Index

_

_cached_attrs (normix.base.distribution.Distribution attribute) _d (normix.base.mixture.JointNormalMixture attribute) (normix.distributions.multivariate.normal.MultivariateNormal attribute) _fitted (normix.base.distribution.Distribution attribute) (normix.base.exponential_family.ExponentialFamily attribute) _joint (normix.base.mixture.NormalMixture attribute) (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic attribute) (normix.distributions.mixtures.normal_inverse_gamma.NormalInverseGamma attribute) (normix.distributions.mixtures.normal_inverse_gaussian.NormalInverseGaussian attribute) (normix.distributions.mixtures.variance_gamma.VarianceGamma attribute)

_L (normix.distributions.multivariate.normal.MultivariateNormal attribute) _mu (normix.distributions.multivariate.normal.MultivariateNormal attribute) _natural_params (normix.base.exponential_family.ExponentialFamily attribute) (normix.base.mixture.JointNormalMixture attribute) (normix.distributions.univariate.exponential.Exponential attribute) (normix.distributions.univariate.gamma.Gamma attribute) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian attribute) (normix.distributions.univariate.inverse_gamma.InverseGamma attribute) (normix.distributions.univariate.inverse_gaussian.InverseGaussian attribute)

A

as_normal_inverse_gamma() (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic class method)

as_normal_inverse_gaussian() (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic class method) as_variance_gamma() (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic class method)

C

cdf() (normix.base.distribution.Distribution method) (normix.distributions.multivariate.normal.MultivariateNormal method) (normix.distributions.univariate.exponential.Exponential method) (normix.distributions.univariate.gamma.Gamma method) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.univariate.inverse_gamma.InverseGamma method) (normix.distributions.univariate.inverse_gaussian.InverseGaussian method) classical_params (normix.base.exponential_family.ExponentialFamily property) (normix.base.mixture.NormalMixture property)

clear_L_Sigma_cache() (normix.base.mixture.JointNormalMixture method) conditional_cov_x_given_y() (normix.base.mixture.JointNormalMixture method) conditional_mean_x_given_y() (normix.base.mixture.JointNormalMixture method) cov() (normix.base.mixture.JointNormalMixture method) (normix.base.mixture.NormalMixture method) (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic method) (normix.distributions.multivariate.normal.MultivariateNormal method)

D

d (normix.base.mixture.JointNormalMixture property) (normix.base.mixture.NormalMixture property) (normix.distributions.multivariate.normal.MultivariateNormal property)

Distribution (class in normix.base.distribution)

E

entropy() (normix.base.distribution.Distribution method) (normix.distributions.multivariate.normal.MultivariateNormal method) expectation_params (normix.base.exponential_family.ExponentialFamily property) (normix.base.mixture.NormalMixture property)

Exponential (class in normix.distributions.univariate.exponential) ExponentialFamily (class in normix.base.exponential_family)

F

fisher_information() (normix.base.exponential_family.ExponentialFamily method) (normix.distributions.multivariate.normal.MultivariateNormal method) (normix.distributions.univariate.exponential.Exponential method) (normix.distributions.univariate.gamma.Gamma method) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.univariate.inverse_gamma.InverseGamma method) (normix.distributions.univariate.inverse_gaussian.InverseGaussian method) fit() (normix.base.distribution.Distribution method) (normix.base.exponential_family.ExponentialFamily method) (normix.base.mixture.NormalMixture method) (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic method) (normix.distributions.mixtures.normal_inverse_gamma.NormalInverseGamma method) (normix.distributions.mixtures.normal_inverse_gaussian.NormalInverseGaussian method) (normix.distributions.mixtures.variance_gamma.VarianceGamma method) (normix.distributions.multivariate.normal.MultivariateNormal method)

fit_complete() (normix.base.mixture.NormalMixture method) (normix.distributions.mixtures.normal_inverse_gamma.NormalInverseGamma method) (normix.distributions.mixtures.normal_inverse_gaussian.NormalInverseGaussian method) (normix.distributions.mixtures.variance_gamma.VarianceGamma method) from_classical_params() (normix.base.exponential_family.ExponentialFamily class method) (normix.base.mixture.NormalMixture class method) from_expectation_params() (normix.base.exponential_family.ExponentialFamily class method) (normix.base.mixture.NormalMixture class method) from_natural_params() (normix.base.exponential_family.ExponentialFamily class method) (normix.base.mixture.NormalMixture class method) from_scipy() (normix.distributions.multivariate.normal.MultivariateNormal class method) from_scipy_params() (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian class method)

G

Gamma (class in normix.distributions.univariate.gamma) gamma_mahal_sq (normix.base.mixture.JointNormalMixture property) GeneralizedHyperbolic (class in normix.distributions.mixtures.generalized_hyperbolic)

GeneralizedInverseGaussian (class in normix.distributions.univariate.generalized_inverse_gaussian) get_L_Sigma() (normix.base.mixture.JointNormalMixture method) GIG (in module normix.distributions.univariate.generalized_inverse_gaussian)

I

interval() (normix.base.distribution.Distribution method) InverseGamma (class in normix.distributions.univariate.inverse_gamma)

InverseGaussian (class in normix.distributions.univariate.inverse_gaussian) isf() (normix.base.distribution.Distribution method)

J

joint (normix.base.mixture.NormalMixture property)

JointNormalMixture (class in normix.base.mixture)

K

kurtosis() (normix.base.distribution.Distribution method)

kv_ratio() (in module normix.utils.bessel)

L

L_inv (normix.distributions.multivariate.normal.MultivariateNormal property) L_Sigma_inv (normix.base.mixture.JointNormalMixture property) log_det_Sigma (normix.base.mixture.JointNormalMixture property) (normix.distributions.multivariate.normal.MultivariateNormal property) log_kv() (in module normix.utils.bessel) log_kv_derivative_z() (in module normix.utils.bessel) log_kv_vectorized() (in module normix.utils.bessel)

logcdf() (normix.base.distribution.Distribution method) logpdf() (normix.base.distribution.Distribution method) (normix.base.exponential_family.ExponentialFamily method) (normix.base.mixture.JointNormalMixture method) (normix.base.mixture.NormalMixture method) (normix.distributions.multivariate.normal.MultivariateNormal method) logpdf_joint() (normix.base.mixture.NormalMixture method) logsf() (normix.base.distribution.Distribution method)

M

mean() (normix.base.distribution.Distribution method) (normix.base.mixture.JointNormalMixture method) (normix.base.mixture.NormalMixture method) (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic method) (normix.distributions.multivariate.normal.MultivariateNormal method) (normix.distributions.univariate.exponential.Exponential method) (normix.distributions.univariate.gamma.Gamma method) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.univariate.inverse_gamma.InverseGamma method) (normix.distributions.univariate.inverse_gaussian.InverseGaussian method) median() (normix.base.distribution.Distribution method) mixing_distribution (normix.base.mixture.NormalMixture property) module normix.base.distribution normix.base.exponential_family normix.base.mixture normix.distributions.mixtures.generalized_hyperbolic normix.distributions.mixtures.normal_inverse_gamma normix.distributions.mixtures.normal_inverse_gaussian normix.distributions.mixtures.variance_gamma normix.distributions.multivariate.normal normix.distributions.univariate.exponential normix.distributions.univariate.gamma normix.distributions.univariate.generalized_inverse_gaussian normix.distributions.univariate.inverse_gamma normix.distributions.univariate.inverse_gaussian normix.utils.bessel

moment() (normix.base.distribution.Distribution method) moment_alpha() (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method) MultivariateNormal (class in normix.distributions.multivariate.normal) MVN (in module normix.distributions.multivariate.normal)

N

natural_params (normix.base.exponential_family.ExponentialFamily property) (normix.base.mixture.NormalMixture property) NormalInverseGamma (class in normix.distributions.mixtures.normal_inverse_gamma) NormalInverseGaussian (class in normix.distributions.mixtures.normal_inverse_gaussian) NormalMixture (class in normix.base.mixture) normix.base.distribution module normix.base.exponential_family module normix.base.mixture module normix.distributions.mixtures.generalized_hyperbolic module normix.distributions.mixtures.normal_inverse_gamma module normix.distributions.mixtures.normal_inverse_gaussian module

normix.distributions.mixtures.variance_gamma module normix.distributions.multivariate.normal module normix.distributions.univariate.exponential module normix.distributions.univariate.gamma module normix.distributions.univariate.generalized_inverse_gaussian module normix.distributions.univariate.inverse_gamma module normix.distributions.univariate.inverse_gaussian module normix.utils.bessel module

P

pdf() (normix.base.distribution.Distribution method) (normix.base.exponential_family.ExponentialFamily method) (normix.base.mixture.JointNormalMixture method) (normix.base.mixture.NormalMixture method) (normix.distributions.multivariate.normal.MultivariateNormal method)

pdf_joint() (normix.base.mixture.NormalMixture method) ppf() (normix.base.distribution.Distribution method) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method)

R

regularize_det_sigma_one() (in module normix.distributions.mixtures.generalized_hyperbolic) regularize_fix_p() (in module normix.distributions.mixtures.generalized_hyperbolic) regularize_none() (in module normix.distributions.mixtures.generalized_hyperbolic) regularize_sigma_diagonal_one() (in module normix.distributions.mixtures.generalized_hyperbolic) rvs() (normix.base.distribution.Distribution method) (normix.base.mixture.JointNormalMixture method) (normix.base.mixture.NormalMixture method) (normix.distributions.multivariate.normal.MultivariateNormal method) (normix.distributions.univariate.exponential.Exponential method) (normix.distributions.univariate.gamma.Gamma method) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.univariate.inverse_gamma.InverseGamma method) (normix.distributions.univariate.inverse_gaussian.InverseGaussian method)

rvs_joint() (normix.base.mixture.NormalMixture method)

S

score() (normix.base.distribution.Distribution method) (normix.base.exponential_family.ExponentialFamily method) set_classical_params() (normix.base.exponential_family.ExponentialFamily method) (normix.base.mixture.NormalMixture method) set_expectation_params() (normix.base.exponential_family.ExponentialFamily method) (normix.base.mixture.NormalMixture method) set_L_Sigma() (normix.base.mixture.JointNormalMixture method)

set_natural_params() (normix.base.exponential_family.ExponentialFamily method) (normix.base.mixture.NormalMixture method) sf() (normix.base.distribution.Distribution method) skewness() (normix.base.distribution.Distribution method) stats() (normix.base.distribution.Distribution method) std() (normix.base.distribution.Distribution method) (normix.base.mixture.NormalMixture method)

T

to_scipy() (normix.distributions.multivariate.normal.MultivariateNormal method)

to_scipy_params() (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method)

V

var() (normix.base.distribution.Distribution method) (normix.base.mixture.JointNormalMixture method) (normix.base.mixture.NormalMixture method) (normix.distributions.mixtures.generalized_hyperbolic.GeneralizedHyperbolic method) (normix.distributions.multivariate.normal.MultivariateNormal method) (normix.distributions.univariate.exponential.Exponential method) (normix.distributions.univariate.gamma.Gamma method) (normix.distributions.univariate.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.univariate.inverse_gamma.InverseGamma method) (normix.distributions.univariate.inverse_gaussian.InverseGaussian method)

VarianceGamma (class in normix.distributions.mixtures.variance_gamma)