C# Class Accord.Statistics.Distributions.Univariate.GeneralContinuousDistribution

General continuous distribution.

The general continuous distribution provides the automatic calculation for a variety of distribution functions and measures given only definitions for the Probability Density Function (PDF) or the Cumulative Distribution Function (CDF). Values such as the Expected value, Variance, Entropy and others are computed through numeric integration.

Inheritance: UnivariateContinuousDistribution
Show file Open project: accord-net/framework Class Usage Examples

Public Methods

Method Description
Clone ( ) : object

Creates a new object that is a copy of the current instance.
DistributionFunction ( double x ) : double

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
FromDensityFunction ( DoubleRange support, double>.Func pdf ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution using only a probability density function definition.
FromDensityFunction ( DoubleRange support, double>.Func pdf, IUnivariateIntegration method ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution using only a probability density function definition.
FromDensityFunction ( double>.Func pdf ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution using only a probability density function definition.
FromDistribution ( UnivariateContinuousDistribution distribution ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution from an existing continuous distribution.
FromDistributionFunction ( DoubleRange support, double>.Func cdf ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution using only a cumulative distribution function definition.
FromDistributionFunction ( DoubleRange support, double>.Func cdf, IUnivariateIntegration method ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution using only a cumulative distribution function definition.
FromDistributionFunction ( double>.Func cdf ) : GeneralContinuousDistribution

Creates a new GeneralContinuousDistribution using only a cumulative distribution function definition.
GeneralContinuousDistribution ( DoubleRange support, double>.Func density, double>.Func distribution ) : System

Creates a new GeneralContinuousDistribution with the given PDF and CDF functions.
GeneralContinuousDistribution ( UnivariateContinuousDistribution distribution ) : System

Creates a new GeneralContinuousDistribution with the given PDF and CDF functions.
ProbabilityDensityFunction ( double x ) : double

Gets the probability density function (pdf) for this distribution evaluated at point x.
ToString ( string format, IFormatProvider formatProvider ) : string

Returns a System.String that represents this instance.

Private Methods

Method Description
GeneralContinuousDistribution ( ) : System
createDefaultIntegrationMethod ( ) : InfiniteAdaptiveGaussKronrod

Method Details

Clone() public method

Creates a new object that is a copy of the current instance.
public Clone ( ) : object
return object

DistributionFunction() public method

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
public DistributionFunction ( double x ) : double
x double A single point in the distribution range.
return double

FromDensityFunction() public static method

Creates a new GeneralContinuousDistribution using only a probability density function definition.
public static FromDensityFunction ( DoubleRange support, double>.Func pdf ) : GeneralContinuousDistribution
support AForge.DoubleRange The distribution's support over the real line.
pdf double>.Func A probability density function.
return GeneralContinuousDistribution

FromDensityFunction() public static method

Creates a new GeneralContinuousDistribution using only a probability density function definition.
public static FromDensityFunction ( DoubleRange support, double>.Func pdf, IUnivariateIntegration method ) : GeneralContinuousDistribution
support AForge.DoubleRange The distribution's support over the real line.
pdf double>.Func A probability density function.
method IUnivariateIntegration The integration method to use for numerical computations.
return GeneralContinuousDistribution

FromDensityFunction() public static method

Creates a new GeneralContinuousDistribution using only a probability density function definition.
public static FromDensityFunction ( double>.Func pdf ) : GeneralContinuousDistribution
pdf double>.Func A probability density function.
return GeneralContinuousDistribution

FromDistribution() public static method

Creates a new GeneralContinuousDistribution from an existing continuous distribution.
public static FromDistribution ( UnivariateContinuousDistribution distribution ) : GeneralContinuousDistribution
distribution UnivariateContinuousDistribution The distribution.
return GeneralContinuousDistribution

FromDistributionFunction() public static method

Creates a new GeneralContinuousDistribution using only a cumulative distribution function definition.
public static FromDistributionFunction ( DoubleRange support, double>.Func cdf ) : GeneralContinuousDistribution
support AForge.DoubleRange The distribution's support over the real line.
cdf double>.Func A cumulative distribution function.
return GeneralContinuousDistribution

FromDistributionFunction() public static method

Creates a new GeneralContinuousDistribution using only a cumulative distribution function definition.
public static FromDistributionFunction ( DoubleRange support, double>.Func cdf, IUnivariateIntegration method ) : GeneralContinuousDistribution
support AForge.DoubleRange The distribution's support over the real line.
cdf double>.Func A cumulative distribution function.
method IUnivariateIntegration The integration method to use for numerical computations.
return GeneralContinuousDistribution

FromDistributionFunction() public static method

Creates a new GeneralContinuousDistribution using only a cumulative distribution function definition.
public static FromDistributionFunction ( double>.Func cdf ) : GeneralContinuousDistribution
cdf double>.Func A cumulative distribution function.
return GeneralContinuousDistribution

GeneralContinuousDistribution() public method

Creates a new GeneralContinuousDistribution with the given PDF and CDF functions.
public GeneralContinuousDistribution ( DoubleRange support, double>.Func density, double>.Func distribution ) : System
support AForge.DoubleRange The distribution's support over the real line.
density double>.Func A probability density function.
distribution double>.Func A cumulative distribution function.
return System

GeneralContinuousDistribution() public method

Creates a new GeneralContinuousDistribution with the given PDF and CDF functions.
public GeneralContinuousDistribution ( UnivariateContinuousDistribution distribution ) : System
distribution UnivariateContinuousDistribution A distribution whose properties will be numerically estimated.
return System

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for this distribution evaluated at point x.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
return double

ToString() public method

Returns a System.String that represents this instance.
public ToString ( string format, IFormatProvider formatProvider ) : string
format string The format.
formatProvider IFormatProvider The format provider.
return string