bartz.testing.Normal

class bartz.testing.Normal

Standard Normal distribution.

property kurtosis: float

Fourth moment E[z ** 4] = 3.

sample(key, shape)

Sample i.i.d. standard Normal values.

Return type:

Float[Array, '*shape']

quantize(x, max_bins)

Quantize values into equal-probability bins.

Parameters:

• x (Float[Array, '*shape']) – Values drawn from the distribution, of any shape.

• max_bins (int) – The number of levels.

Returns:

• quantized_x (UInt[Array, ‘*shape’]) – The bin indices, in [0, max_bins).

• m (int) – The number of levels, always max_bins.

ppf(u)

Quantile function: the standard-Normal inverse CDF.

Return type:

Float[Array, '*shape']

from_standard_normal(z)

Return z unchanged: the Normal family is its own Gaussian-copula transport.

Return type:

Float[Array, '*shape']