densitypdf 0.1.4

Evaluation of probability density functions

Density PDF

Evaluation of univariate density functions defined in the density package.

Install

pip install densitypdf 

Usage

from densitypdf import density_pdf

# Example mixture with one scipy normal and one builtin normal

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)

The builtin options are replacements for scipy.stats distributions should you wish to use them.

Specifying densities or mixtures of the same

One is limited to a finite set of continuous distributions, and mixtures of the same.

See examples of specifying densities.

See the Scipy manifest for a list of densities.