64) float64
func ParetoGSkew(shape1, shape2, scale float64) float64
func ParetoGVar(shape1, shape2, scale float64) float64
func ParetoII(θ, α float64) func() float64
func ParetoIICDF(θ, α float64) func(x float64) float64
func ParetoIICDFAt(θ, α, q, x float64) float64
func ParetoIIChkParams(θ, α float64) bool
func ParetoIIChkSupport(x float64) bool
func ParetoIIExKurt(θ, α float64) float64
func ParetoIIMean(θ, α float64) float64
func ParetoIIMoment(θ, α float64, order int) float64
func ParetoIINext(θ, α float64) float64
func ParetoIIPDF(θ, α float64) func(x float64) float64
func ParetoIIPDFAt(θ, α, x float64) float64
func ParetoIIQtl(θ, α float64) func(p float64) float64
func ParetoIIQtlFor(θ, α, p float64) float64
func ParetoIISkew(θ, α float64) float64
func ParetoIIVar(θ, α float64) float64
func ParetoMGF(θ, α, t float64) float64
func ParetoMean(θ, α float64) float64
func ParetoMedian(θ, α float64) float64
func ParetoMode(θ, α float64) float64
func ParetoNext(θ, α float64) (x float64)
func ParetoPDF(θ, α float64) func(x float64) float64
func ParetoPDFAt(θ, α, x float64) float64
func ParetoQtl(θ, α float64) func(p float64) float64
func ParetoQtlFor(θ, α, p float64) float64
func ParetoSing(α, μ float64) func() float64
func ParetoSingCDF(α, μ float64) func(x float64) float64
func ParetoSingCDFAt(α, μ, x float64) float64
func ParetoSingChkParams(α, μ float64) bool
func ParetoSingChkSupport(x, μ float64) bool
func ParetoSingExKurt(α, μ float64) float64
func ParetoSingMean(α, μ float64) float64
func ParetoSingMoment(α, μ float64, order int) float64
func ParetoSingNext(α, μ float64) float64
func ParetoSingPDF(α, μ float64) func(x float64) float64
func ParetoSingPDFAt(α, μ, x float64) float64
func ParetoSingQtl(α, μ float64) func(p float64) float64
func ParetoSingQtlFor(α, μ, p float64) float64
func ParetoSingSkew(α, μ float64) float64
func ParetoSingVar(α, μ float64) float64
func ParetoSkew(θ, α float64) float64
func ParetoStd(θ, α float64) float64
func ParetoTap(θ, α, taper float64) func() float64
func ParetoTapCDF(θ, α, taper float64) func(x float64) float64
func ParetoTapCDFAt(θ, α, taper, x float64) float64
func ParetoTapChkParams(θ, α, taper float64) bool
func ParetoTapChkSupport(x float64) bool
func ParetoTapNext(θ, α, taper float64) float64
func ParetoTapPDF(θ, α, taper float64) func(x float64) float64
func ParetoTapPDFAt(θ, α, taper, x float64) float64
func ParetoTapQtl(θ, α, taper float64) func(p float64) float64
func ParetoTapQtlFor(θ, α, taper, p float64) float64
func ParetoVar(θ, α float64) float64
func Planck(a, b float64) func() float64
func PlanckNext(a, b float64) (x float64)
func PlanckPDF(a, b float64) func(x float64) float64
func Poisson(λ float64) func() int64
func PoissonCDF(λ float64) func(k int64) float64
func PoissonCDFAn(λ float64) func(k int64) float64
func PoissonCDFAt(λ float64, k int64) float64
func PoissonExKurt(λ float64, k int64) float64
func PoissonLnPMF(λ float64) func(k int64) float64
func PoissonMean(λ float64, k int64) float64
func PoissonMedian(λ float64, k int64) float64
func PoissonMode(λ float64, k int64) float64
func PoissonNext(λ float64) int64
func PoissonNext2(λ float64) int64
func PoissonPMF(λ float64) func(k int64) float64
func PoissonPMFAt(λ float64, k int64) float64
func PoissonSkew(λ float64, k int64) float64
func PoissonVar(λ float64, k int64) float64
func PolyaCDF(ρ, r float64) func(k int64) float64
func PolyaCDFAt(ρ, r float64, k int64) float64
func PolyaExKurt(ρ, r float64) float64
func PolyaMGF(ρ, r float64, t float64) float64
func PolyaMean(ρ, r float64) float64
func PolyaMode(ρ, r float64) float64
func PolyaPGF(ρ, r float64, z float64) float64
func PolyaPMF(ρ, r float64) func(k int64) float64
func PolyaPMFAt(ρ, r float64, k int64) float64
func PolyaQtl(ρ, r float64) func(p float64) int64
func PolyaQtlFor(ρ, r float64, p float64) int64
func PolyaSkew(ρ, r float64) float64
func PolyaStd(ρ, r float64) float64
func PolyaVar(ρ, r float64) float64
func Range(n int64) func() int64
func RangeNext(n int64) int64
func RangePMF(n int64) func(i int64) float64
func RejectionSample(targetDensity func(float64) float64, sourceDensity func(float64) float64, ...) float64
func Shuffle(x []interface{})
func ShuffleFloat64(x []float64)
func ShuffleInt64(x []int64)
func StudentsT(ν float64) func() float64
func StudentsTCDF(ν float64) func(x float64) float64
func StudentsTCDFAt(ν, x float64) float64
func StudentsTExKurt(ν float64) float64
func StudentsTLnPDF(ν float64) func(x float64) float64
func StudentsTMean(ν float64) float64
func StudentsTMedian(ν float64) float64
func StudentsTMode(ν float64) float64
func StudentsTNext(ν float64) float64
func StudentsTPDF(ν float64) func(x float64) float64
func StudentsTQtl(ν float64) func(p float64) float64
func StudentsTQtlFor(ν, p float64) float64
func StudentsTSkew(ν float64) float64
func StudentsTStd(ν float64) float64
func StudentsTVar(ν float64) float64
func Uniform(a, b float64) func() float64
func UniformCDF(a, b float64) func(x float64) float64
func UniformCDFAt(a, b, x float64) float64
func UniformExKurt(a, b float64) float64
func UniformLnPDF(a, b float64) func(x float64) float64
func UniformMGF(a, b, t float64) float64
func UniformMean(a, b float64) float64
func UniformMedian(a, b float64) float64
func UniformNext(a, b float64) float64
func UniformPDF(a, b float64) func(x float64) float64
func UniformPDFAt(a, b, x float64) float64
func UniformReparamMeanStd(mean, std float64) (a, b float64)
func UniformSkew(a, b float64) (s float64)
func UniformStd(a, b float64) float64
func UniformVar(a, b float64) float64
func Wishart(n int, V *m.DenseMatrix) func() *m.DenseMatrix
func WishartLnPDF(n int, V *m.DenseMatrix) func(W *m.DenseMatrix) float64
func WishartNext(n int, V *m.DenseMatrix) *m.DenseMatrix
func WishartPDF(n int, V *m.DenseMatrix) func(W *m.DenseMatrix) float64
func Yule(a float64) func() int64
func YuleCDF(a float64) func(k int64) float64
func YuleCDFAt(a float64, k int64) float64
func YuleExKurt(a float64) float64
func YuleMean(a float64) float64
func YuleMode(a float64) float64
func YuleNext(a float64) (k int64)
func YulePMF(a float64) func(k int64) float64
func YulePMFAt(a float64, k int64) float64
func YuleSkew(a float64) float64
func YuleStd(a float64) float64
func YuleVar(a float64) float64
func ZCDF() func(float64) float64
func ZCDFAt(x float64) float64
func ZPDF() func(float64) float64
func ZPDFAt(x float64) float64
func ZQtl() func(p float64) float64
func ZQtlFor(p float64) float64
func Zeta(s float64) func() int64
func ZetaCDF(s float64) func(k int64) float64
func ZetaCDFAt(s float64, k int64) float64
func ZetaMean(s float64) float64
func ZetaMode() float64
func ZetaNext(s float64) (k int64)
func ZetaPMF(s float64) func(k int64) float64
func ZetaPMFAt(s float64, k int64) float64
func ZetaVar(s float64) float64
func ZipfMandelbrot(n int64, q, s float64) func() int64
func ZipfMandelbrotCDF(n int64, q, s float64) func(k int64) float64
func ZipfMandelbrotCDFAt(n int64, q, s float64, k int64) float64
func ZipfMandelbrotChkParams(n int64, q, s float64) bool
func ZipfMandelbrotMean(n int64, q, s float64) float64
func ZipfMandelbrotNext(n int64, q, s float64) (k int64)
func ZipfMandelbrotPMF(n int64, q, s float64) func(k int64) float64
func ZipfMandelbrotPMFAt(n int64, q, s float64, k int64) float64
func ZipfMandelbrotQtl(n int64, q, s float64) func(p float64) int64

Constants ¶

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const Ln2 = math.Ln2

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const M_1_SQRT_2PI = 0.398942280401432677939946059934 // 1/sqrt(2pi)

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const M_LN_SQRT_2PI = 0.918938533204672741780329736406 // log(sqrt(2*pi))

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const M_cutoff = Ln2 * maxExp / eps64

If |x| > |k| * M_cutoff, then log[ exp(-x) * k^x ] =~= -x

Variables ¶

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var B func(float64, float64) float64 = fn.B

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var BinomCoeff func(int64, int64) float64 = fn.BinomCoeff

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var LnΓ func(float64) float64 = fn.LnΓ

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var NaN = math.NaN()

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var Γ func(float64) float64 = fn.Γ

Functions imported from "github.com/datastream/go-fn/fn".

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var Γpr func(int, float64, float64) float64 = fn.GammaPRatio

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var Γr func(float64, float64) float64 = fn.Γr

Functions ¶

func Bernoulli ¶

func Bernoulli(ρ float64) func() int64

Bernoulli returns the random number generator with Bernoulli distribution.

func BernoulliCDF ¶

func BernoulliCDF(ρ float64) func(k int64) float64

BernoulliCDF returns the value of CDF of the Bernoulli distribution, at x.

func BernoulliCDFAt ¶

func BernoulliCDFAt(ρ float64, k int64) float64

BernoulliCDFAt returns the value of CDF of the Bernoulli distribution, at x.

func BernoulliLnPMF ¶

func BernoulliLnPMF(ρ float64) func(k int64) float64

BernoulliLnPMF returns the natural logarithm of the PMF of the Bernoulli distribution.

func BernoulliNext ¶

func BernoulliNext(ρ float64) int64

BernoulliNext returns random number drawn from the Bernoulli distribution.

func BernoulliPMF ¶

func BernoulliPMF(ρ float64) func(k int64) float64

BernoulliPMF returns the PMF of the Bernoulli distribution.

func BernoulliPMFAt ¶

func BernoulliPMFAt(ρ float64, k int64) float64

BernoulliPMFAt returns the value of PMF of Bernoulli distribution at x.

func Beta ¶

func Beta(α, β float64) func() float64

Beta returns the random number generator with Beta distribution.

func Beta4 ¶

func Beta4(α, β, a, c float64) func() float64

Beta4 returns the random number generator with four-parameter Beta distribution.

func Beta4CDF ¶

func Beta4CDF(α, β, a, c float64) func(y float64) float64

Beta4CDF returns the CDF of the four-parameter Beta distribution.

func Beta4CDFAt ¶

func Beta4CDFAt(α, β, a, c, x float64) float64

Beta4CDFAt returns the value of CDF of the four-parameter Beta distribution, at x.

func Beta4Next ¶

func Beta4Next(α, β, a, c float64) float64

Beta4Next returns random number drawn from the four-parameter Beta distribution.

func Beta4PDF ¶

func Beta4PDF(α, β, a, c float64) func(y float64) float64

Beta4PDF returns the PDF of the four-parameter Beta distribution.

func Beta4PDFAt ¶

func Beta4PDFAt(α, β, a, c, x float64) float64

Beta4PDFAt returns the value of PDF of four-parameter Beta distribution at x.

func Beta4Qtl ¶

func Beta4Qtl(α, β, a, c float64) func(p float64) float64

Beta4Qtl returns the inverse of the CDF (quantile) of the four-parameter Beta distribution.

func Beta4QtlFor ¶

func Beta4QtlFor(α, β, a, c, p float64) float64

Beta4QtlFor returns the inverse of the CDF (quantile) of the four-parameter Beta distribution, for a given probability.

func Beta4Transform ¶

func Beta4Transform(a, b, x float64) float64

Beta4Transform transforms Beta Distribution with the support [0,1] to a Beta Distribution with the support [a, b].

func BetaCDF ¶

func BetaCDF(α, β float64) func(x float64) float64

BetaCDF returns the CDF of the Beta distribution.

func BetaCDFAt ¶

func BetaCDFAt(α, β, x float64) float64

BetaCDFAt returns the value of CDF of the Beta distribution, at x.

func BetaExKurt ¶

func BetaExKurt(α, β float64) float64

BetaExKurt returns the excess kurtosis of the Beta distribution.

func BetaLnPDF ¶

func BetaLnPDF(α, β float64) func(x float64) float64

BetaLnPDF returns the natural logarithm of the PDF of the Beta distribution.

func BetaMean ¶

func BetaMean(α, β float64) (μ float64)

BetaMean returns the mean of the Beta distribution.

func BetaMedian ¶

func BetaMedian(α, β float64) (med float64)

BetaMedian returns the median of the Beta distribution.

func BetaMedianApprox ¶

func BetaMedianApprox(α, β float64) float64

BetaMedianApprox returns the approximate median of the Beta distribution.

func BetaMode ¶

func BetaMode(α, β float64) float64

BetaMode returns the mode of the Beta distribution.

func BetaNext ¶

func BetaNext(α, β float64) float64

BetaNext returns random number drawn from the Beta distribution.

func BetaPDF ¶

func BetaPDF(α, β float64) func(x float64) float64

BetaPDF returns the PDF of the Beta distribution.

func BetaPDFAt ¶

func BetaPDFAt(α, β, x float64) float64

BetaPDFAt returns the value of PDF of Beta distribution at x.

func BetaQtl ¶

func BetaQtl(α, β float64) func(p float64) float64

BetaQtl returns the inverse of the CDF (quantile) of the Beta distribution.

func BetaQtlFor ¶

func BetaQtlFor(α, β, p float64) float64

BetaQtlFor returns the inverse of the CDF (quantile) of the Beta distribution, for given probability.

func BetaReparamMeanStd ¶

func BetaReparamMeanStd(μ, σ float64) (α, β float64)

BetaReparamMeanStd returns the parameters α, β of the Beta distribution calculated from desired mean and standard deviation. To be used to reparametrize the Beta distribution.

func BetaSkew ¶

func BetaSkew(α, β float64) (s float64)

BetaSkew returns the skewness of the Beta distribution.

func BetaStd ¶

func BetaStd(α, β float64) float64

BetaStd returns the standard deviation of the Beta distribution.

func BetaVar ¶

func BetaVar(α, β float64) float64

BetaVar returns the variance of the Beta distribution.

func Betaμν ¶

func Betaμν(μ, ν float64) func() float64

Betaμν returns the random number generator with Beta distribution reparametrized using mean and sample size.

func BetaμνCDF ¶

func BetaμνCDF(μ, ν float64) func(x float64) float64

BetaμνCDF returns the CDF of the Beta distribution reparametrized using mean and sample size.

func BetaμνCDFAt ¶

func BetaμνCDFAt(μ, ν, x float64) float64

BetaμνCDFAt returns the value of CDF of the Beta distribution reparametrized using mean and sample size, at x.

func BetaμνLnPDF ¶

func BetaμνLnPDF(μ, ν float64) func(x float64) float64

BetaμνLnPDF returns the natural logarithm of the PDF of the Beta distribution reparametrized using mean and sample size.

func BetaμνNext ¶

func BetaμνNext(μ, ν float64) float64

BetaμνNext returns random number drawn from the Beta distribution reparametrized using mean and sample size.

func BetaμνPDF ¶

func BetaμνPDF(μ, ν float64) func(x float64) float64

BetaμνPDF returns the PDF of the Beta distribution reparametrized using mean and sample size.

func BetaμνPDFAt ¶

func BetaμνPDFAt(μ, ν, x float64) float64

BetaμνPDFAt returns the value of PDF of Beta distribution at x.

func BetaμνQtl ¶

func BetaμνQtl(μ, ν float64) func(p float64) float64

BetaμνQtl returns the inverse of the CDF (quantile) of the Beta distribution reparametrized using mean and sample size.

func BetaμνQtlFor ¶

func BetaμνQtlFor(μ, ν, p float64) float64

BetaμνQtlFor returns the inverse of the CDF (quantile) of the Beta distribution reparametrized using mean and sample size, for a given probability.

func Betaμσ ¶

func Betaμσ(μ, σ float64) func() float64

Betaμσ returns the random number generator with Beta distribution reparametrized using mean and standard deviation.

func BetaμσCDF ¶

func BetaμσCDF(μ, σ float64) func(x float64) float64

BetaμσCDF returns the CDF of the Beta distribution reparametrized using mean and standard deviation.

func BetaμσCDFAt ¶

func BetaμσCDFAt(μ, σ, x float64) float64

BetaμσCDFAt returns the value of CDF of the Beta distribution reparametrized using mean and standard deviation, at x.

func BetaμσLnPDF ¶

func BetaμσLnPDF(μ, σ float64) func(x float64) float64

BetaμσLnPDF returns the natural logarithm of the PDF of the Beta distribution reparametrized using mean and standard deviation.

func BetaμσNext ¶

func BetaμσNext(μ, σ float64) float64

BetaμσNext returns random number drawn from the Beta distribution reparametrized using mean and standard deviation.

func BetaμσPDF ¶

func BetaμσPDF(μ, σ float64) func(x float64) float64

BetaμσPDF returns the PDF of the Beta distribution reparametrized using mean and standard deviation.

func BetaμσPDFAt ¶

func BetaμσPDFAt(μ, σ, x float64) float64

BetaμσPDFAt returns the value of PDF of Beta distribution at x.

func BetaμσQtl ¶

func BetaμσQtl(μ, σ float64) func(p float64) float64

BetaμσQtl returns the inverse of the CDF (quantile) of the Beta distribution reparametrized using mean and standard deviation.

func BetaμσQtlFor ¶

func BetaμσQtlFor(μ, σ, p float64) float64

BetaμσQtlFor returns the inverse of the CDF (quantile) of the Beta distribution reparametrized using mean and standard deviation, for a given probability.

func Binomial ¶

func Binomial(n int64, p float64) func() int64

Binomial returns the random number generator with Binomial distribution.

func BinomialCDF ¶

func BinomialCDF(n int64, p float64) func(k int64) float64

BinomialCDF returns the CDF of the Binomial distribution.

func BinomialCDFAt ¶

func BinomialCDFAt(n int64, p float64, k int64) float64

BinomialCDFAt returns the value of CDF of the Binomial distribution, at k.

func BinomialExKurt ¶

func BinomialExKurt(n int64, p float64) float64

BinomialExKurt returns the excess kurtosis of the Binomial distribution.

func BinomialLnPMF ¶

func BinomialLnPMF(n int64, p float64) func(k int64) float64

BinomialLnPMF returns the natural logarithm of the PMF of the Binomial distribution.

func BinomialMGF ¶

func BinomialMGF(n int64, p, t float64) float64

BinomialMGF returns the moment-generating function of the Binomial distribution.

func BinomialMean ¶

func BinomialMean(n int64, p float64) float64

BinomialMean returns the mean of the Binomial distribution.

func BinomialMedian ¶

func BinomialMedian(n int64, p float64) float64

BinomialMedian returns the median of the Binomial distribution.

func BinomialMode ¶

func BinomialMode(n int64, p float64) float64

BinomialMode returns the mode of the Binomial distribution.

func BinomialNext ¶

func BinomialNext(n int64, p float64) (x int64)

BinomialNext returns random number drawn from the Binomial distribution.

func BinomialPGF ¶

func BinomialPGF(n int64, p, z float64) float64

BinomialPGF returns the probability-generating function of the Binomial distribution.

func BinomialPMF ¶

func BinomialPMF(n int64, p float64) func(k int64) float64

BinomialPMF returns the PMF of the Binomial distribution.

func BinomialPMFAt ¶

func BinomialPMFAt(n int64, p float64, k int64) float64

BinomialPMFAt returns the value of PMF of Binomial distribution at k.

func BinomialQtl ¶

func BinomialQtl(n int64, ρ float64) func(p float64) int64

BinomialQtl returns the inverse of the CDF (quantile) of the Binomial distribution.

func BinomialQtlFor ¶

func BinomialQtlFor(n int64, ρ, p float64) int64

BinomialQtlFor returns the inverse of the CDF (quantile) of the Negative binomial distribution, for given probability.

func BinomialSkew ¶

func BinomialSkew(n int64, p float64) float64

BinomialSkew returns the skewness of the Binomial distribution.

func BinomialStd ¶

func BinomialStd(n int64, p float64) float64

BinomialStd returns the standard deviation of the Binomial distribution.

func BinomialVar ¶

func BinomialVar(n int64, p float64) float64

BinomialVar returns the variance of the Binomial distribution.

func CRPLnPMF ¶

func CRPLnPMF(α float64) func(x []int64) float64

func CRPPMF ¶

func CRPPMF(α float64) func(x []int64) float64

func Cauchy ¶

func Cauchy(δ, γ float64) func() float64

Cauchy returns the random number generator with Cauchy distribution.

func CauchyCDF ¶

func CauchyCDF(δ, γ float64) func(x float64) float64

CauchyCDF returns the CDF of the Cauchy distribution.

func CauchyCDFAt ¶

func CauchyCDFAt(δ, γ, x float64) float64

CauchyCDFAt returns the value of CDF of the Cauchy distribution, at x.

func CauchyLnCDF ¶

func CauchyLnCDF(δ, γ float64) func(x float64) float64

CauchyLnCDF returns the CDF of the Cauchy distribution.

func CauchyLnPDF ¶

func CauchyLnPDF(δ, γ float64) func(x float64) float64

CauchyLnPDF returns the natural logarithm of the PDF of the Cauchy distribution.

func CauchyMedian ¶

func CauchyMedian(δ, γ float64) float64

CauchyMedian returns the median of the Cauchy distribution.

func CauchyMode ¶

func CauchyMode(δ, γ float64) float64

CauchyMode returns the mode of the Cauchy distribution.

func CauchyNext ¶

func CauchyNext(δ, γ float64) float64

CauchyNext returns random number drawn from the Cauchy distribution.

func CauchyPDF ¶

func CauchyPDF(δ, γ float64) func(x float64) float64

CauchyPDF returns the PDF of the Cauchy distribution.

func CauchyPDFAt ¶

func CauchyPDFAt(δ, γ, x float64) float64

CauchyPDFAt returns the value of PDF of Cauchy distribution at x.

func CauchyQtl ¶

func CauchyQtl(δ, γ float64) func(p float64) float64

CauchyQtl returns the inverse of the CDF (quantile) of the Cauchy distribution.

func CauchyQtlFor ¶

func CauchyQtlFor(δ, γ, p float64) float64

CauchyQtlFor returns the inverse of the CDF (quantile) of the Cauchy distribution, for given probability.

func ChiSquare ¶

func ChiSquare(n int64) func() float64

ChiSquare returns the random number generator with ChiSquare distribution.

func ChiSquareCDF ¶

func ChiSquareCDF(n int64) func(x float64) float64

ChiSquareCDF returns the CDF of the ChiSquare distribution.

func ChiSquareCDFAt ¶

func ChiSquareCDFAt(n int64, x float64) float64

ChiSquareCDFAt returns the value of CDF of the ChiSquare distribution, at x.

func ChiSquareExKurt ¶

func ChiSquareExKurt(n int64) float64

ChiSquareExKurt returns the excess kurtosis of the ChiSquare distribution.

func ChiSquareLnPDF ¶

func ChiSquareLnPDF(n int64) func(x float64) float64

ChiSquareLnPDF returns the natural logarithm of the PDF of the ChiSquare distribution.

func ChiSquareMean ¶

func ChiSquareMean(n int64) float64

ChiSquareMean returns the mean of the ChiSquare distribution.

func ChiSquareMedian ¶

func ChiSquareMedian(n int64) float64

ChiSquareMedian returns the approximate median of the ChiSquare distribution.

func ChiSquareMode ¶

func ChiSquareMode(n int64) float64

ChiSquareMode returns the mode of the ChiSquare distribution.

func ChiSquareNext ¶

func ChiSquareNext(n int64) (x float64)

ChiSquareNext returns random number drawn from the ChiSquare distribution.

func ChiSquarePDF ¶

func ChiSquarePDF(n int64) func(x float64) float64

ChiSquarePDF returns the PDF of the ChiSquare distribution.

func ChiSquarePDFAt ¶

func ChiSquarePDFAt(n int64, x float64) float64

ChiSquarePDFAt returns the value of PDF of ChiSquare distribution at x. UniformPDFAt returns the value of PDF of Uniform distribution at x.

func ChiSquareQtl ¶

func ChiSquareQtl(n int64) func(p float64) float64

ChiSquareQtl returns the inverse of the CDF (quantile) of the ChiSquare distribution.

func ChiSquareSkew ¶

func ChiSquareSkew(n int64) float64

ChiSquareSkew returns the skewness of the ChiSquare distribution.

func ChiSquareStd ¶

func ChiSquareStd(n int64) float64

ChiSquareStd returns the standard deviation of the ChiSquare distribution.

func ChiSquareVar ¶

func ChiSquareVar(n int64) float64

ChiSquareVar returns the variance of the ChiSquare distribution.

func Choice ¶

func Choice(θ []float64) func() int64

func ChoiceLnPMF ¶

func ChoiceLnPMF(θ []float64) func(i int64) float64

func ChoiceNext ¶

func ChoiceNext(θ []float64) int64

func ChoicePMF ¶

func ChoicePMF(θ []float64) func(i int64) float64

func Dirichlet ¶

func Dirichlet(α []float64) func() []float64

Dirichlet returns the random number generator with Dirichlet distribution.

func DirichletLnPDF ¶

func DirichletLnPDF(α []float64) func(x []float64) float64

DirichletLnPDF returns the natural logarithm of the PDF of the Dirichlet distribution.

func DirichletMean ¶

func DirichletMean(α []float64) []float64

DirichletMean returns the mean of the Dirichlet distribution.

func DirichletMode ¶

func DirichletMode(α []float64) []float64

DirichletMode returns the mode of the Dirichlet distribution.

func DirichletNext ¶

func DirichletNext(α []float64) []float64

DirichletNext returns random number drawn from the Dirichlet distribution.

func DirichletPDF ¶

func DirichletPDF(α []float64) func(θ []float64) float64

DirichletPDF returns the PDF of the Dirichlet distribution.

func DirichletPDFAt ¶

func DirichletPDFAt(α, θ []float64) float64

DirichletPDFAt returns the value of PDF of Dirichlet distribution at x.

func DirichletVar ¶

func DirichletVar(α []float64) []float64

DirichletVar returns the variance of the Dirichlet distribution.

func Exponential ¶

func Exponential(λ float64) func() float64

Exponential returns the random number generator with Exponential distribution.

func ExponentialCDF ¶

func ExponentialCDF(λ float64) func(x float64) float64

ExponentialCDF returns the CDF of the Exponential distribution.

func ExponentialCDFAt ¶

func ExponentialCDFAt(λ, x float64) float64

ExponentialCDFAt returns the value of CDF of the Exponential distribution, at x.

func ExponentialExKurt ¶

func ExponentialExKurt(λ float64) float64

ExponentialExKurt returns the excess kurtosis of the Exponential distribution.

func ExponentialLnPDF ¶

func ExponentialLnPDF(λ float64) func(x float64) float64

ExponentialLnPDF returns the natural logarithm of the PDF of the Exponential distribution.

func ExponentialMGF ¶

func ExponentialMGF(λ, p, t float64) float64

ExponentialMGF returns the moment-generating function of the Exponential distribution.

func ExponentialMean ¶

func ExponentialMean(λ float64) float64

ExponentialMean returns the mean of the Exponential distribution.

func ExponentialMedian ¶

func ExponentialMedian(λ float64) (med float64)

Exponential returns the median of the Exponential distribution.

func ExponentialMode ¶

func ExponentialMode(λ float64) float64

ExponentialMode returns the mode of the Exponential distribution.

func ExponentialNext ¶

func ExponentialNext(λ float64) float64

ExponentialNext returns random number drawn from the Exponential distribution.

func ExponentialPDF ¶

func ExponentialPDF(λ float64) func(x float64) float64

ExponentialPDF returns the PDF of the Exponential distribution.

func ExponentialPDFAt ¶

func ExponentialPDFAt(λ, x float64) float64

ExponentialPDFAt returns the value of PDF of Exponential distribution at x.

func ExponentialQtl ¶

func ExponentialQtl(λ float64) func(p float64) float64

ExponentialQtl returns the inverse of the CDF (quantile) of the Exponential distribution.

func ExponentialQtlFor ¶

func ExponentialQtlFor(λ, p float64) float64

ExponentialQtlFor returns the inverse of the CDF (quantile) of the Exponential distribution, for given probability.

func ExponentialSkew ¶

func ExponentialSkew(λ float64) (s float64)

ExponentialSkew returns the skewness of the Exponential distribution.

func ExponentialStd ¶

func ExponentialStd(λ float64) float64

ExponentialStd returns the standard deviation of the Exponential distribution.

func ExponentialVar ¶

func ExponentialVar(λ float64) float64

ExponentialVar returns the variance of the Exponential distribution.

func F ¶

func F(d1, d2 int64) func() float64

F returns the random number generator with F distribution.

func FCDF ¶

func FCDF(d1, d2 int64) func(x float64) float64

FCDF returns the CDF of the F distribution.

func FCDFAt ¶

func FCDFAt(d1, d2 int64, x float64) float64

FCDFAt returns the value of CDF of the F distribution, at x.

func FExKurt ¶

func FExKurt(d1, d2 int64) float64

FExKurt returns the excess kurtosis of the F distribution.

func FLnPDF ¶

func FLnPDF(d1, d2 int64) func(x float64) float64

FLnPDF returns the natural logarithm of the PDF of the F distribution.

func FMean ¶

func FMean(d1, d2 int64) float64

FMean returns the mean of the F distribution.

func FMode ¶

func FMode(d1, d2 int64) float64

FMode returns the mode of the F distribution.

func FNext ¶

func FNext(d1, d2 int64) float64

FNext returns random number drawn from the F distribution.

func FPDF ¶

func FPDF(d1, d2 int64) func(x float64) float64

FPDF returns the PDF of the F distribution.

func FPDFAt ¶

func FPDFAt(d1, d2 int64, x float64) float64

FPDFAt returns the value of PDF of F distribution at x.

func FQtl ¶

func FQtl(d1, d2 int64) func(p float64) float64

FQtl returns the inverse of the CDF (quantile) of the F distribution.

func FQtlFor ¶

func FQtlFor(d1, d2 int64, p float64) float64

FQtlFor returns the inverse of the CDF (quantile) of the F distribution, for given probability.

func FSkew ¶

func FSkew(d1, d2 int64) float64

FSkew returns the skewness of the F distribution.

func FStd ¶

func FStd(d1, d2 int64) float64

FStd returns the standard deviation of the F distribution.

func FVar ¶

func FVar(d1, d2 int64) float64

FVar returns the variance of the F distribution.

func Gamma ¶

func Gamma(α, θ float64) func() float64

Gamma returns the random number generator with Gamma distribution.

func GammaCDF ¶

func GammaCDF(α float64, θ float64) func(x float64) float64

GammaCDF returns the CDF of the Gamma distribution.

func GammaCDFAt ¶

func GammaCDFAt(α, θ, x float64) float64

GammaCDFAt returns the value of CDF of the Gamma distribution, at x.

func GammaLnCDF ¶

func GammaLnCDF(α float64, θ float64) func(x float64) float64

GammaLnCDF returns the value of CDF of the Gamma distribution, at x.

func GammaLnCDFAt ¶

func GammaLnCDFAt(α, θ, x float64) float64

GammaLnCDFAt returns the value of CDF of the Gamma distribution, at x.

func GammaLnPDF ¶

func GammaLnPDF(α float64, θ float64) func(x float64) float64

GammaLnPDF returns the natural logarithm of the value of PDF of the Gamma distribution, at x.

func GammaLnPDF2 ¶

func GammaLnPDF2(α float64, θ float64) func(x float64) float64

GammaLnPDF2 returns the PDF of Gamma distribution. Another tested implementation.

func GammaLnPDFAt ¶

func GammaLnPDFAt(α, θ, x float64) float64

GammaLnPDFAt returns the value of PDF of Gamma distribution at x.

func GammaMean ¶

func GammaMean(α, θ float64) float64

GammaMean returns the mean of the Gamma distribution.

func GammaMode ¶

func GammaMode(α, θ float64) float64

GammaMode returns the mode of the Gamma distribution.

func GammaNext ¶

func GammaNext(α float64, θ float64) float64

GammaNext returns random number drawn from the Gamma distribution.

func GammaPDF ¶

func GammaPDF(α float64, θ float64) func(x float64) float64

GammaPDF returns the value of CDF of the Gamma distribution, at x.

func GammaPDF2 ¶

func GammaPDF2(α, θ float64) func(x float64) float64

GammaPDF2 returns the PDF of the Gamma distribution. Another tested implementation.

func GammaPDFAt ¶

func GammaPDFAt(k, θ, x float64) float64

GammaPDFAt returns the value of PDF of Gamma distribution at x.

func GammaQtl ¶

func GammaQtl(alpha, scale float64) func(p float64) float64

GammaQtl returns the inverse of the CDF (quantile) of the Gamma distribution.

func GammaQtlFor ¶

func GammaQtlFor(k, θ, p float64) float64

GammaQtlFor returns the inverse of the CDF (quantile) of the Gamma distribution, for given probability.

func GammaRateToScale ¶

func GammaRateToScale(β float64) (θ float64)

GammaRateToScale returns the parameter θ (scale) of the Gamma distribution calculated from β = rate. α = shape, β = rate To be used to reparametrize the Gamma distribution.

func GammaReparamMeanStd ¶

func GammaReparamMeanStd(mean, sd float64) (α, θ float64)

GammaReparamMeanStd returns the parameters α, θ (shape, scale) of the Gamma distribution calculated from mean and standard deviation.

func GammaReparamModeStd ¶

func GammaReparamModeStd(mode, sd float64) (α, θ float64)

GammaReparamModeStd returns the parameters α, θ (shape, scale) of the Gamma distribution calculated from mode and standard deviation. It is more intuitive to start with the mode and standard deviation, instead of the mean and standard deviation as used in the Kruschke (2011) book. The reason is that the gamma distribution is typically very skewed, and therefore the location of the mean is not very intuitive. This function computes the shape and rate parameters of the gamma distribution from a desired mode and standard deviation. After http://doingbayesiandataanalysis.blogspot.com/2012/01/parameterizing-gamma-distribution-by.html

func GammaSkew ¶

func GammaSkew(α, θ float64) float64

GammaSkew returns the skewness of the Gamma distribution.

func GammaStd ¶

func GammaStd(α, θ float64) float64

GammaStd returns the standard deviation of the Gamma distribution.

func GammaVar ¶

func GammaVar(α, θ float64) float64

GammaVar returns the variance of the Gamma distribution.

func GaussianRatioApproxCDF ¶

func GaussianRatioApproxCDF(μX, σX, μY, σY, ρ float64) func(z float64) float64

GaussianRatioApproxCDF returns the approximation of CDF of Gaussian Ratio distribution of correlated variables.

func GaussianRatioNoCorrPDF ¶

func GaussianRatioNoCorrPDF(μX, σX, μY, σY float64) func(z float64) float64

GaussianRatioNoCorrPDFAt returns the value of PDF of Gaussian Ratio distribution of uncorrelated variables.

func GaussianRatioNoCorrPDFAt ¶

func GaussianRatioNoCorrPDFAt(μX, σX, μY, σY, x float64) float64

GaussianRatioNoCorrPDFAt returns the value of PDF of Gaussian Ratio distribution of uncorrelated variables, at x.

func GaussianRatioPDF ¶

func GaussianRatioPDF(μX, σX, μY, σY, ρ float64) func(z float64) float64

GaussianRatioPDF returns the value of PDF of Gaussian Ratio distribution of correlated variables, at x.

func GaussianRatioPDFAt ¶

func GaussianRatioPDFAt(μX, σX, μY, σY, ρ, x float64) float64

GaussianRatioPDFAt returns the value of PDF of Gaussian Ratio distribution of correlated variables, at x.

func GearyHinkleyTransformation ¶

func GearyHinkleyTransformation(z, μX, σX, μY, σY, ρ float64) float64

GearyHinkleyTransformation transforms the ratio of two normally distributed variables to the transformed variable T would approximately have a standard Gaussian distribution. See Hinkley(1969).

func Geometric1CDF ¶

func Geometric1CDF(ρ float64) func(k int64) float64

Geometric1CDF returns the value of CDF of the Geometric distribution (type 1).

func Geometric1CDFAt ¶

func Geometric1CDFAt(ρ float64, k int64) float64

Geometric1CDFAt returns the value of CDF of the Geometric distribution (type 1) at k.

func Geometric1ExKurt ¶

func Geometric1ExKurt(ρ float64) float64

Geometric1ExKurt returns the excess kurtosis of the Geometric distribution (type 1).

func Geometric1LnPMF ¶

func Geometric1LnPMF(ρ float64) func(k int64) float64

Geometric1LnPMF returns the natural logarithm of the PMF of the Geometric distribution (type 1).

func Geometric1MGF ¶

func Geometric1MGF(ρ, t float64) float64

Geometric1MGF returns the moment-generating function of the Geometric distribution (type 1).

func Geometric1Mean ¶

func Geometric1Mean(ρ float64) float64

Geometric1Mean returns the mean of the Geometric distribution (type 1).

func Geometric1Mode ¶

func Geometric1Mode(ρ float64) float64

Geometric1Mode returns the mode of the Geometric distribution (type 1).

func Geometric1PMF ¶

func Geometric1PMF(ρ float64) func(k int64) float64

Geometric1PMF returns the PMF of the Geometric1 distribution.

func Geometric1PMFAt ¶

func Geometric1PMFAt(ρ float64, k int64) float64

Geometric1PMFAt returns the value of PMF of Geometric distribution (type 1) at k.

func Geometric1Skew ¶

func Geometric1Skew(ρ float64) float64

Geometric1Skew returns the skewness of the Geometric distribution (type 1).

func Geometric1Std ¶

func Geometric1Std(ρ float64) float64

Geometric1Std returns the standard deviation of the Geometric distribution (type 1).

func Geometric1Var ¶

func Geometric1Var(ρ float64) float64

Geometric1Var returns the variance of the Geometric distribution (type 1).

func GeometricCDF ¶

func GeometricCDF(ρ float64) func(k int64) float64

GeometricCDF returns the value of CDF of the Geometric distribution, at k.

func GeometricCDFAt ¶

func GeometricCDFAt(ρ float64, k int64) float64

GeometricCDFAt returns the value of CDF of the Geometric distribution, at x.

func GeometricExKurt ¶

func GeometricExKurt(ρ float64) float64

GeometricExKurt returns the excess kurtosis of the Geometric distribution.

func GeometricLnPMF ¶

func GeometricLnPMF(ρ float64) func(k int64) float64

GeometricLnPMF returns the natural logarithm of the PMF of the Geometric distribution.

func GeometricMGF ¶

func GeometricMGF(ρ, t float64) float64

GeometricMGF returns the moment-generating function of the Geometric distribution.

func GeometricMean ¶

func GeometricMean(ρ float64) float64

GeometricMean returns the mean of the Geometric distribution.

func GeometricMode ¶

func GeometricMode(ρ float64) float64

GeometricMode returns the mode of the Geometric distribution.

func GeometricPMF ¶

func GeometricPMF(ρ float64) func(k int64) float64

GeometricPMF returns the PMF of the Geometric distribution.

func GeometricPMFAt ¶

func GeometricPMFAt(ρ float64, k int64) float64

GeometricPMFAt returns the value of PMF of Geometric distribution at k.

func GeometricSkew ¶

func GeometricSkew(ρ float64) float64

GeometricSkew returns the skewness of the Geometric distribution.

func GeometricStd ¶

func GeometricStd(ρ float64) float64

GeometricStd returns the standard deviation of the Geometric distribution.

func GeometricVar ¶

func GeometricVar(ρ float64) float64

GeometricVar returns the variance of the Geometric distribution.

func HypergeometricApproxCDF ¶

func HypergeometricApproxCDF(nN, m, n int64) func(k int64) float64

HypergeometricApproxCDF returns the CDF of the Hypergeometric distribution approximated using Standard normal distribution.

func HypergeometricApproxCDFAt ¶

func HypergeometricApproxCDFAt(nN, m, n, k int64) float64

HypergeometricApproxCDFAt returns the value of CDF of the Hypergeometric distribution approximated using Standard normal distribution, at k.

func HypergeometricApproxPMF ¶

func HypergeometricApproxPMF(nN, m, n int64) func(k int64) float64

HypergeometricApproxPMF returns the PMF of the Hypergeometric distribution approximated using Standard normal distribution.

func HypergeometricApproxPMFAt ¶

func HypergeometricApproxPMFAt(nN, m, n, k int64) float64

HypergeometricApproxPMFAt returns the value of PMF of Hypergeometric distribution approximated using Standard normal distribution, at k.

func HypergeometricCDF ¶

func HypergeometricCDF(nN, m, n int64) func(k int64) float64

HypergeometricCDF returns the CDF of the Hypergeometric distribution.

func HypergeometricCDFAt ¶

func HypergeometricCDFAt(nN, m, n, k int64) float64

HypergeometricCDFAt returns the value of CDF of the Hypergeometric distribution, at k.

func HypergeometricExKurt ¶

func HypergeometricExKurt(nN, m, n int64) float64

HypergeometricExKurt returns the excess kurtosis of the Hypergeometric distribution.

func HypergeometricLnPMF ¶

func HypergeometricLnPMF(nN, m, n int64) func(k int64) float64

HypergeometricLnPMF returns the natural logarithm of the PMF of the Hypergeometric distribution.

func HypergeometricMean ¶

func HypergeometricMean(nN, m, n int64) float64

HypergeometricMean returns the mean of the Hypergeometric distribution.

func HypergeometricMode ¶

func HypergeometricMode(nN, m, n int64) float64

HypergeometricMode returns the mode of the Hypergeometric distribution.

func HypergeometricPMF ¶

func HypergeometricPMF(nN, m, n int64) func(k int64) float64

HypergeometricPMF returns the PMF of the Hypergeometric distribution.

func HypergeometricPMFAt ¶

func HypergeometricPMFAt(nN, m, n, k int64) float64

HypergeometricPMFAt returns the value of PMF of Hypergeometric distribution(μ, σ) at k.

func HypergeometricQtl ¶

func HypergeometricQtl(nN, m, n int64) func(p float64) float64

func HypergeometricQtlFor ¶

func HypergeometricQtlFor(nN, m, n int64, p float64) float64

HypergeometricQtlFor returns the inverse of the CDF (quantile) of the Hypergeometric distribution, for given probability.

func HypergeometricSkew ¶

func HypergeometricSkew(nN, m, n int64) float64

HypergeometricSkew returns the skewness of the Hypergeometric distribution.

func HypergeometricStd ¶

func HypergeometricStd(nN, m, n int64) float64

HypergeometricStd returns the standard deviation of the Hypergeometric distribution.

func HypergeometricVar ¶

func HypergeometricVar(nN, m, n int64) float64

HypergeometricVar returns the variance of the Hypergeometric distribution.

func InvGammaCDF ¶

func InvGammaCDF(α, β float64) func(x float64) float64

InvGammaCDF returns the CDF of the InvGamma distribution.

func InvGammaCDFAt ¶

func InvGammaCDFAt(α, β, x float64) float64

InvGammaCDFAt returns the value of CDF of the InvGamma distribution, at x.

func InvGammaExKurt ¶

func InvGammaExKurt(α, β float64) float64

InvGammaExKurt returns the excess kurtosis of the InvGamma distribution.

func InvGammaLnPDF ¶

func InvGammaLnPDF(α, β float64) func(x float64) float64

InvGammaLnPDF returns the natural logarithm of the PDF of the InvGamma distribution.

func InvGammaMean ¶

func InvGammaMean(α, β float64) float64

InvGammaMean returns the mean of the InvGamma distribution.

func InvGammaMode ¶

func InvGammaMode(α, β float64) float64

InvGammaMode returns the mode of the InvGamma distribution.

func InvGammaPDF ¶

func InvGammaPDF(α, β float64) func(x float64) float64

InvGammaPDF returns the PDF of the InvGamma distribution.

func InvGammaPDFAt ¶

func InvGammaPDFAt(α, β, x float64) float64

InvGammaPDFAt returns the value of PDF of InvGamma distribution at x.

func InvGammaQtl ¶

func InvGammaQtl(α, β float64) func(p float64) float64

InvGammaQtl returns the inverse of the CDF (quantile) of the InvGamma distribution.

func InvGammaQtlFor ¶

func InvGammaQtlFor(δ, γ, p float64) float64

InvGammaQtlFor returns the inverse of the CDF (quantile) of the InvGamma distribution, for given probability.

func InvGammaSkew ¶

func InvGammaSkew(α, β float64) (s float64)

InvGammaSkew returns the skewness of the InvGamma distribution.

func InvGammaStd ¶

func InvGammaStd(α, β float64) float64

InvGammaStd returns the standard deviation of the InvGamma distribution.

func InvGammaVar ¶

func InvGammaVar(α, β float64) float64

InvGammaVar returns the variance of the InvGamma distribution.

func InverseWishart ¶

func InverseWishart(n int, V *m.DenseMatrix) func() *m.DenseMatrix

InverseWishart returns the random number generator with Inverse-Wishart distribution.

func InverseWishartLnPDF ¶

func InverseWishartLnPDF(n int, Ψ *m.DenseMatrix) func(W *m.DenseMatrix) float64

InverseWishartLnPDF returns the natural logarithm of the PDF of the Inverse-Wishart distribution.

func InverseWishartNext ¶

func InverseWishartNext(n int, V *m.DenseMatrix) *m.DenseMatrix

InverseWishartNext returns random number drawn from the Inverse-Wishart distribution.

func InverseWishartPDF ¶

func InverseWishartPDF(n int, Ψ *m.DenseMatrix) func(B *m.DenseMatrix) float64

InverseWishartPDF returns the PDF of the Inverse-Wishart distribution.

func Levy ¶

func Levy(δ, γ float64) func() float64

Levy returns the random number generator with Lévy distribution.

func LevyCDF ¶

func LevyCDF(δ, γ float64) func(x float64) float64

LevyCDF returns the CDF of the Lévy distribution.

func LevyCDFAt ¶

func LevyCDFAt(δ, γ, x float64) float64

LevyCDFAt returns the value of CDF of the Lévy distribution, at x.

func LevyLnPDF ¶

func LevyLnPDF(δ, γ float64) func(x float64) float64

LevyLnPDF returns the natural logarithm of the PDF of the Lévy distribution.

func LevyMean ¶

func LevyMean(δ, γ float64) float64

LevyMean returns the mean of the Lévy distribution.

func LevyMedian ¶

func LevyMedian(δ, γ float64) float64

LevyMedian returns the median of the Lévy distribution.

func LevyMode ¶

func LevyMode(δ, γ float64) float64

LevyMode returns the mode of the Lévy distribution.

func LevyNext ¶

func LevyNext(δ, γ float64) float64

LevyNext returns random number drawn from the Lévy distribution.

func LevyPDF ¶

func LevyPDF(δ, γ float64) func(x float64) float64

LevyPDF returns the PDF of the Lévy distribution.

func LevyPDFAt ¶

func LevyPDFAt(δ, γ, x float64) float64

LevyPDFAt returns the value of PDF of Lévy distribution at x.

func LevyQtl ¶

func LevyQtl(δ, γ float64) func(p float64) float64

LevyQtl returns the inverse of the CDF (quantile) of the Lévy distribution.

func LevyQtlFor ¶

func LevyQtlFor(δ, γ, p float64) float64

LevyQtlFor returns the inverse of the CDF (quantile) of the Lévy distribution, for given probability.

func LevyStd ¶

func LevyStd(δ, γ float64) float64

LevyStd returns the standard deviation of the Lévy distribution.

func LevyVar ¶

func LevyVar(δ, γ float64) float64

LevyVar returns the variance of the Lévy distribution.

func LnPoissonCDFAn ¶

func LnPoissonCDFAn(λ float64) func(k int64) float64

LnPoissonCDFAn returns the natural logarithm of the CDF of the Poisson distribution. Analytic solution, less precision.

func LnRangePMF ¶

func LnRangePMF(n int64) func(i int64) float64

func LogChoice ¶

func LogChoice(lws []float64) func() int64

func LogChoiceNext ¶

func LogChoiceNext(lws []float64) int64

func LogNormal ¶

func LogNormal(μ, σ float64) func() float64

LogNormal returns the random number generator with LogNormal distribution.

func LogNormalCDF ¶

func LogNormalCDF(μ, σ float64) func(x float64) float64

LogNormalCDF returns the CDF of the LogNormal distribution.

func LogNormalCDFAt ¶

func LogNormalCDFAt(μ, σ, x float64) float64

LogNormalCDFAt returns the value of CDF of the LogNormal distribution, at x.

func LogNormalExKurt ¶

func LogNormalExKurt(μ, σ float64) float64

LogNormalExKurt returns the excess kurtosis of the LogNormal distribution.

func LogNormalMean ¶

func LogNormalMean(μ, σ float64) float64

LogNormalMean returns the mean of the LogNormal distribution.

func LogNormalMedian ¶

func LogNormalMedian(μ, σ float64) float64

LogNormalMedian returns the median of the LogNormal distribution.

func LogNormalMode ¶

func LogNormalMode(μ, σ float64) float64

LogNormalMode returns the mode of the LogNormal distribution.

func LogNormalNext ¶

func LogNormalNext(μ, σ float64) float64

LogNormalNext returns random number drawn from the LogNormal distribution.

func LogNormalPDF ¶

func LogNormalPDF(μ, σ float64) func(x float64) float64

LogNormalPDF returns the PDF of the LogNormal distribution.

func LogNormalPDFAt ¶

func LogNormalPDFAt(μ, σ, x float64) float64

LogNormalPDFAt returns the value of PDF of LogNormal distribution at x.

func LogNormalQtl ¶

func LogNormalQtl(μ, σ float64) func(p float64) float64

LogNormalQtl returns the inverse of the CDF (quantile) of the LogNormal distribution.

func LogNormalQtlFor ¶

func LogNormalQtlFor(μ, σ, p float64) float64

LogNormalQtlFor returns the inverse of the CDF (quantile) of the LogNormal distribution, for given probability.

func LogNormalSkew ¶

func LogNormalSkew(μ, σ float64) float64

LogNormalSkew returns the skewness of the LogNormal distribution.

func LogNormalStd ¶

func LogNormalStd(μ, σ float64) float64

LogNormalStd returns the standard deviation of the LogNormal distribution.

func LogNormalVar ¶

func LogNormalVar(μ, σ float64) float64

LogNormalVar returns the variance of the LogNormal distribution.

func Logistic ¶

func Logistic(μ, σ float64) func() float64

Logistic returns the random number generator with Logistic distribution.

func LogisticCDF ¶

func LogisticCDF(μ, σ float64) func(x float64) float64

LogisticCDF returns the CDF of the Logistic distribution.

func LogisticCDFAt ¶

func LogisticCDFAt(μ, σ, x float64) float64

LogisticCDFAt returns the value of CDF of the Logistic distribution, at x.

func LogisticExKurt ¶

func LogisticExKurt(μ, σ float64) float64

LogisticExKurt returns the excess kurtosis of the Logistic distribution.

func LogisticLnCDF ¶

func LogisticLnCDF(μ, σ float64) func(x float64) float64

LogisticLnCDF returns the CDF of the Logistic distribution.

func LogisticLnPDF ¶

func LogisticLnPDF(μ, σ float64) func(x float64) float64

LogisticLnPDF returns the natural logarithm of the PDF of the Logistic distribution.

func LogisticMGF ¶

func LogisticMGF(μ, σ, t float64) float64

LogisticMGF returns the moment-generating function of the Logistic distribution.

func LogisticMean ¶

func LogisticMean(μ, σ float64) float64

LogisticMean returns the mean of the Logistic distribution.

func LogisticMedian ¶

func LogisticMedian(μ, σ float64) float64

LogisticMedian returns the median of the Logistic distribution.

func LogisticMode ¶

func LogisticMode(μ, σ float64) float64

LogisticMode returns the mode of the Logistic distribution.

func LogisticNext ¶

func LogisticNext(μ, σ float64) float64

LogisticNext returns random number drawn from the Logistic distribution.

func LogisticPDF ¶

func LogisticPDF(μ, σ float64) func(x float64) float64

LogisticPDF returns the PDF of the Logistic distribution.

func LogisticPDFAt ¶

func LogisticPDFAt(μ, σ, x float64) float64

LogisticPDFAt returns the value of PDF of Logistic distribution at x.

func LogisticQtl ¶

func LogisticQtl(μ, σ float64) func(p float64) float64

LogisticQtl returns the inverse of the CDF (quantile) of the Logistic distribution.

func LogisticQtlFor ¶

func LogisticQtlFor(μ, σ, p float64) float64

LogisticQtlFor returns the inverse of the CDF (quantile) of the Logistic distribution, for given probability.

func LogisticSkew ¶

func LogisticSkew(μ, σ float64) float64

LogisticSkew returns the skewness of the Logistic distribution.

func LogisticStd ¶

func LogisticStd(μ, σ float64) float64

LogisticStd returns the standard deviation of the Logistic distribution.

func LogisticVar ¶

func LogisticVar(μ, σ float64) float64

LogisticVar returns the variance of the Logistic distribution.

func MVNormal ¶

func MVNormal(μ *DenseMatrix, Σ *DenseMatrix) func() *DenseMatrix

MVNormal returns the random number generator with Multivariate normal distribution.

func MVNormalMean ¶

func MVNormalMean(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix

MVNormalMean returns the mean of the Multivariate normal distribution.

func MVNormalMode ¶

func MVNormalMode(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix

MVNormalMode returns the mode of the Multivariate normal distribution.

func MVNormalNext ¶

func MVNormalNext(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix

MVNormalNext returns random number drawn from the Multivariate normal distribution.

func MVNormalPDF ¶

func MVNormalPDF(μ *DenseMatrix, Σ *DenseMatrix) func(x *DenseMatrix) float64

MVNormalPDF returns the PDF of the Multivariate normal distribution.

func MVNormalVar ¶

func MVNormalVar(μ *DenseMatrix, Σ *DenseMatrix) *DenseMatrix

MVNormalVar returns the variance of the Multivariate normal distribution.

func MatrixNormal ¶

func MatrixNormal(M, Omega, Sigma *mx.DenseMatrix) func() (X *mx.DenseMatrix)

func MatrixNormalLnPDF ¶

func MatrixNormalLnPDF(M, Omega, Sigma *mx.DenseMatrix) func(A *mx.DenseMatrix) float64

func MatrixNormalNext ¶

func MatrixNormalNext(M, Omega, Sigma *mx.DenseMatrix) (X *mx.DenseMatrix)

func MatrixNormalPDF ¶

func MatrixNormalPDF(M, Omega, Sigma *mx.DenseMatrix) func(A *mx.DenseMatrix) float64

M is the mean, Omega is the row covariance, Sigma is the column covariance.

func MatrixT ¶

func MatrixT(M, Omega, Sigma *mx.DenseMatrix, n int) func() (T *mx.DenseMatrix)

func MatrixTLnPDF ¶

func MatrixTLnPDF(M, Omega, Sigma *mx.DenseMatrix, n int) func(T *mx.DenseMatrix) (ll float64)

func MatrixTNext ¶

func MatrixTNext(M, Omega, Sigma *mx.DenseMatrix, n int) (T *mx.DenseMatrix)

func MatrixTPDF ¶

func MatrixTPDF(M, Omega, Sigma *mx.DenseMatrix, n int) func(T *mx.DenseMatrix) (l float64)

func Multinomial ¶

func Multinomial(θ []float64, n int64) func() []int64

Multinomial returns the random number generator with Multinomial distribution.

func MultinomialLnPMF ¶

func MultinomialLnPMF(θ []float64, n int64) func(x []int64) float64

MultinomialLnPMF returns the natural logarithm of the PMF of the Multinomial distribution.

func MultinomialMGF ¶

func MultinomialMGF(θ []float64, n int64, t []float64) float64

MultinomialMGF returns the moment-generating function of the Multinomial distribution.

func MultinomialMean ¶

func MultinomialMean(θ []float64, n int64) []float64

MultinomialMean returns the mean of the Multinomial distribution.

func MultinomialNext ¶

func MultinomialNext(θ []float64, n int64) []int64

MultinomialNext returns random number drawn from the Multinomial distribution.

func MultinomialPGF ¶

func MultinomialPGF(θ []float64, n int64, z []float64) float64

MultinomialPGF returns the probability-generating function of the Multinomial distribution.

func MultinomialPMF ¶

func MultinomialPMF(θ []float64, n int64) func(x []int64) float64

MultinomialPMF returns the PMF of the Multinomial distribution.

func MultinomialPMFAt ¶

func MultinomialPMFAt(θ []float64, n int64, x []int64) float64

MultinomialPMFAt returns the value of PMF of Multinomial distribution(μ, σ) at k.

func MultinomialStd ¶

func MultinomialStd(θ []float64, n int64) []float64

MultinomialStd returns the standard deviation of the Multinomial distribution.

func MultinomialVar ¶

func MultinomialVar(θ []float64, n int64) []float64

MultinomialVar returns the variance of the Multinomial distribution.

func NegBinomial ¶

func NegBinomial(ρ float64, r int64) func() int64

NegBinomial returns the random number generator with Negative binomial distribution.

func NegBinomialCDF ¶

func NegBinomialCDF(ρ float64, r int64) func(k int64) float64

NegBinomialCDF returns the CDF of the Negative binomial distribution.

func NegBinomialCDFAt ¶

func NegBinomialCDFAt(ρ float64, r, k int64) float64

NegBinomialCDFAt returns the value of CDF of the Negative binomial distribution at k.

func NegBinomialExKurt ¶

func NegBinomialExKurt(ρ float64, r int64) float64

NegBinomialExKurt returns the excess kurtosis of the Negative binomial distribution.

func NegBinomialLnPMF ¶

func NegBinomialLnPMF(ρ float64, r int64) func(i int64) float64

NegBinomialLnPMF returns the natural logarithm of the PMF of the Negative binomial distribution.

func NegBinomialMGF ¶

func NegBinomialMGF(ρ float64, r int64, t float64) float64

NegBinomialMGF returns the moment-generating function of the Negative binomial distribution.

func NegBinomialMean ¶

func NegBinomialMean(ρ float64, r int64) float64

NegBinomialMean returns the mean of the Negative binomial distribution.

func NegBinomialMode ¶

func NegBinomialMode(ρ float64, r int64) float64

NegBinomialMode returns the mode of the Negative binomial distribution.

func NegBinomialNext ¶

func NegBinomialNext(ρ float64, r int64) int64

NegBinomialNext returns random number drawn from the Negative binomial distribution.

func NegBinomialPGF ¶

func NegBinomialPGF(ρ float64, r int64, z float64) float64

NegBinomialPGF returns the probability-generating function of the Negative binomial distribution.

func NegBinomialPMF ¶

func NegBinomialPMF(ρ float64, r int64) func(k int64) float64

NegBinomialPMF returns the PMF of the Negative binomial distribution.

func NegBinomialPMFAt ¶

func NegBinomialPMFAt(ρ float64, r, k int64) float64

NegBinomialPMFAt returns the value of PMF of Negative binomial distribution at k.

func NegBinomialQtl ¶

func NegBinomialQtl(ρ float64, r int64) func(p float64) int64

NegBinomialQtl returns the inverse of the CDF (qquantile) of the Negative binomial distribution.

func NegBinomialQtlFor ¶

func NegBinomialQtlFor(ρ float64, r int64, p float64) int64

NegBinomialQtlFor returns the inverse of the CDF (quantile) of the Negative binomial distribution, for given probability.

func NegBinomialSkew ¶

func NegBinomialSkew(ρ float64, r int64) float64

NegBinomialSkew returns the skewness of the Negative binomial distribution.

func NegBinomialStd ¶

func NegBinomialStd(ρ float64, r int64) float64

NegBinomialStd returns the standard deviation of the Negative binomial distribution.

func NegBinomialVar ¶

func NegBinomialVar(ρ float64, r int64) float64

NegBinomialVar returns the variance of the Negative binomial distribution.

func Normal ¶

func Normal(μ, σ float64) func() float64

Normal returns the random number generator with Normal distribution.

func NormalCDF ¶

func NormalCDF(μ, σ float64) func(x float64) float64

NormalCDF returns the CDF of the Normal distribution.

func NormalCDFAt ¶

func NormalCDFAt(μ, σ, x float64) float64

NormalCDFAt returns the value of CDF of the Normal distribution, at x.

func NormalExKurt ¶

func NormalExKurt(μ, σ float64) float64

NormalExKurt returns the excess kurtosis of the Normal distribution.

func NormalLnPDF ¶

func NormalLnPDF(μ, σ float64) func(x float64) float64

NormalLnPDF returns the natural logarithm of the PDF of the Normal distribution.

func NormalMGF ¶

func NormalMGF(μ, σ, t float64) float64

NormalMGF returns the moment-generating function of the Normal distribution.

func NormalMean ¶

func NormalMean(μ, σ float64) float64

NormalMean returns the mean of the Normal distribution.

func NormalMedian ¶

func NormalMedian(μ, σ float64) float64

NormalMedian returns the median of the Normal distribution.

func NormalMode ¶

func NormalMode(μ, σ float64) float64

NormalMode returns the mode of the Normal distribution.

func NormalNext ¶

func NormalNext(μ, σ float64) float64

NormalNext returns random number drawn from the Normal distribution.

func NormalPDF ¶

func NormalPDF(μ, σ float64) func(x float64) float64

NormalPDF returns the PDF of the Normal distribution.

func NormalPDFAt ¶

func NormalPDFAt(μ, σ, x float64) float64

NormalPDFAt returns the value of PDF of Normal distribution at x.

func NormalQtl ¶

func NormalQtl(μ, σ float64) func(p float64) float64

NormalQtl returns the inverse of the CDF (quantile) of the Normal distribution.

func NormalQtlFor ¶

func NormalQtlFor(μ, σ, p float64) float64

NormalQtlFor returns the inverse of the CDF (quantile) of the Normal distribution, for given probability.

func NormalSkew ¶

func NormalSkew(μ, σ float64) float64

NormalSkew returns the skewness of the Normal distribution.

func NormalStd ¶

func NormalStd(μ, σ float64) float64

NormalStd returns the standard deviation of the Normal distribution.

func NormalVar ¶

func NormalVar(μ, σ float64) float64

NormalVar returns the variance of the Normal distribution.

func Pareto ¶

func Pareto(θ, α float64) func() float64

Pareto returns the random number generator with Planck distribution.

func ParetoCDF ¶

func ParetoCDF(θ, α float64) func(x float64) float64

ParetoCDF returns the CDF of the Pareto Type I distribution.

func ParetoCDFAt ¶

func ParetoCDFAt(θ, α, x float64) float64

ParetoCDFAt returns the value of CDF of the Pareto Type I distribution, at x.

func ParetoChkParams ¶

func ParetoChkParams(θ, α float64) bool

ParetoChkParams checks parameters of the Pareto Type I distribution.

func ParetoChkSupport ¶

func ParetoChkSupport(x float64) bool

ParetoChkSupport checks support of the Pareto Type I distribution.

func ParetoExKurt ¶

func ParetoExKurt(θ, α float64) float64

ParetoExKurt returns the excess kurtosis of the Pareto Type I distribution.

func ParetoGCDF ¶

func ParetoGCDF(shape1, shape2, scale float64) func(x float64) float64

ParetoGCDF returns the CDF of the Generalized Pareto distribution.

func ParetoGCDFAt ¶

func ParetoGCDFAt(shape1, shape2, scale, x float64) float64

ParetoGCDFAt returns the value of CDF of the Generalized Pareto distribution, at x.

func ParetoGExKurt ¶

func ParetoGExKurt(shape1, shape2, scale float64) float64

ParetoGExKurt returns the excess kurtosis of the Generalized Pareto distribution.

func ParetoGMean ¶

func ParetoGMean(shape1, shape2, scale float64) float64

ParetoGMean returns the mean of the Generalized Pareto distribution.

func ParetoGMoment ¶

func ParetoGMoment(shape1, shape2, scale float64, order int) (x float64)

ParetoGMoment returns the n-th moment of the Generalized Pareto distribution.

func ParetoGNext ¶

func ParetoGNext(shape1, shape2, scale float64) float64

ParetoGQtlFor returns the inverse of the CDF (quantile) of the Generalized Pareto distribution, for given probability.

func ParetoGPDF ¶

func ParetoGPDF(shape1, shape2, scale float64) func(x float64) (p float64)

ParetoGPDF returns the PDF of the Generalized Pareto distribution.

func ParetoGPDFAt ¶

func ParetoGPDFAt(shape1, shape2, scale, x float64) float64

ParetoGPDFAt returns the value of PDF of Generalized Pareto distribution at x.

func ParetoGQtl ¶

func ParetoGQtl(shape1, shape2, scale float64) func(p float64) float64

ParetoGQtl returns the inverse of the CDF (quantile) of the Generalized Pareto distribution.

func ParetoGSkew ¶

func ParetoGSkew(shape1, shape2, scale float64) float64

ParetoGSkew returns the skewness of the Generalized Pareto distribution.

func ParetoGVar ¶

func ParetoGVar(shape1, shape2, scale float64) float64

ParetoGVar returns the variance of the Generalized Pareto distribution.

func ParetoII ¶

func ParetoII(θ, α float64) func() float64

ParetoII returns the random number generator with Pareto Type II distribution.

func ParetoIICDF ¶

func ParetoIICDF(θ, α float64) func(x float64) float64

ParetoIICDF returns the CDF of the Pareto Type II distribution.

func ParetoIICDFAt ¶

func ParetoIICDFAt(θ, α, q, x float64) float64

ParetoIICDFAt returns the value of CDF of the Pareto Type II distribution, at x.

func ParetoIIChkParams ¶

func ParetoIIChkParams(θ, α float64) bool

ParetoIIChkParams checks parameters of the ParetoII distribution.

func ParetoIIChkSupport ¶

func ParetoIIChkSupport(x float64) bool

ParetoIIChkSupport checks support of the ParetoII distribution.

func ParetoIIExKurt ¶

func ParetoIIExKurt(θ, α float64) float64

ParetoIIExKurt returns the excess kurtosis of the Pareto Type II distribution.

func ParetoIIMean ¶

func ParetoIIMean(θ, α float64) float64

ParetoIIMean returns the mean of the Pareto Type II distribution.

func ParetoIIMoment ¶

func ParetoIIMoment(θ, α float64, order int) float64

ParetoIIMoment returns the n-th moment of the Pareto Type II distribution.

func ParetoIINext ¶

func ParetoIINext(θ, α float64) float64

ParetoIINext returns random number drawn from the Pareto Type II distribution.

func ParetoIIPDF ¶

func ParetoIIPDF(θ, α float64) func(x float64) float64

ParetoIIPDF returns the PDF of the ParetoII distribution.

func ParetoIIPDFAt ¶

func ParetoIIPDFAt(θ, α, x float64) float64

ParetoIIPDFAt returns the value of PDF of Pareto Type II distribution at x.

func ParetoIIQtl ¶

func ParetoIIQtl(θ, α float64) func(p float64) float64

ParetoIIQtl returns the inverse of the CDF (quantile) of the Pareto Type II distribution.

func ParetoIIQtlFor ¶

func ParetoIIQtlFor(θ, α, p float64) float64

ParetoIIQtlFor returns the inverse of the CDF (quantile) of the Pareto Type II distribution, for given probability.

func ParetoIISkew ¶

func ParetoIISkew(θ, α float64) float64

ParetoIISkew returns the skewness of the Pareto Type II distribution.

func ParetoIIVar ¶

func ParetoIIVar(θ, α float64) float64

ParetoIIVar returns the variance of the Pareto Type II distribution.

func ParetoMGF ¶

func ParetoMGF(θ, α, t float64) float64

ParetoMGF returns the moment-generating function of the Pareto Type I distribution.

func ParetoMean ¶

func ParetoMean(θ, α float64) float64

ParetoMean returns the mean of the Pareto Type I distribution.

func ParetoMedian ¶

func ParetoMedian(θ, α float64) float64

ParetoMedian returns the median of the Pareto Type I distribution.

func ParetoMode ¶

func ParetoMode(θ, α float64) float64

ParetoMode returns the mode of the Pareto Type I distribution.

func ParetoNext ¶

func ParetoNext(θ, α float64) (x float64)

ParetoNext returns random number drawn from the Pareto distribution.

func ParetoPDF ¶

func ParetoPDF(θ, α float64) func(x float64) float64

ParetoPDF returns the PDF of the Pareto Type I distribution.

func ParetoPDFAt ¶

func ParetoPDFAt(θ, α, x float64) float64

ParetoPDFAt returns the value of PDF of Pareto Type I distribution at x.

func ParetoQtl ¶

func ParetoQtl(θ, α float64) func(p float64) float64

ParetoQtl returns the inverse of the CDF (quantile) of the Pareto Type I distribution.

func ParetoQtlFor ¶

func ParetoQtlFor(θ, α, p float64) float64

ParetoQtlFor returns the inverse of the CDF (quantile) of the Pareto Type I distribution, for given probability.

func ParetoSing ¶

func ParetoSing(α, μ float64) func() float64

ParetoSing returns the random number generator with Single-parameter Pareto distribution.

func ParetoSingCDF ¶

func ParetoSingCDF(α, μ float64) func(x float64) float64

ParetoSingCDF returns the CDF of the Single-parameter Pareto distribution.

func ParetoSingCDFAt ¶

func ParetoSingCDFAt(α, μ, x float64) float64

ParetoSingCDFAt returns the value of CDF of the Single-parameter Pareto distribution, at x.

func ParetoSingChkParams ¶

func ParetoSingChkParams(α, μ float64) bool

ParetoSingChkParams checks parameters of the Single-parameter Pareto distribution.

func ParetoSingChkSupport ¶

func ParetoSingChkSupport(x, μ float64) bool

ParetoSingChkSupport checks support of the Single-parameter Pareto distribution.

func ParetoSingExKurt ¶

func ParetoSingExKurt(α, μ float64) float64

ParetoSingExKurt returns the excess kurtosis of the Single-parameter Pareto distribution.

func ParetoSingMean ¶

func ParetoSingMean(α, μ float64) float64

ParetoSingMean returns the mean of the Single-parameter Pareto distribution.

func ParetoSingMoment ¶

func ParetoSingMoment(α, μ float64, order int) float64

ParetoSingMoment returns the n-th moment of the Single-parameter Pareto distribution.

func ParetoSingNext ¶

func ParetoSingNext(α, μ float64) float64

ParetoSingNext returns random number drawn from the Single-parameter Pareto distribution.

func ParetoSingPDF ¶

func ParetoSingPDF(α, μ float64) func(x float64) float64

ParetoSingPDF returns the PDF of the Single-parameter Pareto distribution.

func ParetoSingPDFAt ¶

func ParetoSingPDFAt(α, μ, x float64) float64

ParetoSingPDFAt returns the value of PDF of Single-parameter Pareto distribution at x.

func ParetoSingQtl ¶

func ParetoSingQtl(α, μ float64) func(p float64) float64

ParetoSingQtl returns the inverse of the CDF (quantile) of the Single-parameter Pareto distribution.

func ParetoSingQtlFor ¶

func ParetoSingQtlFor(α, μ, p float64) float64

ParetoSingQtlFor returns the inverse of the CDF (quantile) of the Single-parameter Pareto distribution, for given probability.

func ParetoSingSkew ¶

func ParetoSingSkew(α, μ float64) float64

ParetoSingSkew returns the skewness of the Single-parameter Pareto distribution.

func ParetoSingVar ¶

func ParetoSingVar(α, μ float64) float64

ParetoSingVar returns the variance of the Single-parameter Pareto distribution.

func ParetoSkew ¶

func ParetoSkew(θ, α float64) float64

ParetoSkew returns the skewness of the Pareto Type I distribution.

func ParetoStd ¶

func ParetoStd(θ, α float64) float64

ParetoStd returns the standard deviation of the Pareto Type I distribution.

func ParetoTap ¶

func ParetoTap(θ, α, taper float64) func() float64

ParetoTap returns the random number generator with Tapered Pareto distribution.

func ParetoTapCDF ¶

func ParetoTapCDF(θ, α, taper float64) func(x float64) float64

ParetoTapCDF returns the CDF of the Tapered Pareto distribution.

func ParetoTapCDFAt ¶

func ParetoTapCDFAt(θ, α, taper, x float64) float64

ParetoTapCDFAt returns the value of CDF of the Tapered Pareto distribution, at x.

func ParetoTapChkParams ¶

func ParetoTapChkParams(θ, α, taper float64) bool

ParetoTapChkParams checks parameters of the Tapered Pareto distribution.

func ParetoTapChkSupport ¶

func ParetoTapChkSupport(x float64) bool

ParetoTapChkSupport checks support of the Tapered Pareto distribution.

func ParetoTapNext ¶

func ParetoTapNext(θ, α, taper float64) float64

ParetoTapNext returns random number drawn from the Tapered Pareto distribution.

func ParetoTapPDF ¶

func ParetoTapPDF(θ, α, taper float64) func(x float64) float64

ParetoTapPDF returns the PDF of the Tapered Pareto distribution.

func ParetoTapPDFAt ¶

func ParetoTapPDFAt(θ, α, taper, x float64) float64

ParetoTapPDFAt returns the value of PDF of Tapered Pareto distribution at x.

func ParetoTapQtl ¶

func ParetoTapQtl(θ, α, taper float64) func(p float64) float64

ParetoTapQtl returns the inverse of the CDF (quantile) of the Tapered Pareto distribution.

func ParetoTapQtlFor ¶

func ParetoTapQtlFor(θ, α, taper, p float64) float64

ParetoTapQtlFor returns the inverse of the CDF (quantile) of the Tapered Pareto distribution, for given probability.

func ParetoVar ¶

func ParetoVar(θ, α float64) float64

ParetoVar returns the variance of the Pareto Type I distribution.

func Planck ¶

func Planck(a, b float64) func() float64

Planck returns the random number generator with Planck distribution.

func PlanckNext ¶

func PlanckNext(a, b float64) (x float64)

PlanckNext returns random number drawn from the Planck distribution. Devroye 1986: 552. Devroye, L. 1986: Non-Uniform Random Variate Generation. Springer-Verlag, New York. ISBN 0-387-96305-7.

func PlanckPDF ¶

func PlanckPDF(a, b float64) func(x float64) float64

PlanckPDF returns the PDF of the Planck distribution.

func Poisson ¶

func Poisson(λ float64) func() int64

Poisson returns the random number generator with Poisson distribution.

func PoissonCDF ¶

func PoissonCDF(λ float64) func(k int64) float64

PoissonCDF returns the CDF of the Poisson distribution.

func PoissonCDFAn ¶

func PoissonCDFAn(λ float64) func(k int64) float64

PoissonCDFAn returns the CDF of the Poisson distribution. Analytic solution, less precision.

func PoissonCDFAt ¶

func PoissonCDFAt(λ float64, k int64) float64

PoissonCDFAt returns the value of CDF of the Poisson distribution, at x.

func PoissonExKurt ¶

func PoissonExKurt(λ float64, k int64) float64

PoissonExKurt returns the excess kurtosis of the Poisson distribution.

func PoissonLnPMF ¶

func PoissonLnPMF(λ float64) func(k int64) float64

PoissonLnPMF returns the natural logarithm of the PMF of the Poisson distribution.

func PoissonMean ¶

func PoissonMean(λ float64, k int64) float64

PoissonMean returns the mean of the Poisson distribution.

func PoissonMedian ¶

func PoissonMedian(λ float64, k int64) float64

PoissonMedian returns the median of the Poisson distribution. Approximation.

func PoissonMode ¶

func PoissonMode(λ float64, k int64) float64

PoissonMode returns the mode of the Poisson distribution.

func PoissonNext ¶

func PoissonNext(λ float64) int64

PoissonNext returns random number drawn from the Poisson distribution.

func PoissonNext2 ¶

func PoissonNext2(λ float64) int64

PoissonNext2 returns random number drawn from the Poisson distribution (old version).

func PoissonPMF ¶

func PoissonPMF(λ float64) func(k int64) float64

PoissonPMF returns the PMF of the Poisson distribution.

func PoissonPMFAt ¶

func PoissonPMFAt(λ float64, k int64) float64

PoissonPMFAt returns the value of PMF of Poisson distribution at k.

func PoissonSkew ¶

func PoissonSkew(λ float64, k int64) float64

PoissonSkew returns the skewness of the Poisson distribution.

func PoissonVar ¶

func PoissonVar(λ float64, k int64) float64

PoissonVar returns the variance of the Poisson distribution.

func PolyaCDF ¶

func PolyaCDF(ρ, r float64) func(k int64) float64

PolyaCDF returns the CDF of the Pólya distribution.

func PolyaCDFAt ¶

func PolyaCDFAt(ρ, r float64, k int64) float64

PolyaCDFAt returns the value of CDF of the Pólya distribution, at k.

func PolyaExKurt ¶

func PolyaExKurt(ρ, r float64) float64

PolyaExKurt returns the excess kurtosis of the Pólya distribution.

func PolyaMGF ¶

func PolyaMGF(ρ, r float64, t float64) float64

PolyaMGF returns the moment-generating function of the Pólya distribution.

func PolyaMean ¶

func PolyaMean(ρ, r float64) float64

PolyaMean returns the mean of the Pólya distribution.

func PolyaMode ¶

func PolyaMode(ρ, r float64) float64

PolyaMode returns the mode of the Pólya distribution.

func PolyaPGF ¶

func PolyaPGF(ρ, r float64, z float64) float64

PolyaPGF returns the probability-generating function of the Pólya distribution.

func PolyaPMF ¶

func PolyaPMF(ρ, r float64) func(k int64) float64

PolyaPMF returns the PMF of the Pólya distribution.

func PolyaPMFAt ¶

func PolyaPMFAt(ρ, r float64, k int64) float64

PolyaPMFAt returns the value of PMF of Pólya distribution at k.

func PolyaQtl ¶

func PolyaQtl(ρ, r float64) func(p float64) int64

PolyaQtl returns the inverse of the CDF (quantile) of the Pólya distribution.

func PolyaQtlFor ¶

func PolyaQtlFor(ρ, r float64, p float64) int64

PolyaQtlFor returns the inverse of the CDF (quantile) of the Pólya distribution, for given probability.

func PolyaSkew ¶

func PolyaSkew(ρ, r float64) float64

PolyaSkew returns the skewness of the Pólya distribution.

func PolyaStd ¶

func PolyaStd(ρ, r float64) float64

PolyaStd returns the standard deviation of the Pólya distribution.

func PolyaVar ¶

func PolyaVar(ρ, r float64) float64

PolyaVar returns the variance of the Pólya distribution.

func Range ¶

func Range(n int64) func() int64

func RangeNext ¶

func RangeNext(n int64) int64

func RangePMF ¶

func RangePMF(n int64) func(i int64) float64

func RejectionSample ¶

func RejectionSample(targetDensity func(float64) float64, sourceDensity func(float64) float64, source func() float64, K float64) float64

func Shuffle ¶

func Shuffle(x []interface{})

func ShuffleFloat64 ¶

func ShuffleFloat64(x []float64)

func ShuffleInt64 ¶

func ShuffleInt64(x []int64)

func StudentsT ¶

func StudentsT(ν float64) func() float64

StudentsT returns the random number generator with Student's t distribution.

func StudentsTCDF ¶

func StudentsTCDF(ν float64) func(x float64) float64

StudentsTCDF returns the CDF of the Student's t distribution.

func StudentsTCDFAt ¶

func StudentsTCDFAt(ν, x float64) float64

StudentsTCDFAt returns the value of CDF of the Student's t distribution, at x.

func StudentsTExKurt ¶

func StudentsTExKurt(ν float64) float64

StudentsTExKurt returns the excess kurtosis of the StudentsT Type I distribution.

func StudentsTLnPDF ¶

func StudentsTLnPDF(ν float64) func(x float64) float64

StudentsTLnPDF returns the natural logarithm of the PDF of the Student's t distribution.

func StudentsTMean ¶

func StudentsTMean(ν float64) float64

StudentsTMean returns the mean of the StudentsT Type I distribution.

func StudentsTMedian ¶

func StudentsTMedian(ν float64) float64

StudentsTMedian returns the median of the StudentsT Type I distribution.

func StudentsTMode ¶

func StudentsTMode(ν float64) float64

StudentsTMode returns the mode of the StudentsT Type I distribution.

func StudentsTNext ¶

func StudentsTNext(ν float64) float64

StudentsTNext returns random number drawn from the Student's t distribution.

func StudentsTPDF ¶

func StudentsTPDF(ν float64) func(x float64) float64

StudentsTPDF returns the PDF of the Student's t distribution.

func StudentsTQtl ¶

func StudentsTQtl(ν float64) func(p float64) float64

StudentsTQtl returns the inverse of the CDF (quantile) of the Student's t distribution.

func StudentsTQtlFor ¶

func StudentsTQtlFor(ν, p float64) float64

StudentsTQtlFor returns the inverse of the CDF (quantile) of the Student's t distribution, for given probability.

func StudentsTSkew ¶

func StudentsTSkew(ν float64) float64

StudentsTSkew returns the skewness of the StudentsT Type I distribution.

func StudentsTStd ¶

func StudentsTStd(ν float64) float64

StudentsTStd returns the standard deviation of the StudentsT Type I distribution.

func StudentsTVar ¶

func StudentsTVar(ν float64) float64

StudentsTVar returns the variance of the StudentsT Type I distribution.

func Uniform ¶

func Uniform(a, b float64) func() float64

Uniform returns the random number generator with Uniform distribution.

func UniformCDF ¶

func UniformCDF(a, b float64) func(x float64) float64

UniformCDF returns the CDF of the Uniform distribution.

func UniformCDFAt ¶

func UniformCDFAt(a, b, x float64) float64

UniformCDFAt returns the value of CDF of the Uniform distribution, at x.

func UniformExKurt ¶

func UniformExKurt(a, b float64) float64

UniformExKurt returns the excess kurtosis of the Uniform distribution.

func UniformLnPDF ¶

func UniformLnPDF(a, b float64) func(x float64) float64

UniformLnPDF returns the natural logarithm of the PDF of the Uniform distribution.

func UniformMGF ¶

func UniformMGF(a, b, t float64) float64

UniformMGF returns the moment-generating function of the Uniform distribution.

func UniformMean ¶

func UniformMean(a, b float64) float64

UniformMean returns the mean of the Uniform distribution.

func UniformMedian ¶

func UniformMedian(a, b float64) float64

UniformMedian returns the median of the Uniform distribution.

func UniformNext ¶

func UniformNext(a, b float64) float64

UniformNext returns random number drawn from the Uniform distribution.

func UniformPDF ¶

func UniformPDF(a, b float64) func(x float64) float64

UniformPDF returns the PDF of the Uniform distribution.

func UniformPDFAt ¶

func UniformPDFAt(a, b, x float64) float64

UniformPDFAt returns the value of PDF of Uniform distribution at x.

func UniformReparamMeanStd ¶

func UniformReparamMeanStd(mean, std float64) (a, b float64)

UniformReparamMeanStd returns the parameters a, b of the Uniform distribution calculated from mean and standard deviation. To be used to reparametrize the Uniform distribution.

func UniformSkew ¶

func UniformSkew(a, b float64) (s float64)

UniformSkew returns the skewness of the Uniform distribution.

func UniformStd ¶

func UniformStd(a, b float64) float64

UniformStd returns the standard deviation of the Uniform distribution.

func UniformVar ¶

func UniformVar(a, b float64) float64

UniformVar returns the variance of the Uniform distribution.

func Wishart ¶

func Wishart(n int, V *m.DenseMatrix) func() *m.DenseMatrix

Wishart returns the random number generator with Wishart distribution.

func WishartLnPDF ¶

func WishartLnPDF(n int, V *m.DenseMatrix) func(W *m.DenseMatrix) float64

WishartLnPDF returns the natural logarithm of the PDF of the Wishart distribution.

func WishartNext ¶

func WishartNext(n int, V *m.DenseMatrix) *m.DenseMatrix

WishartNext returns random number drawn from the Wishart distribution.

func WishartPDF ¶

func WishartPDF(n int, V *m.DenseMatrix) func(W *m.DenseMatrix) float64

WishartPDF returns the PDF of the Wishart distribution.

func Yule ¶

func Yule(a float64) func() int64

Yule returns the random number generator with Yule–Simon distribution.

func YuleCDF ¶

func YuleCDF(a float64) func(k int64) float64

YuleCDF returns the CDF of the Yule–Simon distribution.

func YuleCDFAt ¶

func YuleCDFAt(a float64, k int64) float64

YuleCDFAt returns the value of CDF of the Yule–Simon distribution, at x.

func YuleExKurt ¶

func YuleExKurt(a float64) float64

YuleExKurt returns the excess kurtosis of the Yule–Simon distribution.

func YuleMean ¶

func YuleMean(a float64) float64

YuleMean returns the mean of the Yule–Simon distribution.

func YuleMode ¶

func YuleMode(a float64) float64

YuleMode returns the mode of the Yule–Simon distribution.

func YuleNext ¶

func YuleNext(a float64) (k int64)

YuleNext returns random number drawn from the Yule–Simon distribution.

func YulePMF ¶

func YulePMF(a float64) func(k int64) float64

YulePMF returns the PMF of the Yule–Simon distribution.

func YulePMFAt ¶

func YulePMFAt(a float64, k int64) float64

YulePMFAt returns the value of PMF of Yule–Simon distribution at k.

func YuleSkew ¶

func YuleSkew(a float64) float64

YuleSkew returns the skewness of the Yule–Simon distribution.

func YuleStd ¶

func YuleStd(a float64) float64

YuleStd returns the standard deviation of the Yule–Simon distribution.

func YuleVar ¶

func YuleVar(a float64) float64

YuleVar returns the variance of the Yule–Simon distribution.

func ZCDF ¶

func ZCDF() func(float64) float64

ZCDF returns the CDF of the Standard Normal distribution.

func ZCDFAt ¶

func ZCDFAt(x float64) float64

ZCDFAt returns the value of CDF of the Standard Normal distribution, at x.

func ZPDF ¶

func ZPDF() func(float64) float64

ZPDF returns the PDF of the Standard Normal distribution.

func ZPDFAt ¶

func ZPDFAt(x float64) float64

ZPDFAt returns the value of PDF of Standard Normal distribution at x.

func ZQtl ¶

func ZQtl() func(p float64) float64

ZQtl returns the inverse of the CDF (quantile) of the Standard Normal distribution.

func ZQtlFor ¶

func ZQtlFor(p float64) float64

ZQtlFor returns the inverse of the CDF (quantile) of the Standard Normal distribution, for given probability.

func Zeta ¶

func Zeta(s float64) func() int64

Zeta returns the random number generator with Zeta distribution.

func ZetaCDF ¶

func ZetaCDF(s float64) func(k int64) float64

ZetaCDF returns the CDF of the Zeta distribution.

func ZetaCDFAt ¶

func ZetaCDFAt(s float64, k int64) float64

ZetaCDFAt returns the value of CDF of the Zeta distribution, at x.

func ZetaMean ¶

func ZetaMean(s float64) float64

ZetaMean returns the mean of the Zeta distribution.

func ZetaMode ¶

func ZetaMode() float64

ZetaMode returns the mode of the Zeta distribution.

func ZetaNext ¶

func ZetaNext(s float64) (k int64)

ZetaNext returns random number drawn from the Zeta distribution.

func ZetaPMF ¶

func ZetaPMF(s float64) func(k int64) float64

ZetaPMF returns the PMF of the Zeta distribution.

func ZetaPMFAt ¶

func ZetaPMFAt(s float64, k int64) float64

ZetaPMFAt returns the value of PMF of Zeta distribution at k.

func ZetaVar ¶

func ZetaVar(s float64) float64

ZetaVar returns the variance of the Zeta distribution.

func ZipfMandelbrot ¶

func ZipfMandelbrot(n int64, q, s float64) func() int64

ZipfMandelbrot returns the random number generator with Zipf-Mandelbrot distribution.

func ZipfMandelbrotCDF ¶

func ZipfMandelbrotCDF(n int64, q, s float64) func(k int64) float64

ZipfMandelbrotCDF returns the CDF of the Zipf-Mandelbrot distribution.

func ZipfMandelbrotCDFAt ¶

func ZipfMandelbrotCDFAt(n int64, q, s float64, k int64) float64

ZipfMandelbrotCDFAt returns the value of CDF of the Zipf-Mandelbrot distribution, at x.

func ZipfMandelbrotChkParams ¶

func ZipfMandelbrotChkParams(n int64, q, s float64) bool

ZipfMandelbrotChkParams checks parameters of the Zipf-Mandelbrot distribution.

func ZipfMandelbrotMean ¶

func ZipfMandelbrotMean(n int64, q, s float64) float64

ZipfMandelbrotMean returns the mean of the Zipf-Mandelbrot distribution.

func ZipfMandelbrotNext ¶

func ZipfMandelbrotNext(n int64, q, s float64) (k int64)

ZipfMandelbrotNext returns random number drawn from the Zipf-Mandelbrot distribution.

func ZipfMandelbrotPMF ¶

func ZipfMandelbrotPMF(n int64, q, s float64) func(k int64) float64

ZipfMandelbrotPMF returns the PMF of the Zipf-Mandelbrot distribution.

func ZipfMandelbrotPMFAt ¶

func ZipfMandelbrotPMFAt(n int64, q, s float64, k int64) float64

ZipfMandelbrotPMFAt returns the value of PMF of Zipf-Mandelbrot distribution at k.

func ZipfMandelbrotQtl ¶

func ZipfMandelbrotQtl(n int64, q, s float64) func(p float64) int64

Quantile Function for the Zipf-Mandelbrot distribution

Types ¶

This section is empty.

Source Files ¶

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