Statistical functions (mlpy.stats)

Discrete distributions

nonuniform A non-uniform discrete random variable.
gibbs A Gibbs distribution discrete random variable.

Conditional distributions

conditional_normal Conditional Normal random variable.
conditional_student Conditional Student random variable.
conditional_mix_normal Conditional Mix-Normal random variable.

Multivariate distributions

multivariate_normal Multivariate Normal random variable.
multivariate_student Multivariate Student random variable.
invwishart Inverse Wishart random variable.
normal_invwishart Normal-Inverse Wishart random variable.

Statistical Models

markov Markov model.

Mixture Models

MixtureModel Mixture model base class.
DiscreteMM Discrete mixture model class.
GMM Gaussian mixture model class.
StudentMM Student mixture model class.

Statistical functions

is_posdef Test if matrix a is positive definite.
randpd Create a random positive definite matrix.
stacked_randpd Create multiple random positive definite matrices.
normalize_logspace Normalize in log space while avoiding numerical underflow.
sq_distance Efficiently compute squared Euclidean distances between stats of vectors.
partitioned_cov Partition the rows of x according to y and take the covariance of each group.
partitioned_mean Groups the rows of x according to the class labels in y and takes the mean of each group.
partitioned_sum Groups the rows of x according to the class labels in y and sums each group.
shrink_cov Ledoit-Wolf optimal shrinkage estimator.
canonize_labels Transform labels to 1:k.