There's tons of WIP-code that implements arithmetic on Distributions. No
one has the time to finish that code or volunteer to maintain it, so it's
just sitting in limbo.
OP: What you're asking for sounds like it's largely equivalent to
probabilistic programming. There are a ton of ways you coul
In general, f(x,theta) does not necessarily belong to any
frequently used distribution family, even if theta does -- it is
easy to come up with examples.
Some distribution families are closed under certain operations (eg
addition, and multiplication by scalars for the normal), and some
distri
Dear all,
I don't know if that's the best place to ask such a question but I'll give
it a try: I need to code stochastic models:
xnplus1 = f(xn, theta)
where xn is the state of my system at time n and theta is a set of
parameters for this model, constant through time, and possibly containing
