| bf.dist.student_t | R Documentation |
The Student's t-distribution is a probability distribution that arises in hypothesis testing involving the mean of a normally distributed population when the population standard deviation is unknown. It is similar to the normal distribution, but has heavier tails, making it more robust to outliers. For large
\nu
, it converges to the Normal distribution.
X \sim t_\nu(\mu, \sigma)
where:
*
\mu
is the **location (mean)** parameter *
\sigma > 0
is the **scale** parameter *
\nu > 0
is the **degrees of freedom** controlling the tail heaviness
bf.dist.student_t(
df,
loc = 0,
scale = 1,
validate_args = py_none(),
name = "x",
obs = py_none(),
mask = py_none(),
sample = FALSE,
seed = py_none(),
shape = c(),
event = 0,
create_obj = FALSE,
to_jax = TRUE
)
df |
A numeric vector representing degrees of freedom, must be positive. |
loc |
A numeric vector representing the location parameter, defaults to 0.0. |
scale |
A numeric vector representing the scale parameter, defaults to 1.0. |
validate_args |
Logical: Whether to validate parameter values. Defaults to 'reticulate::py_none()'. |
name |
A character string representing the name of the random variable within a model. This is used to uniquely identify the variable. Defaults to 'x'. |
obs |
A numeric vector or array of observed values. If provided, the random variable is conditioned on these values. If 'NULL', the variable is treated as a latent (unobserved) variable. Defaults to 'NULL'. |
mask |
A logical vector to mask observations. |
sample |
A logical value that controls the function's behavior. If 'TRUE', the function will directly draw samples from the distribution. If 'FALSE', it will create a random variable within a model. Defaults to 'FALSE'. |
seed |
An integer used to set the random seed for reproducibility when 'sample = TRUE'. This argument has no effect when 'sample = FALSE', as randomness is handled by the model's inference engine. Defaults to 0. |
shape |
A numeric vector. When ‘sample=False' (model building), this is used with '.expand(shape)' to set the distribution’s batch shape. When 'sample=True' (direct sampling), this is used as 'sample_shape' to draw a raw JAX array of the given shape. |
event |
Integer representing the number of batch dimensions to reinterpret as event dimensions (used in model building). |
create_obj |
Logical. If 'TRUE', returns the raw BI distribution object instead of creating a sample site. This is essential for building complex distributions like 'MixtureSameFamily'. |
to_jax |
Boolean. Indicates whether to return a JAX array or not. |
- When sample=FALSE, a BI Student's t-distribution object (for model building).
- When sample=TRUE, a JAX array of samples drawn from the Student's t-distribution (for direct sampling).
- When create_obj=TRUE, the raw BI distribution object (for advanced use cases).
https://num.pyro.ai/en/stable/distributions.html#studentt
library(BayesForge)
m=importBF(platform='cpu')
bf.dist.student_t(df = 2, loc = 0, scale = 2, sample = TRUE)
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