Folded normal distribution

The parameters mu and sigma are the mean and standard deviation of the underlying normal distribution before folding. The support is x >= 0.

See https://en.wikipedia.org/wiki/Folded_normal_distribution

This parametrization is not the same as the parametrization used in SciPy. The conversion from folded_normal parameters mu and sigma to SciPy’s c, loc and scale:

c = mu/sigma
loc = 0
scale = sigma

mpsci.distributions.folded_normal.cdf(x, mu, sigma)

Cumulative distribution function of the folded normal distribution.

mpsci.distributions.folded_normal.logpdf(x, mu, sigma)

Logarithm of the PDF of the folded normal distribution.

mpsci.distributions.folded_normal.mean(mu, sigma)

Mean of the folded normal distribution.

mpsci.distributions.folded_normal.pdf(x, mu, sigma)

Probability density function of the folded normal distribution.

mpsci.distributions.folded_normal.sf(x, mu, sigma)

Survival function of the folded normal distribution.

mpsci.distributions.folded_normal.support(mu, sigma)

Support of the folded normal distribution.

mpsci.distributions.folded_normal.var(mu, sigma)

Variance of the folded normal distribution.