package owl

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Pdf module provides the probability density functions of various random number distribution.

Please refer to GSL documentation for details.

Continuous random variables
val flat : float -> float -> float -> float
val gaussian : float -> float -> float

gaussian_pdf x sigma returns the probability density at x

val gaussian_tail : float -> float -> float -> float

gaussian_tail_pdf x a sigma returns the probability density at x given a gaussian tail distribution of N(a, sigma)

val bivariate_gaussian : float -> float -> float -> float -> float -> float

bivariate_gaussian x y sigma_x sigma_y rho returns the probability density p(x,y) at (x,y) for a bivariate Gaussian distribution with standard deviations sigma_x, sigma_y and correlation coefficient rho.

val exponential : float -> float -> float

exponential x mu returns the probability density at x

val laplace : float -> float -> float
val cauchy : float -> float -> float
val exppow : float -> float -> float -> float
val rayleigh : float -> float -> float
val landau : float -> float
val gamma : float -> float -> float -> float
val lognormal : float -> float -> float -> float
val chisq : float -> float -> float
val dirichlet : float array -> float array -> float
val dirichlet_lnpdf : float array -> float array -> float
val fdist : float -> float -> float -> float
val tdist : float -> float -> float
val beta : float -> float -> float -> float
val logistic : float -> float -> float
val pareto : float -> float -> float -> float
val weibull : float -> float -> float -> float
val gumbel1 : float -> float -> float -> float
val gumbel2 : float -> float -> float -> float
Discrete random variables
val poisson : int -> float -> float
val bernoulli : int -> float -> float
val binomial : int -> float -> int -> float
val multinomial : float array -> int array -> float
val multinomial_lnpdf : float array -> int array -> float
val negative_binomial : int -> float -> float -> float
val pascal : int -> float -> int -> float
val geometric : int -> float -> float
val hypergeometric : int -> int -> int -> int -> float
val logarithmic : int -> float -> float