tfd_logit_normal: The Logit-Normal distribution

In rstudio/tfprobability: Interface to 'TensorFlow Probability'

The Logit-Normal distribution

Description

The Logit-Normal distribution models positive-valued random variables whose logit (i.e., sigmoid_inverse, i.e., log(p) - log1p(-p)) is normally distributed with mean loc and standard deviation scale. It is constructed as the sigmoid transformation, (i.e., 1 / (1 + exp(-x))) of a Normal distribution.

Usage

tfd_logit_normal(
  loc,
  scale,
  validate_args = FALSE,
  allow_nan_stats = TRUE,
  name = "LogitNormal"
)

Arguments

loc	Floating point tensor; the means of the distribution(s).
scale	loating point tensor; the stddevs of the distribution(s). Must contain only positive values.
validate_args	Logical, default FALSE. When TRUE distribution parameters are checked for validity despite possibly degrading runtime performance. When FALSE invalid inputs may silently render incorrect outputs. Default value: FALSE.
allow_nan_stats	Logical, default TRUE. When TRUE, statistics (e.g., mean, mode, variance) use the value NaN to indicate the result is undefined. When FALSE, an exception is raised if one or more of the statistic's batch members are undefined.
name	name prefixed to Ops created by this class.

Value

a distribution instance.

See Also

For usage examples see e.g. tfd_sample(), tfd_log_prob(), tfd_mean().

rstudio/tfprobability documentation built on Sept. 11, 2022, 4:32 a.m.