Gaussian

Normal distribution with parameters mu and sigma.

Attributes

• mode

  Most likely value.

• mu

• n_samples

  The number of observed samples.

• sigma

Examples

>>> from river import proba

>>> p = proba.Gaussian().update(6).update(7)

>>> p
𝒩(μ=6.500, σ=0.707)

>>> p.pdf(6.5)
0.564189

>>> p.revert(7)
𝒩(μ=6.000, σ=0.000)

Methods

cdf

Cumulative density function, i.e. P(X <= x).

Parameters

• x

pdf

Probability density function, i.e. P(x <= X < x+dx) / dx.

Parameters

• x

revert

Reverts the parameters of the distribution for a given observation.

Parameters

• x
• w – defaults to 1.0

update

Updates the parameters of the distribution given a new observation.

Parameters

• x
• w – defaults to 1.0