Distributions¶
Prior distributions used in the unknown_parameters_prior dict. Each exposes
evaluate(x) (the pdf), log_pdf(x), cdf(x) and sample(min, max, seed).
Normal¶
Bases: object
Normal distribution helper.
The class provides density evaluation and bounded random sampling for a Gaussian distribution parameterized by its mean and standard deviation.
...
Attributes:
| Name | Type | Description |
|---|---|---|
mu |
float
|
Mean of the normal distribution. |
sigma |
float
|
Standard deviation of the normal distribution. |
Methods:
| Name | Description |
|---|---|
evaluate |
Evaluates the probability density function at |
sample |
Draws a bounded random sample from the distribution. |
Source code in src/py_replay_bg/distributions/__init__.py
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mu = mu
instance-attribute
¶
sigma = sigma
instance-attribute
¶
__init__(mu, sigma)
¶
Constructs all the necessary attributes for the Normal object.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
mu
|
float
|
Mean of the normal distribution. |
required |
sigma
|
float
|
Standard deviation of the normal distribution. |
required |
Source code in src/py_replay_bg/distributions/__init__.py
evaluate(x)
¶
Evaluates the normal probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The probability density value at |
Source code in src/py_replay_bg/distributions/__init__.py
log_pdf(x)
¶
Evaluates the log of the normal probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The log-density value at |
Source code in src/py_replay_bg/distributions/__init__.py
cdf(x)
¶
Evaluates the normal cumulative distribution function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the CDF. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The cumulative probability at |
Source code in src/py_replay_bg/distributions/__init__.py
sample(min_val, max_val, seed=None)
¶
Draws a bounded random sample from the distribution.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
min_val
|
float
|
Minimum allowed sampled value. |
required |
max_val
|
float
|
Maximum allowed sampled value. |
required |
seed
|
int
|
Optional random seed. For reproducibility. |
: None
|
Returns:
| Type | Description |
|---|---|
float
|
A sample from the distribution clipped to the given bounds. |
Source code in src/py_replay_bg/distributions/__init__.py
LogNormal¶
Bases: object
Log-normal distribution helper.
The class provides density evaluation and bounded random sampling for a log-normal distribution parameterized by the mean and standard deviation of the underlying normal distribution.
...
Attributes:
| Name | Type | Description |
|---|---|---|
mu |
float
|
Mean of the underlying normal distribution. |
sigma |
float
|
Standard deviation of the underlying normal distribution. |
Methods:
| Name | Description |
|---|---|
evaluate |
Evaluates the probability density function at |
sample |
Draws a bounded random sample from the distribution. |
Source code in src/py_replay_bg/distributions/__init__.py
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mu = mu
instance-attribute
¶
sigma = sigma
instance-attribute
¶
__init__(mu, sigma)
¶
Constructs all the necessary attributes for the LogNormal object.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
mu
|
float
|
Mean of the underlying normal distribution. |
required |
sigma
|
float
|
Standard deviation of the underlying normal distribution. |
required |
Source code in src/py_replay_bg/distributions/__init__.py
evaluate(x)
¶
Evaluates the log-normal probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. Must be positive. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The probability density value at |
Source code in src/py_replay_bg/distributions/__init__.py
log_pdf(x)
¶
Evaluates the log of the log-normal probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. Must be positive. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The log-density value at |
Source code in src/py_replay_bg/distributions/__init__.py
cdf(x)
¶
Evaluates the log-normal cumulative distribution function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the CDF. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The cumulative probability at |
Source code in src/py_replay_bg/distributions/__init__.py
sample(min_val, max_val, seed=None)
¶
Draws a bounded random sample from the distribution.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
min_val
|
float
|
Minimum allowed sampled value. |
required |
max_val
|
float
|
Maximum allowed sampled value. |
required |
seed
|
int
|
Optional random seed. For reproducibility. |
: None
|
Returns:
| Type | Description |
|---|---|
float
|
A sample from the distribution clipped to the given bounds. |
Source code in src/py_replay_bg/distributions/__init__.py
Gamma¶
Gamma distribution helper.
The class provides density evaluation and bounded random sampling for a Gamma distribution parameterized in rate form.
...
Attributes:
| Name | Type | Description |
|---|---|---|
alpha |
float
|
Shape parameter. |
beta |
float
|
Rate parameter, where |
_log_normalizer |
float
|
Cached log-normalization constant. |
Methods:
| Name | Description |
|---|---|
evaluate |
Evaluates the probability density function at |
sample |
Draws a bounded random sample from the distribution. |
Source code in src/py_replay_bg/distributions/__init__.py
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alpha = alpha
instance-attribute
¶
beta = beta
instance-attribute
¶
_log_normalizer = alpha * np.log(beta) - _gammaln(alpha)
instance-attribute
¶
__init__(alpha, beta)
¶
Constructs all the necessary attributes for the Gamma object.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
alpha
|
float
|
Shape parameter. |
required |
beta
|
float
|
Rate parameter, where |
required |
Source code in src/py_replay_bg/distributions/__init__.py
evaluate(x)
¶
Evaluates the Gamma probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. Must be positive. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The probability density value at |
Source code in src/py_replay_bg/distributions/__init__.py
log_pdf(x)
¶
Evaluates the log of the Gamma probability density function.
Computed directly in log space (not as log(evaluate(x))), since
routing through exp and back loses precision relative to the
closed-form log-density.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. Must be positive. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The log-density value at |
Source code in src/py_replay_bg/distributions/__init__.py
cdf(x)
¶
Evaluates the Gamma cumulative distribution function.
Uses the regularized lower incomplete gamma function P(alpha, beta*x).
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the CDF. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The cumulative probability at |
Source code in src/py_replay_bg/distributions/__init__.py
sample(min_val, max_val, seed=None)
¶
Draws a bounded random sample from the distribution.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
min_val
|
float
|
Minimum allowed sampled value. |
required |
max_val
|
float
|
Maximum allowed sampled value. |
required |
seed
|
int
|
Optional random seed. For reproducibility. |
: None
|
Returns:
| Type | Description |
|---|---|
float
|
A sample from the distribution clipped to the given bounds. |
Source code in src/py_replay_bg/distributions/__init__.py
Uniform¶
Bases: object
Uniform distribution helper.
The class provides density evaluation and bounded random sampling for a
uniform distribution over the interval [a, b].
...
Attributes:
| Name | Type | Description |
|---|---|---|
a |
float
|
Lower bound of the distribution support. |
b |
float
|
Upper bound of the distribution support. |
Methods:
| Name | Description |
|---|---|
evaluate |
Evaluates the probability density function at |
sample |
Draws a bounded random sample from the distribution. |
Source code in src/py_replay_bg/distributions/__init__.py
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a = a
instance-attribute
¶
b = b
instance-attribute
¶
__init__(a, b)
¶
Constructs all the necessary attributes for the Uniform object.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
a
|
float
|
Lower bound of the distribution support. |
required |
b
|
float
|
Upper bound of the distribution support. |
required |
Source code in src/py_replay_bg/distributions/__init__.py
evaluate(x)
¶
Evaluates the uniform probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The probability density value at |
Source code in src/py_replay_bg/distributions/__init__.py
log_pdf(x)
¶
Evaluates the log of the uniform probability density function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the density. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The log-density value at |
Source code in src/py_replay_bg/distributions/__init__.py
cdf(x)
¶
Evaluates the uniform cumulative distribution function.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x
|
float
|
Value at which to evaluate the CDF. |
required |
Returns:
| Type | Description |
|---|---|
float
|
The cumulative probability at |
Source code in src/py_replay_bg/distributions/__init__.py
sample(min_val, max_val, seed=None)
¶
Draws a bounded random sample from the distribution.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
min_val
|
float
|
Minimum allowed sampled value. |
required |
max_val
|
float
|
Maximum allowed sampled value. |
required |
seed
|
int
|
Optional random seed. For reproducibility. |
: None
|
Returns:
| Type | Description |
|---|---|
float
|
A sample from the distribution clipped to the given bounds. |