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Distributions implements a few probability distributions as score_...(...)
and sample_...(...) in https://github.com/forcedotcom/distributions/blob/master/include/distributions/random.hpp
But distributions is focused on collapsed Gibbs sampling of conjugate
distributions, and only a few score_ and sample_ functions are needed, e.g.
sample_normal(...) and score_student_t(...), but neither score_normal(...)
nor sample_student_t(...).
On Sat, Aug 2, 2014 at 2:32 AM, Thomas Wiecki [email protected]
wrote:
Does distributions have most common (log) probability distributions in C++
(e.g. normal)? Couldn't find them by quickly skimming the code base.
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Reply to this email directly or view it on GitHub #8 (comment)
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