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

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.
InverseDistributionFunction ( double p ) : double	Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability `p`. This function is also known as the Quantile function. The Inverse Cumulative Distribution Function (ICDF) specifies, for a given probability, the value which the random variable will be at, or below, with that probability.
LogProbabilityDensityFunction ( double x ) : double	Gets the log-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.
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.
TDistribution ( [ degreesOfFreedom ) : System	Initializes a new instance of the TDistribution class.
ToString ( string format, IFormatProvider formatProvider ) : string	Returns a System.String that represents this instance.

Private Methods

Method	Description
inverseDistributionLeftTail ( double df, double p ) : double	Gets the inverse of the cumulative distribution function (icdf) for the left tail T-distribution evaluated at probability `p`. Based on the stdtril function from the Cephes Math Library Release 2.8, adapted with permission of Stephen L. Moshier.

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

InverseDistributionFunction() public method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.

The Inverse Cumulative Distribution Function (ICDF) specifies, for a given probability, the value which the random variable will be at, or below, with that probability.

public InverseDistributionFunction ( double p ) : double
p	double
return	double

LogProbabilityDensityFunction() public method

Gets the log-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 LogProbabilityDensityFunction ( double x ) : double
x	double	A single point in the distribution range.
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

TDistribution() public method

Initializes a new instance of the TDistribution class.

public TDistribution ( [ degreesOfFreedom ) : System
degreesOfFreedom	[	The degrees of freedom.
return	System

ToString() public method

Returns a System.String that represents this instance.

public ToString ( string format, IFormatProvider formatProvider ) : string
format	string
formatProvider	IFormatProvider
return	string