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

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.

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.

LogProbabilityDensityFunction ( double x ) : double

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

LogQuantileDensityFunction ( double p ) : double

Gets the log of the quantile density function, which in turn is the first derivative of the inverse distribution function (icdf), evaluated at probability p.

ProbabilityDensityFunction ( double x ) : double

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

QuantileDensityFunction ( double p ) : double

Gets the first derivative of the inverse distribution function (icdf) for this distribution evaluated at probability p.

ToString ( string format, IFormatProvider formatProvider ) : string

Returns a System.String that represents this instance.

TukeyLambdaDistribution ( [ lambda ) : System

Constructs a Tukey-Lambda distribution with the given lambda (shape) parameter.

Private Methods

Method Description
initialize ( double lambda ) : 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.
public DistributionFunction ( double x ) : double
x double A single point in the distribution range.
return double

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.
public InverseDistributionFunction ( double p ) : double
p double A probability value between 0 and 1.
return double

LogProbabilityDensityFunction() public method

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

LogQuantileDensityFunction() public method

Gets the log of the quantile density function, which in turn is the first derivative of the inverse distribution function (icdf), evaluated at probability p.
public LogQuantileDensityFunction ( double p ) : double
p double A probability value between 0 and 1.
return double

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

QuantileDensityFunction() public method

Gets the first derivative of the inverse distribution function (icdf) for this distribution evaluated at probability p.
public QuantileDensityFunction ( double p ) : double
p double A probability value between 0 and 1.
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

TukeyLambdaDistribution() public method

Constructs a Tukey-Lambda distribution with the given lambda (shape) parameter.
public TukeyLambdaDistribution ( [ lambda ) : System
lambda [
return System