gemseo.uncertainty.distributions.scipy¶
Scipy-based capabilities for probability distributions.
This package interfaces capabilities from the SciPy library.
Interfaced distributions¶
This package implements the abstract classes Distribution
and ComposedDistribution
.
Classical distributions¶
This module also implements a deliberately limited selection
of classical probability distributions
in a user-friendly way: SPExponentialDistribution
,
SPNormalDistribution
, SPTriangularDistribution
,
and SPUniformDistribution
. More precisely,
the argument whose nature is a dictionary of keyword parameters
is replaced with several user-defined keyword arguments.
In this way, the use writes SPUniformDistribution('x', -1., 3.)
or SPUniformDistribution('x', minimum=-1., maximum=3.)
instead of SPDistribution('x', 'Uniform', {"loc": -1, "scale": 4})
.
Furthermore, these classes inheriting from SPDistribution
are documented in such a way that a newbie could easily apprehend them.
Composed distribution¶
A SPDistribution
has a SPDistribution.COMPOSED_DISTRIBUTION_CLASS
attribute referencing SPComposedDistribution
which is a class to build a composed distribution
related to given random variables from a list of SPDistribution
objects
implementing the probability distributions of these variables
based on the SciPy library and from a copula name.
Note
A copula is a mathematical function used to define the dependence between random variables from their cumulative density functions. See more.