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.
_RandomVariableList(rv_list)	List of RandomVariables with convenient access to means, covariances, etc.

Class Inheritance Diagram