Student’s t

greybox.distributions.dt(q, df, loc=0, scale=1, log=False)[source]

T-distribution density.

Parameters:
  • q (array_like) – Quantiles.

  • df (float) – Degrees of freedom.

  • loc (float) – Location parameter.

  • scale (float) – Scale parameter.

  • log (bool) – If True, return log-density.

Returns:

Density values.

Return type:

array

greybox.distributions.pt(q, df, loc=0, scale=1)[source]

T-distribution CDF.

Parameters:
  • q (array_like) – Quantiles.

  • df (float) – Degrees of freedom.

  • loc (float) – Location parameter.

  • scale (float) – Scale parameter.

Returns:

CDF values.

Return type:

array

greybox.distributions.qt(p, df, loc=0, scale=1)[source]

T-distribution quantile function.

Parameters:
  • p (array_like) – Probabilities.

  • df (float) – Degrees of freedom.

  • loc (float) – Location parameter.

  • scale (float) – Scale parameter.

Returns:

Quantile values.

Return type:

array

greybox.distributions.rt(n, df, loc=0, scale=1)[source]

T-distribution random number generation.

Parameters:
  • n (int) – Number of observations.

  • df (float) – Degrees of freedom.

  • loc (float) – Location parameter.

  • scale (float) – Scale parameter.

Returns:

Random values.

Return type:

array