NGBDistReg: NGBoost regression distribution object

In Akai01/ngboost: R Interface to Ngboost

NGBoost regression distribution object

Description

NGBoost regression distribution object

NGBoost regression distribution object

Value

A NGBDist Class

Methods

Public methods

• NGBDistReg$new()

• NGBDistReg$rvs()

• NGBDistReg$pdf()

• NGBDistReg$logpdf()

• NGBDistReg$cdf()

• NGBDistReg$logcdf()

• NGBDistReg$sf()

• NGBDistReg$logsf()

• NGBDistReg$ppf()

• NGBDistReg$isf()

• NGBDistReg$entropy()

• NGBDistReg$interval()

• NGBDistReg$mean()

• NGBDistReg$median()

• NGBDistReg$std()

• NGBDistReg$var()

• NGBDistReg$clone()

---

Method new()

Initialize the NGBoost distribution object. It is initialize internally.

Usage

NGBDistReg$new(x)

Arguments

x

A python ngboost.distns.distn.Distn.uncensor object

---

Method rvs()

Random variates of given type.

Usage

NGBDistReg$rvs()

Returns

Random variates

---

Method pdf()

Probability density function at x of the given RV.

Usage

NGBDistReg$pdf(quantiles, ...)

Arguments

quantiles

The quantiles

...

Ignored

Returns

Probability density function evaluated at quantiles

---

Method logpdf()

Log of the probability density function at x of the given RV. This uses a more numerically accurate calculation if available.

Usage

NGBDistReg$logpdf(quantiles)

Arguments

quantiles

The quantiles

Returns

Log of the probability density function evaluated at quantiles

---

Method cdf()

Cumulative distribution function of the given RV.

Usage

NGBDistReg$cdf(quantiles)

Arguments

quantiles

The quantiles

Returns

Cumulative distribution function evaluated at quantiles

---

Method logcdf()

Log of the cumulative distribution function at x of the given RV.

Usage

NGBDistReg$logcdf(quantiles)

Arguments

quantiles

The quantiles

Returns

Log of the cumulative distribution function evaluated at quantiles.

---

Method sf()

Survival function (1 - 'cdf') at x of the given RV.

Usage

NGBDistReg$sf(quantiles)

Arguments

quantiles

The quantiles

Returns

Survival function evaluated at quantiles

---

Method logsf()

Log of the survival function of the given RV.

Usage

NGBDistReg$logsf(quantiles)

Arguments

quantiles

The quantiles

return

Log of the survival function evaluated at quantiles

---

Method ppf()

Percent point function (inverse of 'cdf') at q of the given RV.

Usage

NGBDistReg$ppf(q, ...)

Arguments

q

array, Lower tail probability.

...

Other arguments

Returns

quantile corresponding to the lower tail probability q

---

Method isf()

Inverse survival function (inverse of sf) at q of the given RV.

Usage

NGBDistReg$isf(q)

Arguments

q

array, Lower tail probability.

Returns

Quantile corresponding to the upper tail probability, q.

---

Method entropy()

Differential entropy.

Usage

NGBDistReg$entropy()

Returns

Differential entropy

---

Method interval()

Confidence interval with equal areas around the median.

Usage

NGBDistReg$interval(confidence)

Arguments

confidence

Probability that an rv will be drawn from the returned range. Each value should be in the range 0>= confidence <=1.

Returns

nd-points of range that contain 100 * confidence of the rv's possible values.

---

Method mean()

Mean of the distribution.

Usage

NGBDistReg$mean()

Returns

The mean of the distribution

---

Method median()

Median of the distribution.

Usage

NGBDistReg$median()

Returns

The median of the distribution

---

Method std()

Standard deviation of the distribution

Usage

NGBDistReg$std()

Returns

The standard deviation of the distribution

---

Method var()

Variance of the distribution.

Usage

NGBDistReg$var()

Returns

The variance of the distribution.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

NGBDistReg$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Author(s)

Resul Akay

Akai01/ngboost documentation built on Nov. 21, 2022, 10:05 a.m.