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

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 the Generalized Normal distribution evaluated at point x.

The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

GeneralizedNormalDistribution ( [ location, [ scale, [ shape ) : System

Constructs a Generalized Normal distribution with the given parameters.

Laplace ( [ location, [ scale ) : GeneralizedNormalDistribution

Create an LaplaceDistribution distribution using a GeneralizedNormalDistribution specialization.

Normal ( double mean, double stdDev ) : GeneralizedNormalDistribution

Create an NormalDistribution distribution using a GeneralizedNormalDistribution specialization.

ProbabilityDensityFunction ( double x ) : double

Gets the probability density function (pdf) for the Normal distribution evaluated at point x.

ToString ( string format, IFormatProvider formatProvider ) : string

Returns a System.String that represents this instance.

Private Methods

Method Description
initialize ( double mu, double alpha, double beta ) : void

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 the Generalized Normal distribution evaluated at point x.

The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

public DistributionFunction ( double x ) : double
x double /// A single point in the distribution range.
return double

GeneralizedNormalDistribution() public method

Constructs a Generalized Normal distribution with the given parameters.
public GeneralizedNormalDistribution ( [ location, [ scale, [ shape ) : System
location [ The location parameter μ.
scale [ The scale parameter α.
shape [ The shape parameter β.
return System

Laplace() public static method

Create an LaplaceDistribution distribution using a GeneralizedNormalDistribution specialization.
public static Laplace ( [ location, [ scale ) : GeneralizedNormalDistribution
location [ The Laplace's location parameter μ (mu).
scale [ The Laplace's scale parameter b.
return GeneralizedNormalDistribution

Normal() public static method

Create an NormalDistribution distribution using a GeneralizedNormalDistribution specialization.
public static Normal ( double mean, double stdDev ) : GeneralizedNormalDistribution
mean double The Normal's mean parameter μ (mu).
stdDev double The Normal's standard deviation σ (sigma).
return GeneralizedNormalDistribution

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for the Normal distribution evaluated at point x.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range. For a /// univariate distribution, this should be a single double value. /// For a multivariate distribution, this should be a double array.
return double

ToString() public method

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