Distribution based on a non-monotonic (u- or hump-shaped transformation)
the constructor can be called with a distribution class, and functions that define the non-linear transformation. and generates the distribution of the transformed random variable
Note: the transformation, it’s inverse and derivatives need to be fully specified: func, funcinvplus, funcinvminus, derivplus, derivminus. Currently no numerical derivatives or inverse are calculated
This can be used to generate distribution instances similar to the distributions in scipy.stats.
Methods
cdf(x, *args, **kwds) | Cumulative distribution function at x of the given RV. |
entropy(*args, **kwds) | Differential entropy of the RV. |
est_loc_scale(data, *args) | |
fit(data, *args, **kwds) | |
freeze(*args, **kwds) | |
isf(q, *args, **kwds) | Inverse survival function at q of the given RV. |
moment(n, *args) | n’th order non-central moment of distribution |
nnlf(theta, x) | Negative log likelihood function. |
pdf(x, *args, **kwds) | Probability density function at x of the given RV. |
ppf(q, *args, **kwds) | Percent point function (inverse of cdf) at q of the given RV. |
rvs(*args, **kwds) | Random variates of given type. |
sf(x, *args, **kwds) | Survival function (1-cdf) at x of the given RV. |
stats(*args, **kwds) | Some statistics of the given RV |