{
"cells": [
{
"cell_type": "code",
"execution_count": 2,
"id": "7380950b",
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"import matplotlib.pyplot as plt"
]
},
{
"cell_type": "markdown",
"id": "c08b3b66",
"metadata": {},
"source": [
"## Dirichlet distribution"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "ebd00d0d",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"-1.2574327653159187"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"from scipy.stats import dirichlet\n",
"quantiles = np.array([0.2, 0.2, 0.6]) # specify quantiles\n",
"alpha = np.array([0.4, 5, 15]) # specify concentration parameters\n",
"dirichlet.logpdf(quantiles, alpha)"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "688ab01a",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"0.2843831684937255"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"dirichlet.pdf(quantiles, alpha)"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "10438f86",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([0.01960784, 0.24509804, 0.73529412])"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"dirichlet.mean(alpha) # get the mean of the distribution"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "246b9173",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([0.00089829, 0.00864603, 0.00909517])"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"dirichlet.var(alpha) # get variance"
]
},
{
"cell_type": "markdown",
"id": "7ee077a1",
"metadata": {},
"source": [
"## Wishart distribution"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "58477c40",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"array([-1.74939317, -1.78835126, -1.87158613, -1.97953317])"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"from scipy.stats import wishart, chi2\n",
"x = [0.24197072, 0.2186801, 0.17771369, 0.1375705]\n",
"wishart.logpdf(x, df=3, scale=1.0)"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.10"
}
},
"nbformat": 4,
"nbformat_minor": 5
}