ExponentialFamily.jl
Julia package that extends the functionality of Distributions.jl by providing a collection of exponential family distributions and customized implementations. It is designed to facilitate working with exponential family distributions and offers specialized functionality tailored to this class of distributions.
Core Principles
The package is built around several core principles:
- High performance with minimal allocations, striving for complete type stability.
- Compatibility with distributions defined in
Distributions.jl. - Ease of use and rich functionality.
Table of Contents
New to probability distributions or the exponential family? Start with the beginner-friendly Getting Started pages:
Then dive into the rest of the documentation:
Index
ExponentialFamily.ConstantBaseMeasureExponentialFamily.DefaultParametersSpaceExponentialFamily.DirichletCollectionExponentialFamily.ExponentialFamilyDistributionExponentialFamily.ExponentialFamilyDistributionAttributesExponentialFamily.GammaShapeRateExponentialFamily.GammaShapeScaleExponentialFamily.InverseWishartFastExponentialFamily.JointGaussianExponentialFamily.JointNormalExponentialFamily.MapBasedLogpdfCallExponentialFamily.MatrixNormalWishartExponentialFamily.MeanToNaturalExponentialFamily.MvNormalGammaExponentialFamily.MvNormalMeanCovarianceExponentialFamily.MvNormalMeanPrecisionExponentialFamily.MvNormalMeanScaleMatrixPrecisionExponentialFamily.MvNormalMeanScalePrecisionExponentialFamily.MvNormalWeightedMeanPrecisionExponentialFamily.MvNormalWishartExponentialFamily.NaturalParametersSpaceExponentialFamily.NaturalToMeanExponentialFamily.NonConstantBaseMeasureExponentialFamily.NormalGammaExponentialFamily.NormalMeanPrecisionExponentialFamily.NormalMeanVarianceExponentialFamily.NormalWeightedMeanPrecisionExponentialFamily.PointBasedLogpdfCallExponentialFamily.WishartFastDistributions.cdfDistributions.logpdfDistributions.pdfExponentialFamily._logpdfExponentialFamily.basemeasureExponentialFamily.check_logpdfExponentialFamily.fisherinformationExponentialFamily.flatten_parametersExponentialFamily.getattributesExponentialFamily.getbasemeasureExponentialFamily.getbasemeasureExponentialFamily.getconditionerExponentialFamily.getdimsExponentialFamily.getfisherinformationExponentialFamily.getfisherinformationExponentialFamily.getgradlogpartitionExponentialFamily.getlogbasemeasureExponentialFamily.getlogpartitionExponentialFamily.getlogpartitionExponentialFamily.getmappingExponentialFamily.getnaturalparametersExponentialFamily.getsufficientstatisticsExponentialFamily.getsufficientstatisticsExponentialFamily.getsupportExponentialFamily.gradlogpartitionExponentialFamily.isbasemeasureconstantExponentialFamily.isproperExponentialFamily.isproperExponentialFamily.isproperExponentialFamily.join_conditionerExponentialFamily.logbasemeasureExponentialFamily.logpartitionExponentialFamily.pack_parametersExponentialFamily.separate_conditionerExponentialFamily.sufficientstatisticsExponentialFamily.unpack_parameters