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Gaussian

Normal distribution with parameters mu and sigma.

Parameters

  • seed

    DefaultNone

    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'typing.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