phit

Distribution functions

Densities, masses, tails, and quantiles of 12 families in 13 parameterizations, each in a scalar form and an _array batch form, with a seeded sampler. Inputs, results, and error codes follow the shared rules; families and domains are in Probability distributions.

Normal

Parameter Type Default Description
$mean float 0.0 Mean
$sd float 1.0 Standard deviation, > 0
Function Operation Arguments Returns
dist_normal_pdf() Density float $x, parameters float
dist_normal_pdf_array() Density over a list array $values, parameters array
dist_normal_logpdf() Log density float $x, parameters float
dist_normal_logpdf_array() Log density over a list array $values, parameters array
dist_normal_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_normal_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_normal_logcdf() Log lower tail float $x, parameters float
dist_normal_logcdf_array() Log lower tail over a list array $values, parameters array
dist_normal_sf() Upper tail P(X > x) float $x, parameters float
dist_normal_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_normal_logsf() Log upper tail float $x, parameters float
dist_normal_logsf_array() Log upper tail over a list array $values, parameters array
dist_normal_quantile() Quantile float $p, parameters float
dist_normal_quantile_array() Quantile over a list array $probabilities, parameters array
dist_normal_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_normal_cdf(    float $x,    float $mean = 0.0,    float $sd = 1.0,): floatPhit\dist_normal_cdf_array(    array $values,    float $mean = 0.0,    float $sd = 1.0,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Student’s t

Parameter Type Default Description
$df float required Degrees of freedom, > 0
Function Operation Arguments Returns
dist_t_pdf() Density float $x, parameters float
dist_t_pdf_array() Density over a list array $values, parameters array
dist_t_logpdf() Log density float $x, parameters float
dist_t_logpdf_array() Log density over a list array $values, parameters array
dist_t_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_t_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_t_logcdf() Log lower tail float $x, parameters float
dist_t_logcdf_array() Log lower tail over a list array $values, parameters array
dist_t_sf() Upper tail P(X > x) float $x, parameters float
dist_t_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_t_logsf() Log upper tail float $x, parameters float
dist_t_logsf_array() Log upper tail over a list array $values, parameters array
dist_t_quantile() Quantile float $p, parameters float
dist_t_quantile_array() Quantile over a list array $probabilities, parameters array
dist_t_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_t_cdf(    float $x,    float $df,): floatPhit\dist_t_cdf_array(    array $values,    float $df,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Chi-square

Parameter Type Default Description
$df float required Degrees of freedom, > 0
Function Operation Arguments Returns
dist_chisquare_pdf() Density float $x, parameters float
dist_chisquare_pdf_array() Density over a list array $values, parameters array
dist_chisquare_logpdf() Log density float $x, parameters float
dist_chisquare_logpdf_array() Log density over a list array $values, parameters array
dist_chisquare_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_chisquare_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_chisquare_logcdf() Log lower tail float $x, parameters float
dist_chisquare_logcdf_array() Log lower tail over a list array $values, parameters array
dist_chisquare_sf() Upper tail P(X > x) float $x, parameters float
dist_chisquare_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_chisquare_logsf() Log upper tail float $x, parameters float
dist_chisquare_logsf_array() Log upper tail over a list array $values, parameters array
dist_chisquare_quantile() Quantile float $p, parameters float
dist_chisquare_quantile_array() Quantile over a list array $probabilities, parameters array
dist_chisquare_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_chisquare_cdf(    float $x,    float $df,): floatPhit\dist_chisquare_cdf_array(    array $values,    float $df,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

F

Parameter Type Default Description
$df1 float required Numerator degrees of freedom, > 0
$df2 float required Denominator degrees of freedom, > 0
Function Operation Arguments Returns
dist_f_pdf() Density float $x, parameters float
dist_f_pdf_array() Density over a list array $values, parameters array
dist_f_logpdf() Log density float $x, parameters float
dist_f_logpdf_array() Log density over a list array $values, parameters array
dist_f_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_f_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_f_logcdf() Log lower tail float $x, parameters float
dist_f_logcdf_array() Log lower tail over a list array $values, parameters array
dist_f_sf() Upper tail P(X > x) float $x, parameters float
dist_f_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_f_logsf() Log upper tail float $x, parameters float
dist_f_logsf_array() Log upper tail over a list array $values, parameters array
dist_f_quantile() Quantile float $p, parameters float
dist_f_quantile_array() Quantile over a list array $probabilities, parameters array
dist_f_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_f_cdf(    float $x,    float $df1,    float $df2,): floatPhit\dist_f_cdf_array(    array $values,    float $df1,    float $df2,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Beta

Parameter Type Default Description
$alpha float required First shape parameter, > 0
$beta float required Second shape parameter, > 0
Function Operation Arguments Returns
dist_beta_pdf() Density float $x, parameters float
dist_beta_pdf_array() Density over a list array $values, parameters array
dist_beta_logpdf() Log density float $x, parameters float
dist_beta_logpdf_array() Log density over a list array $values, parameters array
dist_beta_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_beta_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_beta_logcdf() Log lower tail float $x, parameters float
dist_beta_logcdf_array() Log lower tail over a list array $values, parameters array
dist_beta_sf() Upper tail P(X > x) float $x, parameters float
dist_beta_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_beta_logsf() Log upper tail float $x, parameters float
dist_beta_logsf_array() Log upper tail over a list array $values, parameters array
dist_beta_quantile() Quantile float $p, parameters float
dist_beta_quantile_array() Quantile over a list array $probabilities, parameters array
dist_beta_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_beta_cdf(    float $x,    float $alpha,    float $beta,): floatPhit\dist_beta_cdf_array(    array $values,    float $alpha,    float $beta,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Gamma

Parameter Type Default Description
$shape float required Shape, > 0
$scale float 1.0 Scale, > 0; the mean is shape × scale
Function Operation Arguments Returns
dist_gamma_pdf() Density float $x, parameters float
dist_gamma_pdf_array() Density over a list array $values, parameters array
dist_gamma_logpdf() Log density float $x, parameters float
dist_gamma_logpdf_array() Log density over a list array $values, parameters array
dist_gamma_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_gamma_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_gamma_logcdf() Log lower tail float $x, parameters float
dist_gamma_logcdf_array() Log lower tail over a list array $values, parameters array
dist_gamma_sf() Upper tail P(X > x) float $x, parameters float
dist_gamma_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_gamma_logsf() Log upper tail float $x, parameters float
dist_gamma_logsf_array() Log upper tail over a list array $values, parameters array
dist_gamma_quantile() Quantile float $p, parameters float
dist_gamma_quantile_array() Quantile over a list array $probabilities, parameters array
dist_gamma_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_gamma_cdf(    float $x,    float $shape,    float $scale = 1.0,): floatPhit\dist_gamma_cdf_array(    array $values,    float $shape,    float $scale = 1.0,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Exponential

Parameter Type Default Description
$rate float 1.0 Rate, > 0; the mean is 1 / rate
Function Operation Arguments Returns
dist_exponential_pdf() Density float $x, parameters float
dist_exponential_pdf_array() Density over a list array $values, parameters array
dist_exponential_logpdf() Log density float $x, parameters float
dist_exponential_logpdf_array() Log density over a list array $values, parameters array
dist_exponential_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_exponential_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_exponential_logcdf() Log lower tail float $x, parameters float
dist_exponential_logcdf_array() Log lower tail over a list array $values, parameters array
dist_exponential_sf() Upper tail P(X > x) float $x, parameters float
dist_exponential_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_exponential_logsf() Log upper tail float $x, parameters float
dist_exponential_logsf_array() Log upper tail over a list array $values, parameters array
dist_exponential_quantile() Quantile float $p, parameters float
dist_exponential_quantile_array() Quantile over a list array $probabilities, parameters array
dist_exponential_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_exponential_cdf(    float $x,    float $rate = 1.0,): floatPhit\dist_exponential_cdf_array(    array $values,    float $rate = 1.0,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Log-normal

Parameter Type Default Description
$meanlog float 0.0 Mean of log X
$sdlog float 1.0 Standard deviation of log X, > 0
Function Operation Arguments Returns
dist_lognormal_pdf() Density float $x, parameters float
dist_lognormal_pdf_array() Density over a list array $values, parameters array
dist_lognormal_logpdf() Log density float $x, parameters float
dist_lognormal_logpdf_array() Log density over a list array $values, parameters array
dist_lognormal_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_lognormal_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_lognormal_logcdf() Log lower tail float $x, parameters float
dist_lognormal_logcdf_array() Log lower tail over a list array $values, parameters array
dist_lognormal_sf() Upper tail P(X > x) float $x, parameters float
dist_lognormal_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_lognormal_logsf() Log upper tail float $x, parameters float
dist_lognormal_logsf_array() Log upper tail over a list array $values, parameters array
dist_lognormal_quantile() Quantile float $p, parameters float
dist_lognormal_quantile_array() Quantile over a list array $probabilities, parameters array
dist_lognormal_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_lognormal_cdf(    float $x,    float $meanlog = 0.0,    float $sdlog = 1.0,): floatPhit\dist_lognormal_cdf_array(    array $values,    float $meanlog = 0.0,    float $sdlog = 1.0,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Logistic

Parameter Type Default Description
$location float 0.0 Location: the mean and median
$scale float 1.0 Scale, > 0
Function Operation Arguments Returns
dist_logistic_pdf() Density float $x, parameters float
dist_logistic_pdf_array() Density over a list array $values, parameters array
dist_logistic_logpdf() Log density float $x, parameters float
dist_logistic_logpdf_array() Log density over a list array $values, parameters array
dist_logistic_cdf() Lower tail P(X ≤ x) float $x, parameters float
dist_logistic_cdf_array() Lower tail P(X ≤ x) over a list array $values, parameters array
dist_logistic_logcdf() Log lower tail float $x, parameters float
dist_logistic_logcdf_array() Log lower tail over a list array $values, parameters array
dist_logistic_sf() Upper tail P(X > x) float $x, parameters float
dist_logistic_sf_array() Upper tail P(X > x) over a list array $values, parameters array
dist_logistic_logsf() Log upper tail float $x, parameters float
dist_logistic_logsf_array() Log upper tail over a list array $values, parameters array
dist_logistic_quantile() Quantile float $p, parameters float
dist_logistic_quantile_array() Quantile over a list array $probabilities, parameters array
dist_logistic_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_logistic_cdf(    float $x,    float $location = 0.0,    float $scale = 1.0,): floatPhit\dist_logistic_cdf_array(    array $values,    float $location = 0.0,    float $scale = 1.0,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Binomial

Parameter Type Default Description
$size int required Number of trials, an integer in [0, 2^53]
$prob float required Success probability in [0, 1]
Function Operation Arguments Returns
dist_binomial_pmf() Probability mass float $k, parameters float
dist_binomial_pmf_array() Probability mass over a list array $counts, parameters array
dist_binomial_logpmf() Log probability mass float $k, parameters float
dist_binomial_logpmf_array() Log probability mass over a list array $counts, parameters array
dist_binomial_cdf() Lower tail P(X ≤ x) float $k, parameters float
dist_binomial_cdf_array() Lower tail P(X ≤ x) over a list array $counts, parameters array
dist_binomial_logcdf() Log lower tail float $k, parameters float
dist_binomial_logcdf_array() Log lower tail over a list array $counts, parameters array
dist_binomial_sf() Upper tail P(X > x) float $k, parameters float
dist_binomial_sf_array() Upper tail P(X > x) over a list array $counts, parameters array
dist_binomial_logsf() Log upper tail float $k, parameters float
dist_binomial_logsf_array() Log upper tail over a list array $counts, parameters array
dist_binomial_quantile() Quantile float $p, parameters float
dist_binomial_quantile_array() Quantile over a list array $probabilities, parameters array
dist_binomial_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_binomial_cdf(    float $k,    int $size,    float $prob,): floatPhit\dist_binomial_cdf_array(    array $counts,    int $size,    float $prob,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Poisson

Parameter Type Default Description
$lambda float required Mean, ≥ 0
Function Operation Arguments Returns
dist_poisson_pmf() Probability mass float $k, parameters float
dist_poisson_pmf_array() Probability mass over a list array $counts, parameters array
dist_poisson_logpmf() Log probability mass float $k, parameters float
dist_poisson_logpmf_array() Log probability mass over a list array $counts, parameters array
dist_poisson_cdf() Lower tail P(X ≤ x) float $k, parameters float
dist_poisson_cdf_array() Lower tail P(X ≤ x) over a list array $counts, parameters array
dist_poisson_logcdf() Log lower tail float $k, parameters float
dist_poisson_logcdf_array() Log lower tail over a list array $counts, parameters array
dist_poisson_sf() Upper tail P(X > x) float $k, parameters float
dist_poisson_sf_array() Upper tail P(X > x) over a list array $counts, parameters array
dist_poisson_logsf() Log upper tail float $k, parameters float
dist_poisson_logsf_array() Log upper tail over a list array $counts, parameters array
dist_poisson_quantile() Quantile float $p, parameters float
dist_poisson_quantile_array() Quantile over a list array $probabilities, parameters array
dist_poisson_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_poisson_cdf(    float $k,    float $lambda,): floatPhit\dist_poisson_cdf_array(    array $counts,    float $lambda,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Negative binomial (size, prob)

Parameter Type Default Description
$size float required Dispersion: a positive real, not a trial count
$prob float required Success probability in (0, 1]
Function Operation Arguments Returns
dist_nbinom_pmf() Probability mass float $k, parameters float
dist_nbinom_pmf_array() Probability mass over a list array $counts, parameters array
dist_nbinom_logpmf() Log probability mass float $k, parameters float
dist_nbinom_logpmf_array() Log probability mass over a list array $counts, parameters array
dist_nbinom_cdf() Lower tail P(X ≤ x) float $k, parameters float
dist_nbinom_cdf_array() Lower tail P(X ≤ x) over a list array $counts, parameters array
dist_nbinom_logcdf() Log lower tail float $k, parameters float
dist_nbinom_logcdf_array() Log lower tail over a list array $counts, parameters array
dist_nbinom_sf() Upper tail P(X > x) float $k, parameters float
dist_nbinom_sf_array() Upper tail P(X > x) over a list array $counts, parameters array
dist_nbinom_logsf() Log upper tail float $k, parameters float
dist_nbinom_logsf_array() Log upper tail over a list array $counts, parameters array
dist_nbinom_quantile() Quantile float $p, parameters float
dist_nbinom_quantile_array() Quantile over a list array $probabilities, parameters array
dist_nbinom_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_nbinom_cdf(    float $k,    float $size,    float $prob,): floatPhit\dist_nbinom_cdf_array(    array $counts,    float $size,    float $prob,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.

Negative binomial (size, mu)

Parameter Type Default Description
$size float required Dispersion: a positive real, not a trial count
$mu float required Mean, ≥ 0
Function Operation Arguments Returns
dist_nbinom_mu_pmf() Probability mass float $k, parameters float
dist_nbinom_mu_pmf_array() Probability mass over a list array $counts, parameters array
dist_nbinom_mu_logpmf() Log probability mass float $k, parameters float
dist_nbinom_mu_logpmf_array() Log probability mass over a list array $counts, parameters array
dist_nbinom_mu_cdf() Lower tail P(X ≤ x) float $k, parameters float
dist_nbinom_mu_cdf_array() Lower tail P(X ≤ x) over a list array $counts, parameters array
dist_nbinom_mu_logcdf() Log lower tail float $k, parameters float
dist_nbinom_mu_logcdf_array() Log lower tail over a list array $counts, parameters array
dist_nbinom_mu_sf() Upper tail P(X > x) float $k, parameters float
dist_nbinom_mu_sf_array() Upper tail P(X > x) over a list array $counts, parameters array
dist_nbinom_mu_logsf() Log upper tail float $k, parameters float
dist_nbinom_mu_logsf_array() Log upper tail over a list array $counts, parameters array
dist_nbinom_mu_quantile() Quantile float $p, parameters float
dist_nbinom_mu_quantile_array() Quantile over a list array $probabilities, parameters array
dist_nbinom_mu_rng() Seeded samples int $n, int $seed, parameters array
Phit\dist_nbinom_mu_cdf(    float $k,    float $size,    float $mu,): floatPhit\dist_nbinom_mu_cdf_array(    array $counts,    float $size,    float $mu,): array

Errors Exception: code 1001 for an invalid parameter, 1003 for a NAN input, or 1006 for a numerical failure.

Sampler errors Exception: code 1001 for invalid input, 1003 for a nonfinite parameter or sample, or 1007 for more than 1,000,000 draws or an unsupported size.