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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

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
update

Updates the parameters of the distribution given a new observation.

Parameters

  • x
  • w – defaults to 1.0