Tessero\Stats\Normal · TesseroPHP

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__construct

__construct(mixed $mu = 0.0, mixed $sigma = 1.0)

pdf

pdf(mixed $x): Tessero\NDArray|float

logpdf

logpdf(mixed $x): Tessero\NDArray|float

cdf

cdf(mixed $x): Tessero\NDArray|float

logcdf

logcdf(mixed $x): Tessero\NDArray|float

ccdf

ccdf(mixed $x): Tessero\NDArray|float

Complementary CDF — the survival function (scipy ccdf == legacy sf).

logccdf

logccdf(mixed $x): Tessero\NDArray|float

log of the complementary CDF (scipy logccdf == legacy logsf).

icdf

icdf(mixed $p): Tessero\NDArray|float

Inverse CDF — the quantile / percent-point function (scipy icdf == legacy ppf).

iccdf

iccdf(mixed $p): Tessero\NDArray|float

Inverse complementary CDF (scipy iccdf == legacy isf).

ilogcdf

ilogcdf(mixed $y): Tessero\NDArray|float

Inverse of logcdf: icdf(exp(y)).

ilogccdf

ilogccdf(mixed $y): Tessero\NDArray|float

Inverse of logccdf: iccdf(exp(y)).

mean

mean(): Tessero\NDArray|float

median

median(): Tessero\NDArray|float

variance

variance(): Tessero\NDArray|float

standard_deviation

standard_deviation(): Tessero\NDArray|float

skewness

skewness(): Tessero\NDArray|float

kurtosis

kurtosis(): Tessero\NDArray|float

The Pearson (NON-excess) kurtosis: the RV API returns the full fourth standardized moment, which is the legacy excess kurtosis (stats('k')) plus 3 (= 3.0 for every normal).

entropy

entropy(): Tessero\NDArray|float

mode

mode(): Tessero\NDArray|float

The mode — for the normal it is the mean mu.

support

support(): array

moment

moment(int $order, string $kind = 'raw'): Tessero\NDArray|float

The raw ('raw' — non-central), 'central' or 'standardized' moment of the given order.