Module `Ppl.Evaluation`

A module for evaluating the correctness of models and inference procedures

Contains functionality to perform hypothesis tests and KL-divergences for both continuous and discrete distributions

type 'a samples = 'a Empirical.Discrete.t
type 'a dist = 'a Dist.dist

KL-Divergence

val kl_discrete : ?⁠n:int -> 'a Primitive.t -> 'a dist -> float: Find the KL divergence for two discrete distributions

val kl_continuous : ?⁠n:int -> float Primitive.t -> float dist -> float: Find the KL divergence for two continuous distributions

val kl_cum_discrete : int array -> bool Primitive.t -> bool dist -> (int * float) array
val kl_cum_continuous : int array -> float Primitive.t -> float dist -> (int * float) array

Hypothesis Tests

val kolmogorov_smirnov : ?⁠n:int -> ?⁠alpha:float -> float dist -> float Primitive.t -> Owl_stats.hypothesis: Perform kolmogorov smirnov test, returns a hypothesis which is true if the null hypothesis is rejected

val chi_sq : ?⁠n:int -> ?⁠alpha:float -> 'a dist -> 'a Primitive.t -> Owl_stats.hypothesis: Perform chi-squared test, returns a hypothesis which is true if the null hypothesis is rejected