Skip to content

← distributions package

DistributionICDF

Calculate the inverse cumulative distribution function (iCDF) of a provided (wired-in) probability distribution at the given quantile(s).

This returns the point in event space such that the given quantile of the distribution's probability mass is lower than the provided quantile value. Among distributions specified in the distributions package, this is only defined for univariate distributions, and is further only available if your distribution uses the scipy or numpyro backends internally (although torch supports it for a subset of distributions). For the distributions defined in the distributions package, the ICDF is generally the analytic, i.e. exact, result, but for sampling-based distributions (e.g., those output by one of the Inference nodes), this will be an approximation. For distributions defined over multiple named random variables (e.g., posterior distributions), the result will be of the same format as the value, i.e., either a Packet or a dictionary of arrays. In the case of sampling-based distributions, the iCDF is also defined in the multivariate case, where the same quantile is evaluated independently for each axis. For univariate distributions, this is a scalar, but the value will be an array if the distribution's event space is multivariate, and/or if the distribution itself is batched, as in, is parameterized by a batch of parameters (e.g., multiple sets of locations or scales) and/or if the given value is itself a batch. In all these cases, the shape of the result is (sample_shape, batch_shape, event_shape) where sample_shape is the shape of the value (note one cannot specify a different quantile for each dimension of the event space, so any dimension in the value is treated as a batch dimension). More Info... Version 1.0.0

Ports/Properties

dist

Distribution to use.

  • verbose name: Dist
  • default value: None
  • port type: DataPort
  • value type: Distribution (can be None)
  • data direction: IN

value

Value at which to evaluate the CDF, and result.

  • verbose name: Value
  • default value: None
  • port type: DataPort
  • value type: object (can be None)
  • data direction: INOUT

set_breakpoint

Set a breakpoint on this node. If this is enabled, your debugger (if one is attached) will trigger a breakpoint.

  • verbose name: Set Breakpoint (Debug Only)
  • default value: False
  • port type: BoolPort
  • value type: bool (can be None)

metadata

User-definable meta-data associated with the node. Usually reserved for technical purposes.

  • verbose name: Metadata
  • default value: {}
  • port type: DictPort
  • value type: dict (can be None)