Distributions¶
These distributions can be used in any place that Nengo distributions can be used.
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Concatenate distributions to form an independent multivariate |
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Generalized multivariate distribution. |
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Choose values in order from an array |
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class
nengo_extras.dists.
Concatenate
(distributions)[source]¶ Concatenate distributions to form an independent multivariate
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sample
(self, n, d=None, rng=numpy.random)[source]¶ Samples the distribution.
- Parameters
- nint
Number samples to take.
- dint or None, optional
The number of dimensions to return. If this is an int, the return value will be of shape
(n, d)
. If None, the return value will be of shape(n,)
.- rng
numpy.random.RandomState
, optional Random number generator state.
- Returns
- samples(n,) or (n, d) array_like
Samples as a 1d or 2d array depending on
d
. The second dimension enumerates the dimensions of the process.
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class
nengo_extras.dists.
MultivariateCopula
(marginal_icdfs, rho=None)[source]¶ Generalized multivariate distribution.
Uses the copula method to sample from a general multivariate distribution, given marginal distributions and copula covariances [1].
- Parameters
- marginal_icdfsiterable
List of functions, each one being the inverse CDF of the marginal distribution across that dimension.
- rhoarray_like (optional)
Array of copula covariances [1] between parameters. Defaults to the identity matrix (independent parameters).
See also
References
- 1(1,2)
Copula (probability theory). Wikipedia. https://en.wikipedia.org/wiki/Copula_(probability_theory%29
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sample
(self, n, d=None, rng=numpy.random)[source]¶ Samples the distribution.
- Parameters
- nint
Number samples to take.
- dint or None, optional
The number of dimensions to return. If this is an int, the return value will be of shape
(n, d)
. If None, the return value will be of shape(n,)
.- rng
numpy.random.RandomState
, optional Random number generator state.
- Returns
- samples(n,) or (n, d) array_like
Samples as a 1d or 2d array depending on
d
. The second dimension enumerates the dimensions of the process.
-
class
nengo_extras.dists.
MultivariateGaussian
(mean, cov)[source]¶ -
sample
(self, n, d=None, rng=numpy.random)[source]¶ Samples the distribution.
- Parameters
- nint
Number samples to take.
- dint or None, optional
The number of dimensions to return. If this is an int, the return value will be of shape
(n, d)
. If None, the return value will be of shape(n,)
.- rng
numpy.random.RandomState
, optional Random number generator state.
- Returns
- samples(n,) or (n, d) array_like
Samples as a 1d or 2d array depending on
d
. The second dimension enumerates the dimensions of the process.
-
-
class
nengo_extras.dists.
Mixture
(distributions, p=None)[source]¶ -
sample
(self, n, d=None, rng=numpy.random)[source]¶ Samples the distribution.
- Parameters
- nint
Number samples to take.
- dint or None, optional
The number of dimensions to return. If this is an int, the return value will be of shape
(n, d)
. If None, the return value will be of shape(n,)
.- rng
numpy.random.RandomState
, optional Random number generator state.
- Returns
- samples(n,) or (n, d) array_like
Samples as a 1d or 2d array depending on
d
. The second dimension enumerates the dimensions of the process.
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class
nengo_extras.dists.
Tile
(values)[source]¶ Choose values in order from an array
This distribution is not random, but rather tiles an array to be a particular size. This is useful for example if you want to pass an array for a neuron parameter, but are not sure how many neurons there will be.
- Parameters
- valuesarray_like
The values to tile.
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sample
(self, n, d=None, rng=numpy.random)[source]¶ Samples the distribution.
- Parameters
- nint
Number samples to take.
- dint or None, optional
The number of dimensions to return. If this is an int, the return value will be of shape
(n, d)
. If None, the return value will be of shape(n,)
.- rng
numpy.random.RandomState
, optional Random number generator state.
- Returns
- samples(n,) or (n, d) array_like
Samples as a 1d or 2d array depending on
d
. The second dimension enumerates the dimensions of the process.