rvpy Python library working with random variables in an OOish way.

rvpy is a library for working with random variables in a "Pythonic" way. Random variables (coming soon: random vectors) can be stored as objects to be used in several common operations and conversions. rvpy's distributional methods (pdf(), cdf(), etc) are wrapped around scipy.stats. Relationships between distributions (dunder methods, to_*(), etc) are bespoke.

>>> import rvpy
>>> X = rvpy.Normal(3, 5)
>>> Z = rvpy.StandardNormal()
>>> X + Z
Normal(mu=3, sigma=5.0990195135927845)
>>> Z**2
ChiSq(df=1)

Installation:

rvpy is available on PyPI and can easily be installed via

pip install rvpy

To install the version currently hosted here, simply clone and install locally:

git clone git@github.com:timbook/rvpy.git
cd rvpy
pip install .