TransportMaps.Distributions.DistributionFromSamplesBase

Module Contents

Classes

DistributionFromSamples

Arbitrary density built from samples
class TransportMaps.Distributions.DistributionFromSamplesBase.DistributionFromSamples(samples, weights=None, qtype=0)[source]

Bases: TransportMaps.Distributions.DistributionBase.Distribution

Arbitrary density built from samples

Parameters:

samples (type, dimension?) – independent samples

rvs(m, *args, **kwargs)[source]

[Abstract] Generate \(m\) samples from the distribution.

Parameters:

m (int) – number of samples to generate

Returns:

(ndarray [\(m,d\)]) – \(m\)

\(d\)-dimensional samples

Raises:

NotImplementedError – the method needs to be defined in the sub-classes

quadrature(qtype, qparams, *args, **kwargs)[source]

[Abstract] Generate quadrature points and weights.

Parameters:

  • qtype (int) – quadrature type number. The different types are defined in the associated sub-classes.

  • qparams (object) – inputs necessary to the generation of the selected quadrature

  • mass (float) – total mass of the quadrature (1 for probability measures)

Returns:

(tuple (ndarray [\(m,d\)],

ndarray [\(m\)])) – list of quadrature points and weights

Raises:

NotImplementedError – the method needs to be defined in the sub-classes

kde(x, params=None)[source]

Evaluate \(\pi(x)\)

log_kde(x, params=None)[source]