Index

A

a (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic attribute) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian attribute) alpha (normix.distributions.gamma.Gamma attribute) (normix.distributions.inverse_gamma.InverseGamma attribute) (normix.distributions.normal_inverse_gamma.JointNormalInverseGamma attribute) (normix.distributions.variance_gamma.JointVarianceGamma attribute)

B

b (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic attribute) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian attribute) BatchEMFitter (class in normix.fitting.em) beta (normix.distributions.gamma.Gamma attribute) (normix.distributions.inverse_gamma.InverseGamma attribute) (normix.distributions.normal_inverse_gamma.JointNormalInverseGamma attribute) (normix.distributions.variance_gamma.JointVarianceGamma attribute)

bregman_divergence() (normix.exponential_family.ExponentialFamily class method) bregman_objective() (in module normix.fitting.solvers) BregmanResult (class in normix.fitting.solvers)

C

cdf() (normix.distributions.gamma.Gamma method) (normix.distributions.inverse_gamma.InverseGamma method) (normix.distributions.inverse_gaussian.InverseGaussian method) (normix.exponential_family.ExponentialFamily method)

conditional_expectations() (normix.mixtures.joint.JointNormalMixture method) converged (normix.fitting.em.EMResult attribute) (normix.fitting.solvers.BregmanResult attribute) cov() (normix.mixtures.marginal.NormalMixture method)

D

d (normix.mixtures.joint.JointNormalMixture property) (normix.mixtures.marginal.NormalMixture property) default_init() (normix.distributions.generalized_hyperbolic.GeneralizedHyperbolic class method) (normix.exponential_family.ExponentialFamily class method) (normix.mixtures.marginal.NormalMixture class method)

dim (normix.distributions.normal.MultivariateNormal property)

E

e_step() (normix.mixtures.marginal.NormalMixture method) elapsed_time (normix.fitting.em.EMResult attribute) (normix.fitting.solvers.BregmanResult attribute)

EMResult (class in normix.fitting.em) expectation_params() (normix.exponential_family.ExponentialFamily method) expectation_params_batch() (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian static method) ExponentialFamily (class in normix.exponential_family)

F

fisher_information() (normix.exponential_family.ExponentialFamily method) fit() (normix.distributions.generalized_hyperbolic.GeneralizedHyperbolic method) (normix.distributions.normal_inverse_gamma.NormalInverseGamma method) (normix.distributions.variance_gamma.VarianceGamma method) (normix.exponential_family.ExponentialFamily method) (normix.fitting.em.BatchEMFitter method) (normix.fitting.em.MiniBatchEMFitter method) (normix.fitting.em.OnlineEMFitter method) (normix.mixtures.marginal.NormalMixture method) fit_mle() (normix.exponential_family.ExponentialFamily class method) from_classical() (normix.distributions.generalized_hyperbolic.GeneralizedHyperbolic class method) (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic class method) (normix.distributions.normal.MultivariateNormal class method) (normix.distributions.normal_inverse_gamma.JointNormalInverseGamma class method) (normix.distributions.normal_inverse_gamma.NormalInverseGamma class method) (normix.distributions.normal_inverse_gaussian.JointNormalInverseGaussian class method) (normix.distributions.normal_inverse_gaussian.NormalInverseGaussian class method) (normix.distributions.variance_gamma.JointVarianceGamma class method) (normix.distributions.variance_gamma.VarianceGamma class method)

from_expectation() (normix.distributions.gamma.Gamma class method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian class method) (normix.distributions.inverse_gamma.InverseGamma class method) (normix.distributions.inverse_gaussian.InverseGaussian class method) (normix.exponential_family.ExponentialFamily class method) from_natural() (normix.distributions.gamma.Gamma class method) (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic class method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian class method) (normix.distributions.inverse_gamma.InverseGamma class method) (normix.distributions.inverse_gaussian.InverseGaussian class method) (normix.distributions.normal_inverse_gamma.JointNormalInverseGamma class method) (normix.distributions.normal_inverse_gaussian.JointNormalInverseGaussian class method) (normix.distributions.variance_gamma.JointVarianceGamma class method) (normix.exponential_family.ExponentialFamily class method) fun (normix.fitting.solvers.BregmanResult attribute)

G

Gamma (class in normix.distributions.gamma) gamma (normix.mixtures.joint.JointNormalMixture attribute) GeneralizedHyperbolic (class in normix.distributions.generalized_hyperbolic)

GeneralizedInverseGaussian (class in normix.distributions.generalized_inverse_gaussian) GIG (in module normix.distributions.generalized_inverse_gaussian) grad_norm (normix.fitting.solvers.BregmanResult attribute)

I

InverseGamma (class in normix.distributions.inverse_gamma)

InverseGaussian (class in normix.distributions.inverse_gaussian)

J

joint (normix.mixtures.marginal.NormalMixture property) JointGeneralizedHyperbolic (class in normix.distributions.generalized_hyperbolic) JointNormalInverseGamma (class in normix.distributions.normal_inverse_gamma)

JointNormalInverseGaussian (class in normix.distributions.normal_inverse_gaussian) JointNormalMixture (class in normix.mixtures.joint) JointVarianceGamma (class in normix.distributions.variance_gamma)

L

L_Sigma (normix.distributions.normal.MultivariateNormal attribute) (normix.mixtures.joint.JointNormalMixture attribute) lam (normix.distributions.inverse_gaussian.InverseGaussian attribute) (normix.distributions.normal_inverse_gaussian.JointNormalInverseGaussian attribute) log_base_measure() (normix.distributions.gamma.Gamma static method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian static method) (normix.distributions.inverse_gamma.InverseGamma static method) (normix.distributions.inverse_gaussian.InverseGaussian static method) (normix.exponential_family.ExponentialFamily static method) (normix.mixtures.joint.JointNormalMixture static method) log_det_sigma() (normix.mixtures.joint.JointNormalMixture method)

log_kv() (in module normix.utils.bessel) log_likelihoods (normix.fitting.em.EMResult attribute) log_partition() (normix.exponential_family.ExponentialFamily method) log_prob() (normix.distributions.generalized_hyperbolic.GeneralizedHyperbolic method) (normix.distributions.normal.MultivariateNormal method) (normix.distributions.normal_inverse_gamma.NormalInverseGamma method) (normix.distributions.normal_inverse_gaussian.NormalInverseGaussian method) (normix.distributions.variance_gamma.VarianceGamma method) (normix.exponential_family.ExponentialFamily method) (normix.mixtures.marginal.NormalMixture method) log_prob_joint() (normix.mixtures.joint.JointNormalMixture method)

M

m_step() (normix.mixtures.marginal.NormalMixture method) marginal_log_likelihood() (normix.mixtures.marginal.NormalMixture method) mean() (normix.distributions.gamma.Gamma method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.inverse_gamma.InverseGamma method) (normix.distributions.inverse_gaussian.InverseGaussian method) (normix.exponential_family.ExponentialFamily method) (normix.mixtures.marginal.NormalMixture method) MiniBatchEMFitter (class in normix.fitting.em) model (normix.fitting.em.EMResult attribute) module normix.distributions.gamma normix.distributions.generalized_hyperbolic normix.distributions.generalized_inverse_gaussian normix.distributions.inverse_gamma normix.distributions.inverse_gaussian normix.distributions.normal normix.distributions.normal_inverse_gamma normix.distributions.normal_inverse_gaussian normix.distributions.variance_gamma normix.exponential_family normix.fitting.em normix.fitting.solvers normix.mixtures.joint normix.mixtures.marginal normix.utils.bessel normix.utils.constants

mu (normix.distributions.inverse_gaussian.InverseGaussian attribute) (normix.distributions.normal.MultivariateNormal attribute) (normix.mixtures.joint.JointNormalMixture attribute) mu_ig (normix.distributions.normal_inverse_gaussian.JointNormalInverseGaussian attribute) MultivariateNormal (class in normix.distributions.normal)

N

n_iter (normix.fitting.em.EMResult attribute) natural_params() (normix.distributions.gamma.Gamma method) (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.inverse_gamma.InverseGamma method) (normix.distributions.inverse_gaussian.InverseGaussian method) (normix.distributions.normal_inverse_gamma.JointNormalInverseGamma method) (normix.distributions.normal_inverse_gaussian.JointNormalInverseGaussian method) (normix.distributions.variance_gamma.JointVarianceGamma method) (normix.exponential_family.ExponentialFamily method) NormalInverseGamma (class in normix.distributions.normal_inverse_gamma) NormalInverseGaussian (class in normix.distributions.normal_inverse_gaussian) NormalMixture (class in normix.mixtures.marginal) normix.distributions.gamma module normix.distributions.generalized_hyperbolic module normix.distributions.generalized_inverse_gaussian module normix.distributions.inverse_gamma module normix.distributions.inverse_gaussian module

normix.distributions.normal module normix.distributions.normal_inverse_gamma module normix.distributions.normal_inverse_gaussian module normix.distributions.variance_gamma module normix.exponential_family module normix.fitting.em module normix.fitting.solvers module normix.mixtures.joint module normix.mixtures.marginal module normix.utils.bessel module normix.utils.constants module num_steps (normix.fitting.solvers.BregmanResult attribute)

O

OnlineEMFitter (class in normix.fitting.em)

P

p (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic attribute) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian attribute)

param_changes (normix.fitting.em.EMResult attribute) pdf() (normix.exponential_family.ExponentialFamily method) (normix.mixtures.marginal.NormalMixture method)

R

regularize_det_sigma_one() (normix.mixtures.marginal.NormalMixture method) rvs() (normix.distributions.gamma.Gamma method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.inverse_gamma.InverseGamma method) (normix.distributions.inverse_gaussian.InverseGaussian method) (normix.exponential_family.ExponentialFamily method) (normix.mixtures.joint.JointNormalMixture method) (normix.mixtures.marginal.NormalMixture method)

S

sample() (normix.distributions.normal.MultivariateNormal method) sigma (normix.distributions.normal.MultivariateNormal property) sigma() (normix.mixtures.joint.JointNormalMixture method) solve_bregman() (in module normix.fitting.solvers) solve_bregman_multistart() (in module normix.fitting.solvers) std() (normix.exponential_family.ExponentialFamily method) subordinator() (normix.distributions.generalized_hyperbolic.JointGeneralizedHyperbolic method) (normix.distributions.normal_inverse_gamma.JointNormalInverseGamma method) (normix.distributions.normal_inverse_gaussian.JointNormalInverseGaussian method) (normix.distributions.variance_gamma.JointVarianceGamma method) (normix.mixtures.joint.JointNormalMixture method)

sufficient_statistics() (normix.distributions.gamma.Gamma static method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian static method) (normix.distributions.inverse_gamma.InverseGamma static method) (normix.distributions.inverse_gaussian.InverseGaussian static method) (normix.exponential_family.ExponentialFamily static method) (normix.mixtures.joint.JointNormalMixture static method)

T

theta (normix.fitting.solvers.BregmanResult attribute)

V

var() (normix.distributions.gamma.Gamma method) (normix.distributions.generalized_inverse_gaussian.GeneralizedInverseGaussian method) (normix.distributions.inverse_gamma.InverseGamma method) (normix.distributions.inverse_gaussian.InverseGaussian method) (normix.exponential_family.ExponentialFamily method)

VarianceGamma (class in normix.distributions.variance_gamma)