#include <continuous.h>
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 |
| virtual double continuous_distribution::cdf | ( | double | x | ) | const [pure virtual] |
The CDF for this distribution. This method returns P(X < x).
| x | the value at which the CDF is evaluated. |
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.
| p | the cumulative probability. |
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.
| 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. |
1.5.3