Probability Distributions (pydygp.probabilitydistributions)

Univariate Distributions

Univariates distribution may be multiplied to produce a multivariate distribution where each component is independent

>>> from pydygp.probabilitydistributions import Normal
>>> from scipy.stats import norm
>>> p = Normal()
>>> ppp = p * 3
>>> ppp.logpdf([0., 1., 2.])
>>> norm.logpdf([0., 1., 2.])

UnivariateProbabilityDistribution()
Normal([loc, scale])
Laplace([loc, scale])
ChiSquare([df])
Gamma([a, b])
InverseGamma([a, b])
GeneralisedInverseGaussian([a, b, p])

Multivariate Distributions

MultivariateNormal(mean, cov[, jitter, alpha])