tfp.edward2.GeneralizedPareto

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Create a random variable for GeneralizedPareto.

Aliases:

tfp.edward2.GeneralizedPareto(
    *args,
    **kwargs
)

See GeneralizedPareto for more details.

Returns:

RandomVariable.

Original Docstring for Distribution

Construct a Generalized Pareto distribution.

Args:

  • loc: The location / shift of the distribution. GeneralizedPareto is a location-scale distribution. This parameter lower bounds the distribution's support. Must broadcast with scale, concentration. Floating point Tensor.
  • scale: The scale of the distribution. GeneralizedPareto is a location-scale distribution, so doubling the scale doubles a sample and halves the density. Strictly positive floating point Tensor. Must broadcast with loc, concentration.
  • concentration: The shape parameter of the distribution. The larger the magnitude, the more the distribution concentrates near loc (for concentration >= 0) or near loc - (scale/concentration) (for concentration < 0). Floating point Tensor.
  • validate_args: Python bool, default False. When True distribution parameters are checked for validity despite possibly degrading runtime performance. When False invalid inputs may silently render incorrect outputs.
  • allow_nan_stats: Python bool, default True. When True, statistics (e.g., mean, variance) use the value "NaN" to indicate the result is undefined. When False, an exception is raised if one or more of the statistic's batch members are undefined.
  • name: Python str name prefixed to Ops created by this class.

Raises:

  • TypeError: if loc, scale, or concentration have different dtypes.