jelli.utils.probability
GammaDistribution
Bases: ProbabilityDistribution
A Gamma distribution defined like the gamma
distribution in
scipy.stats
(with parameters a
, loc
, scale
).
The central_value
attribute returns the location of the mode.
Source code in jelli/utils/probability.py
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get_error_left(nsigma=1, **kwargs)
Return the lower error
Source code in jelli/utils/probability.py
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get_error_right(nsigma=1, **kwargs)
Return the upper error
Source code in jelli/utils/probability.py
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NormalDistribution
Bases: ProbabilityDistribution
Univariate normal or Gaussian distribution.
Source code in jelli/utils/probability.py
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__init__(central_value, standard_deviation)
Initialize the distribution.
Parameters:
- central_value: location (mode and mean)
- standard_deviation: standard deviation
Source code in jelli/utils/probability.py
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get_error_left(nsigma=1, **kwargs)
Return the lower error
Source code in jelli/utils/probability.py
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get_error_right(nsigma=1, **kwargs)
Return the upper error
Source code in jelli/utils/probability.py
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NumericalDistribution
Bases: ProbabilityDistribution
Univariate distribution defined in terms of numerical values for the PDF.
Source code in jelli/utils/probability.py
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__init__(x, y, central_value=None)
Initialize a 1D numerical distribution.
Parameters:
x
: x-axis values. Must be a 1D array of real values in strictly ascending order (but not necessarily evenly spaced)y
: PDF values. Must be a 1D array of real positive values with the same length asx
- central_value: if None (default), will be set to the mode of the distribution, i.e. the x-value where y is largest (by looking up the input arrays, i.e. without interpolation!)
Source code in jelli/utils/probability.py
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get_error_left(nsigma=1, method='central')
Return the lower error.
'method' should be one of:
- 'central' for a central interval (same probability on both sides of the central value)
- 'hpd' for highest posterior density, i.e. probability is larger inside the interval than outside
- 'limit' for a one-sided error, i.e. a lower limit
Source code in jelli/utils/probability.py
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get_error_right(nsigma=1, method='central')
Return the upper error
'method' should be one of:
- 'central' for a central interval (same probability on both sides of the central value)
- 'hpd' for highest posterior density, i.e. probability is larger inside the interval than outside
- 'limit' for a one-sided error, i.e. an upper limit
Source code in jelli/utils/probability.py
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get_random(size=None)
Draw a random number from the distribution.
If size is not None but an integer N, return an array of N numbers.
Source code in jelli/utils/probability.py
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ProbabilityDistribution
Bases: object
Common base class for all probability distributions
Source code in jelli/utils/probability.py
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error_left
property
Return the lower error
error_right
property
Return the upper error
class_to_string()
classmethod
Get a string name for a given ProbabilityDistribution subclass.
This converts camel case to underscore and removes the word 'distribution'.
Example: class_to_string(AsymmetricNormalDistribution) returns 'asymmetric_normal'.
Source code in jelli/utils/probability.py
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get_dict(distribution=False, iterate=False, arraytolist=False)
Get an ordered dictionary with arguments and values needed to the instantiate the distribution.
Optional arguments (default to False):
distribution
: add a 'distribution' key to the dictionary with the value being the string representation of the distribution's name (e.g. 'asymmetric_normal').iterate
: If ProbabilityDistribution instances are among the arguments (e.g. for KernelDensityEstimate), return the instance's get_dict instead of the instance as value.arraytolist
: convert numpy arrays to lists
Source code in jelli/utils/probability.py
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get_subclasses()
classmethod
Return all subclasses (including subclasses of subclasses).
Source code in jelli/utils/probability.py
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get_yaml(*args, **kwargs)
Get a YAML string representing the dictionary returned by the get_dict method.
Arguments will be passed to yaml.dump
.
Source code in jelli/utils/probability.py
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confidence_level(nsigma)
cached
Return the confidence level corresponding to a number of sigmas, i.e. the probability contained in the normal distribution between \(-n\sigma\) and \(+n\sigma\).
Example: confidence_level(1)
returns approximately 0.68.
Source code in jelli/utils/probability.py
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normal_logpdf(x, mu, sigma)
Logarithm of the PDF of the normal distribution
Source code in jelli/utils/probability.py
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normal_pdf(x, mu, sigma)
PDF of the normal distribution
Source code in jelli/utils/probability.py
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string_to_class(string)
Get a ProbabilityDistribution subclass from a string. This can
either be the class name itself or a string in underscore format
as returned from class_to_string
.
Source code in jelli/utils/probability.py
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