io.improbable.keanu.distributions.continuous

Class StudentT

java.lang.Object

io.improbable.keanu.distributions.continuous.StudentT

All Implemented Interfaces:

ContinuousDistribution, Distribution<DoubleTensor>

public class StudentT
extends java.lang.Object
implements ContinuousDistribution

Student T Distribution https://en.wikipedia.org/wiki/Student%27s_t-distribution#Sampling_distribution

Method Summary

Modifier and Type	Method and Description
Diffs	dLogProb(DoubleTensor t)
DoubleTensor	logProb(DoubleTensor t)
static DoubleVertex	logProbOutput(DoublePlaceholderVertex t, IntegerPlaceholderVertex v)
DoubleTensor	sample(long[] shape, KeanuRandom random)
static ContinuousDistribution	withParameters(IntegerTensor v) Computer Generation of Statistical Distributions by Richard Saucier ARL-TR-2168 March 2000 5.1.23 page 36

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

withParameters

public static ContinuousDistribution withParameters(IntegerTensor v)

Computer Generation of Statistical Distributions by Richard Saucier ARL-TR-2168 March 2000 5.1.23 page 36

Parameters:

v - Degrees of Freedom

Returns:

a new ContinuousDistribution object

sample

public DoubleTensor sample(long[] shape,
                           KeanuRandom random)

Specified by:

sample in interface Distribution<DoubleTensor>

logProb

public DoubleTensor logProb(DoubleTensor t)

Specified by:

logProb in interface Distribution<DoubleTensor>

logProbOutput

public static DoubleVertex logProbOutput(DoublePlaceholderVertex t,
                                         IntegerPlaceholderVertex v)

dLogProb

public Diffs dLogProb(DoubleTensor t)

Specified by:

dLogProb in interface ContinuousDistribution