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

Inheritance: UnivariateContinuousDistribution, IFormattable
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.

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

GeneralizedParetoDistribution ( ) : Accord.Math

Initializes a new instance of the GeneralizedParetoDistribution class.
GeneralizedParetoDistribution ( [ location, [ scale, [ shape ) : Accord.Math

Initializes a new instance of the GeneralizedParetoDistribution class.
Generate ( ) : double

Generates a random observation from the current distribution.
Generate ( int samples, double result ) : double[]

Generates a random vector of observations from the current distribution.
ProbabilityDensityFunction ( double x ) : double

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

The Probability Density Function (PDF) describes the probability that a given value x will occur.

ToString ( string format, IFormatProvider formatProvider ) : string

Returns a System.String that represents this instance.

Private Methods

Method Description
init ( double location, double scale, double shape ) : 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 this 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

GeneralizedParetoDistribution() public method

Initializes a new instance of the GeneralizedParetoDistribution class.
public GeneralizedParetoDistribution ( ) : Accord.Math
return Accord.Math

GeneralizedParetoDistribution() public method

Initializes a new instance of the GeneralizedParetoDistribution class.
public GeneralizedParetoDistribution ( [ location, [ scale, [ shape ) : Accord.Math
location [ The location parameter μ (mu).
scale [ The scale parameter σ (sigma). Must be > 0.
shape [ The shape parameter ξ (Xi).
return Accord.Math

Generate() public method

Generates a random observation from the current distribution.
public Generate ( ) : double
return double

Generate() public method

Generates a random vector of observations from the current distribution.
public Generate ( int samples, double result ) : double[]
samples int The number of samples to generate.
result double The location where to store the samples.
return double[]

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
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