probnum.random_variables¶
This package implements random variables. Random variables are the primary in- and outputs of probabilistic numerical methods. A generic signature of such methods looks like this:
randvar_out, info = probnum_method(problem, randvar_in, **kwargs)
Functions¶
asrandvar(obj) |
Return obj as a RandomVariable. |
Classes¶
RandomVariable(shape, …) |
Random variables are the main objects used by probabilistic numerical methods. |
DiscreteRandomVariable(shape, …) |
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ContinuousRandomVariable(shape, …) |
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Dirac(support, random_state, int, …) |
The Dirac delta distribution. |
Normal(mean, numpy.floating, numpy.ndarray, …) |
The normal distribution. |
WrappedSciPyRandomVariable(scipy_rv, …) |
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WrappedSciPyDiscreteRandomVariable(scipy_rv, …) |
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WrappedSciPyContinuousRandomVariable(…) |