C# Class NSoft.NFramework.Numerics.Distributions.Continuous.Laplace

The Laplace distribution is a distribution over the real numbers parameterized by a mean and scale parameter. The PDF is: p(x) = \frac{1}{2 * scale} \exp{- |x - mean| / scale}. Wikipedia - Laplace distribution.
The distribution will use the System.Random by default.

Users can set the random number generator by using the RandomSource property.

The statistics classes will check all the incoming parameters whether they are in the allowed range. This might involve heavy computation. Optionally, by setting Control.CheckDistributionParameters to false, all parameter checks can be turned off.

Inheritance: IContinuousDistribution
Datei anzeigen Open project: debop/NFramework

Public Methods

Method Description
CumulativeDistribution ( double x ) : double

확률 분포 계산을 위한 누적분포함수
Density ( double x ) : double

분포의 확률 밀도
DensityLn ( double x ) : double

분포의 로그 확률 밀도
Laplace ( ) : System
Laplace ( double location = 0.0, double scale = 1.0, Func randomFactory = null ) : System
Sample ( ) : double

분포의 무작위 값을 제공합니다.
Sample ( Random rnd, double location, double scale ) : double
Samples ( ) : IEnumerable

현 분포의 무작위 값을 열거합니다.
Samples ( Random rnd, double location, double scale ) : IEnumerable
ToString ( ) : string

Private Methods

Method Description
AssertParameters ( double location, double scale ) : void
DoSample ( Random rnd, double location, double scale ) : double
SetParameters ( double location, double scale ) : void

Method Details

CumulativeDistribution() public method

확률 분포 계산을 위한 누적분포함수
public CumulativeDistribution ( double x ) : double
x double The location at which to compute the cumulative distribution function.
return double

Density() public method

분포의 확률 밀도
public Density ( double x ) : double
x double
return double

DensityLn() public method

분포의 로그 확률 밀도
public DensityLn ( double x ) : double
x double
return double

Laplace() public method

public Laplace ( ) : System
return System

Laplace() public method

public Laplace ( double location = 0.0, double scale = 1.0, Func randomFactory = null ) : System
location double
scale double
randomFactory Func
return System

Sample() public method

분포의 무작위 값을 제공합니다.
public Sample ( ) : double
return double

Sample() public static method

public static Sample ( Random rnd, double location, double scale ) : double
rnd System.Random
location double
scale double
return double

Samples() public method

현 분포의 무작위 값을 열거합니다.
public Samples ( ) : IEnumerable
return IEnumerable

Samples() public static method

public static Samples ( Random rnd, double location, double scale ) : IEnumerable
rnd System.Random
location double
scale double
return IEnumerable

ToString() public method

public ToString ( ) : string
return string