Normal#

class cuqi.distribution.Normal(mean=None, std=None, is_symmetric=True, **kwargs)#

Normal probability distribution. Generates instance of cuqi.distribution.Normal. The variables of this distribution are iid.

Parameters:
  • mean (mean of distribution)

  • std (standard deviation)

Example

#Generate Normal with mean 2 and standard deviation 1
p = cuqi.distribution.Normal(mean=2, std=1)
__init__(mean=None, std=None, is_symmetric=True, **kwargs)#

Initialize the core properties of the distribution.

Parameters:
  • name (str, default None) – Name of distribution.

  • geometry (Geometry, default _DefaultGeometry (or None)) – Geometry of distribution.

  • is_symmetric (bool, default None) – Indicator if distribution is symmetric.

Methods

__init__([mean, std, is_symmetric])

Initialize the core properties of the distribution.

cdf(x)

disable_FD()

Disable finite difference approximation for logd gradient.

enable_FD([epsilon])

Enable finite difference approximation for logd gradient.

get_conditioning_variables()

Return the conditioning variables of this distribution (if any).

get_mutable_variables()

Return any public variable that is mutable (attribute or property) except those in the ignore_vars list

get_parameter_names()

Returns the names of the parameters that the density can be evaluated at or conditioned on.

gradient(*args, **kwargs)

Returns the gradient of the log density at x.

logd(*args, **kwargs)

Evaluate the un-normalized log density function of the distribution.

logpdf(x)

Evaluate the log probability density function of the distribution.

pdf(x)

Evaluate the log probability density function of the distribution.

sample([N])

Sample from the distribution.

to_likelihood(data)

Convert conditional distribution to a likelihood function given observed data

Attributes

FD_enabled

Returns True if finite difference approximation of the logd gradient is enabled.

FD_epsilon

Spacing for the finite difference approximation of the logd gradient.

dim

Return the dimension of the distribution based on the geometry.

geometry

Return the geometry of the distribution.

is_cond

Returns True if instance (self) is a conditional distribution.

mean

Mean of the distribution

name

Name of the random variable associated with the density.

std

Std of the distribution