npstat::AbsScalableDistribution1D Class Reference

#include <AbsDistribution1D.hh>

Inheritance diagram for npstat::AbsScalableDistribution1D:

Public Member Functions
	AbsScalableDistribution1D (const double location, const double scale)
double	location () const
double	scale () const
void	setLocation (const double v)
void	setScale (const double v)
double	density (const double x) const
double	cdf (const double x) const
double	exceedance (const double x) const
double	quantile (const double x) const
virtual unsigned	random (AbsRandomGenerator &g, double *generatedRandom) const
virtual AbsScalableDistribution1D *	clone () const =0
virtual gs::ClassId	classId () const =0
virtual bool	write (std::ostream &os) const
Public Member Functions inherited from npstat::AbsDistribution1D
bool	operator== (const AbsDistribution1D &r) const
bool	operator!= (const AbsDistribution1D &r) const
long double	empiricalMoment (long double center, unsigned order, unsigned nIntegrationPoints=1024U, bool useFejerQuadrature=false) const
template<class Functor >
double	expectation (const Functor &fcn, unsigned nIntegrationPoints=1024U, bool useFejerQuadrature=false) const

Static Public Member Functions
static bool	read (std::istream &is, double *location, double *scale)
Static Public Member Functions inherited from npstat::AbsDistribution1D
static const char *	classname ()
static unsigned	version ()
static AbsDistribution1D *	read (const gs::ClassId &id, std::istream &)

Protected Member Functions
virtual bool	isEqual (const AbsDistribution1D &other) const

Friends
class	UnscaledDensityFunctor1D
class	UnscaledCdfFunctor1D

Detailed Description

This base class is used to model distributions which have "trivial" behavior w.r.t. location and scale parameters. That is, if the distribution density is g(x), the density with location parameter "mu" and scale parameter "sigma" is g((x - mu)/sigma)/sigma.

All distributions with infinite support on both sides fall in this category, as well as a large number of distributions with finite support.

Constructor & Destructor Documentation

AbsScalableDistribution1D()

npstat::AbsScalableDistribution1D::AbsScalableDistribution1D ( const double  location, const double  scale  )

inline

Location and scale parameters must be provided

Member Function Documentation

cdf()

double npstat::AbsScalableDistribution1D::cdf ( const double  x ) const

inlinevirtual

Cumulative distribution function

Implements npstat::AbsDistribution1D.

classId()

virtual gs::ClassId npstat::AbsScalableDistribution1D::classId ( ) const

pure virtual

Method related to "geners" I/O

Implements npstat::AbsDistribution1D.

Implemented in npstat::UGaussConvolution1D, npstat::QuantileTable1D, npstat::PowerRatio1D, npstat::PowerHalfCauchy1D, npstat::PolynomialDistro1D, npstat::LocationScaleFamily1D, npstat::LegendreDistro1D, npstat::JohnsonSystem, npstat::JohnsonSb, npstat::JohnsonSu, npstat::GaussianMixture1D, npstat::BinnedDensity1D, npstat::Tabulated1D, npstat::StudentsT1D, npstat::Moyal1D, npstat::LogNormal, npstat::Cauchy1D, npstat::Huber1D, npstat::UniPareto1D, npstat::Pareto1D, npstat::Gamma1D, npstat::Beta1D, npstat::SymmetricBeta1D, npstat::BifurcatedGauss1D, npstat::MirroredGauss1D, npstat::TruncatedGauss1D, npstat::Gauss1D, npstat::LogQuadratic1D, npstat::Quadratic1D, npstat::Logistic1D, npstat::Laplace1D, npstat::Exponential1D, npstat::IsoscelesTriangle1D, npstat::Uniform1D, npstat::DeltaMixture1D, and npstat::ChebyshevDistro1D.

clone()

virtual AbsScalableDistribution1D* npstat::AbsScalableDistribution1D::clone ( ) const

pure virtual

"Virtual copy constructor"

Implements npstat::AbsDistribution1D.

Implemented in npstat::UGaussConvolution1D, npstat::QuantileTable1D, npstat::PowerRatio1D, npstat::PowerHalfCauchy1D, npstat::PolynomialDistro1D, npstat::LocationScaleFamily1D, npstat::LegendreDistro1D, npstat::JohnsonSystem, npstat::JohnsonSb, npstat::JohnsonSu, npstat::GaussianMixture1D, npstat::BinnedDensity1D, npstat::Tabulated1D, npstat::StudentsT1D, npstat::Moyal1D, npstat::LogNormal, npstat::Cauchy1D, npstat::Huber1D, npstat::UniPareto1D, npstat::Pareto1D, npstat::Gamma1D, npstat::Beta1D, npstat::SymmetricBeta1D, npstat::BifurcatedGauss1D, npstat::MirroredGauss1D, npstat::TruncatedGauss1D, npstat::Gauss1D, npstat::LogQuadratic1D, npstat::Quadratic1D, npstat::Logistic1D, npstat::Laplace1D, npstat::Exponential1D, npstat::IsoscelesTriangle1D, npstat::Uniform1D, npstat::DeltaMixture1D, and npstat::ChebyshevDistro1D.

density()

double npstat::AbsScalableDistribution1D::density ( const double  x ) const

inlinevirtual

Method overriden from the AbsDistribution1D base class

Implements npstat::AbsDistribution1D.

exceedance()

double npstat::AbsScalableDistribution1D::exceedance ( const double  x ) const

inlinevirtual

1 - cdf, known as "survival function" or "exceedance". Implementations should avoid subtractive cancellation.

Implements npstat::AbsDistribution1D.

isEqual()

virtual bool npstat::AbsScalableDistribution1D::isEqual ( const AbsDistribution1D &  other ) const

inlineprotectedvirtual

Derived classes should override the following method as long as they have at least one additional data member. Don't forget to call "isEqual" of the base class inside the derived classes.

Implements npstat::AbsDistribution1D.

Reimplemented in npstat::QuantileTable1D, npstat::GaussianMixture1D, npstat::Moyal1D, npstat::Cauchy1D, npstat::Gauss1D, npstat::Logistic1D, npstat::Laplace1D, npstat::Exponential1D, npstat::IsoscelesTriangle1D, npstat::Uniform1D, npstat::LocationScaleFamily1D, npstat::UGaussConvolution1D, npstat::PowerRatio1D, npstat::PowerHalfCauchy1D, npstat::PolynomialDistro1D, npstat::LegendreDistro1D, npstat::JohnsonSystem, npstat::JohnsonSb, npstat::JohnsonSu, npstat::BinnedDensity1D, npstat::Tabulated1D, npstat::StudentsT1D, npstat::LogNormal, npstat::Huber1D, npstat::UniPareto1D, npstat::Pareto1D, npstat::Gamma1D, npstat::Beta1D, npstat::SymmetricBeta1D, npstat::BifurcatedGauss1D, npstat::MirroredGauss1D, npstat::TruncatedGauss1D, npstat::LogQuadratic1D, npstat::Quadratic1D, npstat::DeltaMixture1D, and npstat::ChebyshevDistro1D.

location()

double npstat::AbsScalableDistribution1D::location ( ) const

inline

Get the location parameter

quantile()

double npstat::AbsScalableDistribution1D::quantile ( const double  x ) const

inlinevirtual

The quantile function (inverse cdf)

Implements npstat::AbsDistribution1D.

random()

virtual unsigned npstat::AbsScalableDistribution1D::random ( AbsRandomGenerator &  g, double *  generatedRandom  ) const

inlinevirtual

Random number generator according to the given distribution. Should return the number of random points used up from the generator.

Reimplemented from npstat::AbsDistribution1D.

Reimplemented in npstat::GaussianMixture1D.

read()

static bool npstat::AbsScalableDistribution1D::read ( std::istream &  is, double *  location, double *  scale  )

static

Pseudo-read function for I/O. Note that this class is abstract, so its instance can not be created.

scale()

double npstat::AbsScalableDistribution1D::scale ( ) const

inline

Get the scale parameter

setLocation()

void npstat::AbsScalableDistribution1D::setLocation ( const double  v )

inline

Set the location parameter

setScale()

void npstat::AbsScalableDistribution1D::setScale ( const double  v )

inline

Set the scale parameter

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

• stat/AbsDistribution1D.hh