pystra.distributions.distribution.StdNormal#

class StdNormal[source]#

Bases: object

Standard normal distribution (mean 0, standard deviation 1).

A lightweight implementation using scipy.special error functions, avoiding the overhead of a full scipy.stats distribution object. This class is used internally by the Nataf transformation and by the marginal distribution mappings (x_to_u / u_to_x).

Methods

`cdf`	Cumulative distribution function of the standard normal.
`pdf`	Probability density function of the standard normal.
`ppf`	Percent-point (inverse CDF) of the standard normal.

static pdf(u)[source]#

Probability density function of the standard normal.

Parameters:: u (float or array_like) – Quantile(s) in standard normal space.
Returns:: Density value(s).
Return type:: float or ndarray

static cdf(u)[source]#

Cumulative distribution function of the standard normal.

Parameters:: u (float or array_like) – Quantile(s) in standard normal space.
Returns:: Probability value(s) in [0, 1].
Return type:: float or ndarray

static ppf(p)[source]#

Percent-point (inverse CDF) of the standard normal.

Parameters:: p (float or array_like) – Probability value(s) in (0, 1).
Returns:: Quantile(s) in standard normal space.
Return type:: float or ndarray