Distributions

The following distributions are currently supported. We will add additional support for the Distributions package in near future.

Common Interface

A common interface to access the sufficient statistics and the log likelihood is provided for all distributions.

julia> add_data!(dist, X) # add datum to dist
julia> dist2 = add_data(dist, X) # add datum to copy of dist

julia> remove_data!(dist, X) # remove datum from dist
julia> dist2 = remove_data(dist, X) # remove datum from copy of dist

julia> logpred(dist, X) # log likelihood datum under dist

Beta-Binomial

The Binomial distribution with Beta prior of dimensionality D can be created using:

julia> dist = BinomialBeta(D) # with default α = 1.0 and β = 1.0
julia> dist = BinomialBeta(D, α = 3, β = 4) # specify α and β parameter of Beta distribution

Dirichlet-Multinomial

The Multinomial distribution with Dirichlet prior of dimensionality D can be created using:

julia> dist = MultinomialDirichlet(D, 1.0) # with default α = 1.0

Wishart-Gaussian

The Gaussian distribution with Wishart prior of dimensionality D can be created using:

julia> dist = GaussianWishart(μ, κ, ν, Ψ) # with specified μ of dimensionality D, κ, ν and Ψ of dimensionality D x D