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Distributions

Distributions related code for Python and numpy/scipy, providing

  • Quasi-Monte Carlo primitives for drawing from several distributions (MVN, MVT, Categorical) using Low-Discrepancy point sets
  • clean MVT implementation (lacking in scipy)
  • clean Inverse Wishart and Normal Inverse Wishart implementation (lacking in scipy)
  • clean implementation of some bijective transformations of random variables

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Distributions related code for Python and numpy/scipy

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