A binomial random variable.
A binomial random variable. Simulates the accumulated results of n coin tosses of a loaded coin.
Created by mandar on 28/02/2017.
A random variable mixture over a continuous domain, having a computable probability distribution
A random variable mixture over a continuous domain, having a computable probability distribution
Domain over which each mixture component is defined
The type of each mixture component, must be a sub type of ContinuousRVWithDistr
A random variable mixture over a continuous domain
A random variable mixture over a continuous domain
Domain over which each mixture component is defined
The type of each mixture component, must be a sub type of ContinuousRandomVariable
A continuous random variable that has an associated probability density function.
A continuous random variable that has an associated probability density function.
Support/Sample space of the random variable
Type of the probability density as a subtype of breeze ContinuousDistr
Random variable defined over a continuous domain.
Random variable defined over a continuous domain.
The domain over which the random variable takes values.
A random variable which takes discrete or categorical values.
A random variable which consists of a base random variable in Domain1 and an invertible homeomorphism from Domain1 to Domain2.
A random variable which consists of a base random variable in Domain1 and an invertible homeomorphism from Domain1 to Domain2.
Domain of the base random variable
Domain of the morphed random variable.
Univariate gaussian random variable
Monte Carlo based bayesian inference model where the parameter space is known to be continuous and hence represented via a ContinuousDistrRV instance.
Monte Carlo based bayesian inference model where the parameter space is known to be continuous and hence represented via a ContinuousDistrRV instance.
The type representing the model parameters
The type representing the observed data.
This trait is used to denote random variables which have an underlying probability density function.
An IID Random variable constructed from a continuous random variable having a defined distribution.
An IID Random variable constructed from a continuous random variable having a defined distribution.
Base domain
A breeze probability density defined over the base domain.
A random variable defined over the base domain and having distribution of type Distr
An i.i.d random variable with a defined distribution.
An i.i.d random variable with a defined distribution.
Base domain
A breeze distribution defined over the base domain.
A random variable defined over the base domain and having distribution of type Dist
An independent and identically distributed RandomVariable represented as a Stream
An independent and identically distributed RandomVariable represented as a Stream
The base domain
Random variable defined over the base domain
Created by mandar on 09/01/2017.
The type of observed variable (y)
The type of conditioning variable (f)
Result type of the hessian method.
The type representing a gaussian distribution for f
Matrix gaussian random variable
A measurable function of a continuous random variable with a defined probability density function.
A measurable function of a continuous random variable with a defined probability density function.
The domain of the base random variable
The output set of the function
The type representing the Jacobian of inverse of the map func
A measurable function is any mapping/function applied to samples generated by some base random variable instance.
A measurable function is any mapping/function applied to samples generated by some base random variable instance.
Type over which the base random variable is defined.
Type over which output of function takes its values.
The type of the base Random Variable, must inherit from RandomVariable
Top level class for representing random variable mixtures.
Top level class for representing random variable mixtures.
Domain over which each mixture component is defined
The type of each mixture component, must be a sub type of RandomVariable
Multivariate blocked gaussian random variable
Multivariate gaussian random variable
A multinomial random variable i.e.
A multinomial random variable i.e. draws values between 0 and N-1
A random variable which has a computable probability density.
A random variable which has a computable probability density.
The set over which the random variable takes its values.
A breeze probability density defined on the Domain
Represents a bare bones representation of a random variable only in terms of samples.
Represents a bare bones representation of a random variable only in terms of samples.
The domain or space over which the random variable is defined; i.e. the range of values it can take
Created by mandar on 26/7/16.
Created by mandar on 26/7/16.
Represents an IID probit likelihood used in Gaussian Process binary classification models
Represents an IID probit likelihood used in Gaussian Process binary classification models
p(y = 1| f) = Φ(yf)
Represents an IID sigmoid likelihood used in Gaussian Process binary classification models
Represents an IID sigmoid likelihood used in Gaussian Process binary classification models
p(y = 1| f) = 1/(1 + exp(-yf))
A continuous random variable that has an associated probability density function.
A continuous random variable that has an associated probability density function.
ContinuousDistrRV is deprecated as of DynaML v1.5, prefer ContinuousRVWithDistr
Contains convenience methods for creating various mixture random variable instances.
Calculate the monte carlo estimate of the first moment/expectation of a random variable.
Calculate the monte carlo estimate of the first moment/expectation of a random variable.
The domain of the random variable.
The random variable from which to sample
An implicit object representing an inner product on I
KL divergence:
KL divergence:
The base random variable
The random variable used to approximate p
The Kulback Leibler divergence KL(P||Q)
Calculate the (monte carlo approximation to) mean, median, mode, lower and upper confidence interval.
Calculate the (monte carlo approximation to) mean, median, mode, lower and upper confidence interval.
Continuous random variable in question
Probability of exclusion, i.e. return 100(1-alpha) % confidence interval. alpha should be between 0 and 1
Companion object of the RandomVariable class.
Companion object of the RandomVariable class. Contains apply methods which can create random variables.
Number of monte carlo samples to generate.
Calculate the entropy of a random variable
Contains helper functions pertaining to random variables.