continuous_distribution Class Reference

#include <continuous.h>

Inheritance diagram for continuous_distribution:

beta_distribution cauchy_distribution chi_squared_distribution exponential_distribution f_distribution gamma_distribution laplace_distribution log_normal_distribution logistic_distribution normal_distribution rayleigh_distribution t_distribution uniform_distribution

List of all members.

Public Member Functions

virtual double cdf (double x) const =0
virtual double inverse_cdf (double p) const =0

Protected Member Functions

double find_inverse_cdf (double p, double lower, double initial, double upper) const


Detailed Description

Base continuous distribution.

Member Function Documentation

virtual double continuous_distribution::cdf ( double  x  )  const [pure virtual]

The CDF for this distribution. This method returns P(X < x).

Parameters:
x the value at which the CDF is evaluated.
Returns:
CDF for this distribution.

Implemented in beta_distribution, cauchy_distribution, chi_squared_distribution, exponential_distribution, f_distribution, gamma_distribution, laplace_distribution, logistic_distribution, log_normal_distribution, normal_distribution, rayleigh_distribution, t_distribution, and uniform_distribution.

virtual double continuous_distribution::inverse_cdf ( double  p  )  const [pure virtual]

The inverse CDF for this distribution. This method returns x such that, P(X < x) = p.

Parameters:
p the cumulative probability.
Returns:
x

Implemented in beta_distribution, cauchy_distribution, chi_squared_distribution, exponential_distribution, f_distribution, gamma_distribution, laplace_distribution, logistic_distribution, log_normal_distribution, normal_distribution, rayleigh_distribution, t_distribution, and uniform_distribution.

double continuous_distribution::find_inverse_cdf ( double  p,
double  lower,
double  initial,
double  upper 
) const [protected]

Generic means to compute inverse cumulative probability values. This method uses the bisection method to find inverse CDF values.

Parameters:
p the cumulative probability.
lower the global lower bound of the inverse CDF value.
initial an initial guess at the inverse CDF value.
upper the global upper bound of the inverse CDF value.
Returns:
x such that P(X < x) = p


The documentation for this class was generated from the following files:
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