probnum.randvars

Random Variables.

Random variables generalize multi-dimensional arrays by encoding uncertainty about the (numerical) quantity in question. Despite their name, they do not necessarily represent stochastic objects. Random variables are also the primary in- and outputs of probabilistic numerical methods.

Functions

asrandvar(obj)

Convert obj to a RandomVariable.

Classes

RandomVariable(shape, dtype[, parameters, …])

Random variables represent uncertainty about a value.

DiscreteRandomVariable(shape, dtype[, …])

Random variable with countable range.

ContinuousRandomVariable(shape, dtype[, …])

Random variable with uncountably infinite range.

Constant(support)

Random variable representing a constant value.

Normal(mean, cov[, cov_cholesky])

Random variable with a normal distribution.

Categorical(probabilities[, support])

Categorical random variable.

WrappedSciPyRandomVariable(scipy_rv)

Wrapper for SciPy random variable objects.

WrappedSciPyDiscreteRandomVariable(scipy_rv)

Wrapper for discrete SciPy random variable objects.

WrappedSciPyContinuousRandomVariable(scipy_rv)

Wrapper for continuous SciPy random variable objects.

Class Inheritance Diagram

Inheritance diagram of probnum.randvars.RandomVariable, probnum.randvars.DiscreteRandomVariable, probnum.randvars.ContinuousRandomVariable, probnum.randvars.Constant, probnum.randvars.Normal, probnum.randvars.Categorical, probnum.randvars.WrappedSciPyRandomVariable, probnum.randvars.WrappedSciPyDiscreteRandomVariable, probnum.randvars.WrappedSciPyContinuousRandomVariable