npstat::ExpTiltedDistribution1D Class Reference

Inheritance diagram for npstat::ExpTiltedDistribution1D:

Public Member Functions
	ExpTiltedDistribution1D (const AbsCGF1D &cgf, const AbsDistribution1D &distro, double s_tilt)
	ExpTiltedDistribution1D (const ExpTiltedDistribution1D &)
ExpTiltedDistribution1D &	operator= (const ExpTiltedDistribution1D &)
virtual ExpTiltedDistribution1D *	clone () const
void	setTilt (double s)
double	tilt () const
double	Ks () const
AbsCGF1D &	getCGF ()
const AbsCGF1D &	getCGF () const
AbsDistribution1D &	getUnderlyingDistro ()
const AbsDistribution1D &	getUnderlyingDistro () const
double	mean () const
double	variance () const
virtual double	density (double x) const
virtual double	cdf (double x) const
virtual double	exceedance (double x) const
virtual double	quantile (double x) const
virtual gs::ClassId	classId () const
virtual bool	write (std::ostream &) const
Public Member Functions inherited from npstat::AbsDistribution1D
bool	operator== (const AbsDistribution1D &r) const
bool	operator!= (const AbsDistribution1D &r) const
virtual unsigned	random (AbsRandomGenerator &g, double *generatedRandom) 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 const char *	classname ()
static unsigned	version ()
static ExpTiltedDistribution1D *	read (const gs::ClassId &id, std::istream &is)
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 &) const

Constructor & Destructor Documentation

ExpTiltedDistribution1D()

npstat::ExpTiltedDistribution1D::ExpTiltedDistribution1D	(	const AbsCGF1D &	cgf,
		const AbsDistribution1D &	distro,
		double	s_tilt
	)

The cumulant generating function argument, "cgf", should be the CGF of the distribution "distro"

Member Function Documentation

cdf()

virtual double npstat::ExpTiltedDistribution1D::cdf ( double  x ) const

virtual

Cumulative distribution function

Implements npstat::AbsDistribution1D.

classId()

virtual gs::ClassId npstat::ExpTiltedDistribution1D::classId ( ) const

inlinevirtual

Prototype needed for I/O

Implements npstat::AbsDistribution1D.

clone()

virtual ExpTiltedDistribution1D* npstat::ExpTiltedDistribution1D::clone ( ) const

inlinevirtual

"Virtual copy constructor"

Implements npstat::AbsDistribution1D.

density()

virtual double npstat::ExpTiltedDistribution1D::density ( double  x ) const

virtual

Probability density

Implements npstat::AbsDistribution1D.

exceedance()

virtual double npstat::ExpTiltedDistribution1D::exceedance ( double  x ) const

virtual

1 - cdf, implementations should avoid subtractive cancellation

Implements npstat::AbsDistribution1D.

isEqual()

virtual bool npstat::ExpTiltedDistribution1D::isEqual ( const AbsDistribution1D &  ) const

protectedvirtual

Comparison for equality. To be implemented by derived classes.

Implements npstat::AbsDistribution1D.

quantile()

virtual double npstat::ExpTiltedDistribution1D::quantile ( double  x ) const

virtual

The quantile function

Implements npstat::AbsDistribution1D.

setTilt()

void npstat::ExpTiltedDistribution1D::setTilt

(

double

s

)

Set the s-tilt parameter

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

• stat/ExpTiltedDistribution1D.hh