laplace_distribution Class Reference

#include <laplace.h>

Inheritance diagram for laplace_distribution:

continuous_distribution

List of all members.

Public Member Functions

 laplace_distribution (double mean=0.0, double scale=1.0)
double cdf (double x) const
double inverse_cdf (double p) const
double mean () const
void mean (double a)
double scale () const
void scale (double b)


Detailed Description

The Laplace distribution.

References:

  1. Eric W. Weisstein. "Laplace Distribution." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/LaplaceDistribution.html

Constructor & Destructor Documentation

NUM_NAMESPACE_BEGIN laplace_distribution::laplace_distribution ( double  m = 0.0,
double  s = 1.0 
)

Create a distribution with the given mean and scale values.

Parameters:
mean the mean parameter.
scale the scale parameter.
Create a distribution with the given mean and scale values.
Parameters:
m the mean parameter.
s the scale parameter.


Member Function Documentation

double laplace_distribution::cdf ( double  x  )  const [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.

Implements continuous_distribution.

double laplace_distribution::inverse_cdf ( double  p  )  const [virtual]

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

Parameters:
p the cumulative probability.
Returns:
x

Implements continuous_distribution.

double laplace_distribution::mean (  )  const

Access the mean parameter.

Returns:
the mean parameter.

void laplace_distribution::mean ( double  m  ) 

Modify the mean parameter.

Parameters:
a the new mean value.

double laplace_distribution::scale (  )  const

Access the scale parameter.

Returns:
the scale parameter.

void laplace_distribution::scale ( double  s  ) 

Modify the scale parameter.

Parameters:
b the new scale value.


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