errint (version 1.0)

p_laplace: Probability Density Functions

Description

p_laplace computes the probability density function of a random variable that has a Laplace distribution with parameters $\mu$ and $\sigma$.

p_gaussian computes the probability density function of a random variable that has a Gaussian distribution with parameters $\mu$ and $\sigma^2$.

p_beta computes the probability density function of a random variable that has a Beta distribution with parameters $\alpha$ and $\beta$.

p_weibull computes the probability density function of a random variable that has a Weibull distribution with parameters $\kappa$ and $\lambda$.

p_moge computes the probability density function of a random variable that has a MOGE distribution with parameters $\lambda$,$\alpha$ and $\theta$.

Usage

p_laplace(x, mu = 0, sigma = 1)
p_gaussian(x, mu = 0, sigma_cuad = 1)
p_beta(x, alpha = 1, beta = 1)
p_weibull(x, k = 1, lambda = 1)
p_moge(x, lambda = 1, alpha = 1, theta = 1)

Arguments

x

vector of points which values we want to compute.

mu

location or mean parameter of the Laplace or Gaussian distribution, respectively.

sigma

scale parameter of the Laplace distribution.

sigma_cuad

variance parameter of the Gaussian distribution.

alpha

shape1 parameter of the Beta distribution or second parameter of the MOGE distribution.

beta

shape2 parameter of the Beta distribution.

k

shape parameter of the Weibull distribution.

lambda

scale parameter of the Weibull distribution or first parameter of the MOGE distribution.

theta

third parameter of the MOGE distribution.

Value

Returns a numeric object corresponding to the value of the probability density function for the given x and distribution parameters.

References

Link to the scientific paper

Prada, Jesus, and Jose Ramon Dorronsoro. "SVRs and Uncertainty Estimates in Wind Energy Prediction." Advances in Computational Intelligence. Springer International Publishing, 2015. 564-577,

with theoretical background for this package is provided below.

http://link.springer.com/chapter/10.1007/978-3-319-19222-2_47

See Also

dlaplace

dnorm

dbeta

dweibull

Examples

p_laplace(0.3)
p_laplace(0.3,mu=0.35,sigma=0.2)


p_gaussian(0.3)
p_gaussian(0.3,mu=0.35,sigma_cuad=0.2)


p_beta(0.3)
p_beta(0.3,alpha=0.35,beta=0.2)


p_weibull(0.3)
p_weibull(0.3,k=0.35,lambda=0.2)


p_moge(0.3)
p_moge(0.3,lambda=0.2,alpha=0.3,theta=0.4)