MvNormal

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@MvNormalDistribution Module defining a multivariate normal distribution with statistical procedures

class geobipy.src.classes.statistics.MvNormalDistribution.MvNormal(mean, variance, ndim=None, prng=None, **kwargs)

Class extension to geobipy.baseDistribution

Handles a multivariate normal distribution. Uses Scipy to evaluate probabilities, but Numpy to generate random samples since scipy is slow.

MvNormal(mean, variance, ndim, prng)

Parameters:

  • mean (scalar or array_like) – Mean(s) for each dimension

  • variance (scalar or array_like) – Variance for each dimension

  • ndim (int, optional) – The number of dimensions in the multivariate normal. Only used if mean and variance are scalars that are constant for all dimensions

  • prng (numpy.random.RandomState, optional) – A random state to generate random numbers. Required for parallel instantiation.

Returns:

out – Multivariate normal distribution.

Return type:

MvNormal

bins(nBins=99, nStd=4.0, axis=None, relative=False)

Discretizes a range given the mean and variance of the distribution

Parameters:

  • nBins (int, optional) – Number of bins to return.

  • nStd (float, optional) – The bin edges = mean +- nStd * variance.

  • dim (int, optional) – Get the bins of this dimension, if None, returns bins for all dimensions.

Returns:

bins – The bin edges.

Return type:

geobipy.StatArray

property ndim

Place Holder for children

pad(N)

Pads the mean and variance to the given size N: Padded size

probability(x, log, axis=None, **kwargs)

For a realization x, compute the probability