Density

A simple dict specification of an algebra of continuous univariate density function mixtures using pydantic.

Install

pip install density

Specifying densities or mixtures of the same

See examples of specifying densities.

See the Scipy manifest for a list of densities.

Evaluating densities

The current use case involves evaluation of a single data point at a time. For this we recommend using the builtin option rather than scipy, and using https://github.com/microprediction/densitypdf package.

  from densitypdf import density_pdf
  
  mixture_spec = {
      "type": "mixture",
      "components": [
          {
              "density": {
                  "type": "scipy",
                  "name": "norm",
                  "params": {"loc": 0, "scale": 1}
              },
              "weight": 0.6
          },
          {
              "density": {
                  "type": "builtin",
                  "name": "norm",
                  "params": {"loc": 2.0, "scale": 1.0}
              },
              "weight": 0.4
          }
      ]
  }
  
  val = density_pdf(mixture_spec, x=0.0)

You can also evaluate manually of course, per examples here.