Fumagalli_Motta_Tarantino_2020.Models.Distributions

 1import scipy.stats
 2
 3
 4class NormalDistribution:
 5    """
 6    Represents a normal distribution function.
 7
 8    Parameters for the distribution:
 9    - loc: mean of the normal  distribution
10    - scale: standard deviation of the normal distribution
11    """
12
13    @staticmethod
14    def cumulative(x: float, **kwargs) -> float:
15        """
16        Returns the value of the cumulative distribution function.
17
18        Parameters
19        ----------
20        x: float
21            Value to get the corresponding value of the cumulative distribution function.
22        kwargs
23            Parameters for the distribution (-> see class documentation)
24
25        Returns
26        -------
27        float
28            Value of the cumulative distribution function.
29        """
30        return scipy.stats.norm.cdf(x, **kwargs)
31
32    @staticmethod
33    def inverse_cumulative(q: float, **kwargs) -> float:
34        """
35        Returns the value of the inverse cumulative distribution function (percent point function).
36
37        Parameters
38        ----------
39        q: float
40            Value to get the corresponding value of the inverse cumulative distribution function.
41        kwargs
42            Parameters for the distribution (-> see class documentation)
43
44        Returns
45        -------
46        float
47            Value of the inverse cumulative distribution function.
48        """
49        return scipy.stats.norm.ppf(q, **kwargs)
50
51
52class UniformDistribution(NormalDistribution):
53    """
54    Represents a uniform distribution function ($U_{[loc, loc+scale]}$).
55
56    Parameters for the distribution:
57    - loc: start of distribution
58    - scale: difference added to the start of the beginning of the distribution (-> defines the end of the distribution)
59    """
60
61    @staticmethod
62    def cumulative(x: float, **kwargs) -> float:
63        return scipy.stats.uniform.cdf(x, **kwargs)
64
65    @staticmethod
66    def inverse_cumulative(q: float, **kwargs) -> float:
67        return scipy.stats.uniform.ppf(q, **kwargs)