Variate Types¶

Variate¶

Variate is an abstract type that serves as the basis for several concrete types in the Mamba package. Conceptually, it represents a data structure that stores numeric values sampled from a target distribution. As an abstract type, Variate cannot be instantiated and cannot have fields. It can, however, have method functions, which descendant subtypes will inherit. Such inheritance allows one to endow a core set of functionality to all subtypes by simply defining the functionality once on the abstract type (see julia Types). Accordingly, a core set of functionality is defined for the Variate type through the field and method functions summarized below. Although the (abstract) type does not have fields, its method functions assume that all subtypes will be declared with the value field shown.

Declaration¶

abstract Variate{T<:Union(VariateType, Array{VariateType})}

Aliases¶

typealias VariateType Float64

typealias UniVariate Variate{VariateType}
typealias MultiVariate{N} Variate{Array{VariateType,N}}
typealias VectorVariate MultiVariate{1}
typealias MatrixVariate MultiVariate{2}

Field¶

value::T : a scalar or array of VariateType values that represent samples from a target distribution.

Methods¶

Method functions supported on all Variate types are summarized in the following sections; and, unless otherwise specified, are detailed in The Julia Standard Library documentation.

Array Functions¶

cummin      cumsum         maximum     prod
cummax      cumsum_kbn     minimum     sum
cumprod     diff           norm        sum_kbn

Collections¶

endof      size          show
length     getindex      showcompact
ndims      setindex!

Distributions¶

The univariate, multivariate, and matrix distributions described in the Distributions Section are supported.

Linear Algebra¶

dot

Mathematical Operators and Elementary Functions¶

The basic numerical Mathematical Operators and Elementary Functions of the julia language are supported, and the ones below added.

Function	Description
`logit(x)`	log-odds
`invlogit(x)`	inverse log-odds

Statistics¶

cor      median     var
cov      std        varm
mean     stdm

Subtypes¶

Subtypes of Variate include the Dependent, Logical, and Stochastic types, as well as the those defined for supplied Sampling Functions.

UML relational diagram of Variate types and their fields.