densitypdf 0.1.1

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 that are more suitable for single use, when you don't want to incur instantiation overhead in scipy.

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.