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

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.

Fit ( double observations, double weights, Fitting options ) : void

Not supported.
NoncentralTDistribution ( [ degreesOfFreedom, [ noncentrality ) : Accord.Math

Initializes a new instance of the TDistribution class.
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
distributionFunctionLowerTail ( double t, double df, double delta ) : double

Computes the cumulative probability at t of the non-central T-distribution with DF degrees of freedom and non-centrality parameter.

This function is based on the original work done by Russell Lent hand John Burkardt, shared under the LGPL license. Original FORTRAN code can be found at: http://people.sc.fsu.edu/~jburkardt/f77_src/asa243/asa243.html

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

Fit() public method

Not supported.
public Fit ( double observations, double weights, Fitting options ) : void
observations double
weights double
options Fitting
return void

NoncentralTDistribution() public method

Initializes a new instance of the TDistribution class.
public NoncentralTDistribution ( [ degreesOfFreedom, [ noncentrality ) : Accord.Math
degreesOfFreedom [ The degrees of freedom v.
noncentrality [ The noncentrality parameter μ (mu).
return Accord.Math

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
formatProvider IFormatProvider
return string