Parameterizations

The pages below provide an overview of the five main supported qp parameterizations:

There exist additional parameterizations, however they are in various stages of completeness and are not guaranteed to work with all of the functions described in the documentation. For more information about these parameterizations see the parameterization API documentation.

SciPy parameterizations

qp also incorporates all of the continuous distributions from scipy.stats as parameterizations, allowing you to create Ensembles parameterized by these distributions. The main limitations on these parameterizations is that they cannot be converted to, as they have no conversion functions. Additionally, their create_ensemble() method takes a data dictionary instead of specific arguments, as shown in the Cookbook.

You can access these parameterizations from the qp.stats module, as shown below:

>>> import qp
>>> ens_n = qp.stats.norm.create_ensemble(dict(loc=np.array([0,1]),scale=np.array([0.25,0.5])))
>>> ens_n
Ensemble(the_class=norm,shape=(2,1))

The available parameterizations are listed below, with links to their SciPy documentation for more information.

Function

Inputs

Description

alpha

a

An alpha continuous random variable.

anglit

loc, scale

An anglit continuous random variable.

arcsine

loc, scale

An arcsine continuous random variable.

argus

chi, loc, scale

Argus distribution

beta

a, b, loc, scale

A beta continuous random variable.

betaprime

a, b, loc, scale

A beta prime continuous random variable.

bradford

c, loc, scale

A Bradford continuous random variable.

burr

c, d, loc, scale

A Burr (Type III) continuous random variable.

burr12

c, d, loc, scale

A Burr (Type XII) continuous random variable.

cauchy

loc, scale

A Cauchy continuous random variable.

chi

df, loc, scale

A chi continuous random variable.

chi2

df, loc, scale

A chi-squared continuous random variable.

cosine

loc, scale

A cosine continuous random variable.

crystalball

beta, m, loc, scale

Crystalball distribution

dgamma

a, loc, scale

A double gamma continuous random variable.

dpareto_lognorm

u, s, a, b, loc, scale

A double Pareto lognormal continuous random variable.

dweibull

c, loc, scale

A double Weibull continuous random variable.

erlang

a, loc, scale

An Erlang continuous random variable.

expon

loc, scale

An exponential continuous random variable.

exponnorm

K, loc, scale

An exponentially modified Normal continuous random variable.

exponweib

a, c, loc, scale

An exponentiated Weibull continuous random variable.

exponpow

b, loc, scale

An exponential power continuous random variable.

f

dfn, dfd, loc, scale

An F continuous random variable.

fatiguelife

c, loc, scale

A fatigue-life (Birnbaum-Saunders) continuous random variable.

fisk

c, loc, scale

A Fisk continuous random variable.

foldcauchy

c, loc, scale

A folded Cauchy continuous random variable.

foldnorm

c, loc, scale

A folded normal continuous random variable.

genlogistic

c, loc, scale

A generalized logistic continuous random variable.

gennorm

beta, loc, scale

A generalized normal continuous random variable.

genpareto

c, loc, scale

A generalized Pareto continuous random variable.

genexpon

a, b, c, loc

A generalized exponential continuous random variable.

genextreme

c, loc, scale

A generalized extreme value continuous random variable.

gausshyper

a, b,c, z, loc, scale

A Gauss hypergeometric continuous random variable.

gamma

a, loc, scale

A gamma continuous random variable.

gengamma

a, c, loc, scale

A generalized gamma continuous random variable.

genhalflogistic

c, loc, scale

A generalized half-logistic continuous random variable.

genhyperbolic

p, a, b, loc, scale

A generalized hyperbolic continuous random variable.

geninvgauss

p, b, loc, scale

A Generalized Inverse Gaussian continuous random variable.

gibrat

loc, scale

A Gibrat continuous random variable.

gompertz

c, loc, scale

A Gompertz (or truncated Gumbel) continuous random variable.

gumbel_r

loc, scale

A right-skewed Gumbel continuous random variable.

gumbel_l

loc, scale

A left-skewed Gumbel continuous random variable.

halfcauchy

loc, scale

A Half-Cauchy continuous random variable.

halflogistic

loc, scale

A half-logistic continuous random variable.

halfnorm

loc, scale

A half-normal continuous random variable.

halfgennorm

beta, loc, scale

The upper half of a generalized normal continuous random variable.

hypsecant

loc, scale

A hyperbolic secant continuous random variable.

invgamma

a, loc, scale

An inverted gamma continuous random variable.

invgauss

mu, loc, scale

An inverse Gaussian continuous random variable.

invweibull

c, loc, scale

An inverted Weibull continuous random variable.

irwinhall

n, loc, scale

An Irwin-Hall (Uniform Sum) continuous random variable.

jf_skew_t

a, b, loc, scale

Jones and Faddy skew-t distribution.

johnsonsb

a, b, loc, scale

A Johnson SB continuous random variable.

johnsonsu

a, b, loc, scale

A Johnson SU continuous random variable.

kappa4

h, k, loc, scale

Kappa 4 parameter distribution.

kappa3

a, loc, scale

Kappa 3 parameter distribution.

ksone

n, loc, scale

Kolmogorov-Smirnov one-sided test statistic distribution.

kstwo

n, loc, scale

Kolmogorov-Smirnov two-sided test statistic distribution.

kstwobign

loc, scale

Limiting distribution of scaled Kolmogorov-Smirnov two-sided test statistic.

landau

loc, scale

A Landau continuous random variable.

laplace

loc, scale

A Laplace continuous random variable.

laplace_asymmetric

kappa, loc, scale

An asymmetric Laplace continuous random variable.

levy

loc, scale

A Levy continuous random variable.

levy_l

loc, scale

A left-skewed Levy continuous random variable.

levy_stable

alpha, beta, loc, scale

A Levy-stable continuous random variable.

logistic

loc, scale

A logistic (or Sech-squared) continuous random variable.

loggamma

c, loc, scale

A log gamma continuous random variable.

loglaplace

c, loc, scale

A log-Laplace continuous random variable.

lognorm

s, loc, scale

A lognormal continuous random variable.

loguniform

a, b, loc, scale

A loguniform or reciprocal continuous random variable.

lomax

c, loc, scale

A Lomax (Pareto of the second kind) continuous random variable.

maxwell

loc, scale

A Maxwell continuous random variable.

mielke

k, s, loc, scale

A Mielke Beta-Kappa / Dagum continuous random variable.

moyal

loc, scale

A Moyal continuous random variable.

nakagami

nu, loc, scale

A Nakagami continuous random variable.

ncx2

df, nc, loc, scale

A non-central chi-squared continuous random variable.

ncf

dfn, dfd, nc, loc, scale

A non-central F distribution continuous random variable.

nct

df, nc, loc, scale

A non-central Student’s t continuous random variable.

norm

loc, scale

A normal continuous random variable.

norminvgauss

a, b, loc, scale

A Normal Inverse Gaussian continuous random variable.

pareto

b, loc, scale

A Pareto continuous random variable.

pearson3

skew, loc, scale

A pearson type III continuous random variable.

powerlaw

a, loc, scale

A power-function continuous random variable.

powerlognorm

c, s, loc, scale

A power log-normal continuous random variable.

powernorm

c, loc, scale

A power normal continuous random variable.

rdist

c, loc, scale

An R-distributed (symmetric beta) continuous random variable.

rayleigh

loc, scale

A Rayleigh continuous random variable.

rel_breitwigner

rho, loc, scale

A relativistic Breit-Wigner random variable.

rice

b, loc, scale

A Rice continuous random variable.

recipinvgauss

mu, loc, scale

A reciprocal inverse Gaussian continuous random variable.

semicircular

loc, scale

A semicircular continuous random variable.

skewcauchy

a, loc, scale

A skewed Cauchy random variable.

skewnorm

a, loc, scale

A skew-normal random variable.

studentized_range

k, df, loc, scale

A studentized range continuous random variable.

t

df, loc, scale

A Student’s t continuous random variable.

trapezoid

c, d, loc, scale

A trapezoidal continuous random variable.

triang

c, loc, scale

A triangular continuous random variable.

truncexpon

b, loc, scale

A truncated exponential continuous random variable.

truncnorm

a, b, loc, scale

A truncated normal continuous random variable.

truncpareto

b, c, loc, scale

An upper truncated Pareto continuous random variable.

truncweibull_min

c, a, b, loc, scale

A doubly truncated Weibull minimum continuous random variable.

tukeylambda

lam, loc, scale

A Tukey-Lamdba continuous random variable.

uniform

loc, scale

A uniform continuous random variable.

vonmises

kappa, loc

A Von Mises continuous random variable.

vonmises_line

kappa, loc

A Von Mises continuous random variable.

wald

loc, scale

A Wald continuous random variable.

weibull_min

c, loc, scale

Weibull minimum continuous random variable.

weibull_max

c, loc, scale

Weibull maximum continuous random variable.

wrapcauchy

c, loc, scale

A wrapped Cauchy continuous random variable.