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Gaussian

Normal distribution with parameters mu and sigma.

Parameters

  • seed – defaults to None

    Random number generator seed for reproducibility.

Attributes

  • mode

    The most likely value in the distribution.

  • 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(6.5)
0.564189

>>> p.revert(7)
𝒩(μ=6.000, σ=0.000)

Methods

call

Probability mass/density function.

Parameters

  • x (Any)
cdf

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

Parameters

  • x (float)
revert

Reverts the parameters of the distribution for a given observation.

Parameters

  • x (float)
  • w – defaults to 1.0
sample

Sample a random value from the distribution.

update

Updates the parameters of the distribution given a new observation.

Parameters

  • x (float)
  • w – defaults to 1.0