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 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 The Probability Density Function (PDF) describes the probability that a given value |
|
ToString ( string format, IFormatProvider formatProvider ) : string |
Returns a System.String that represents this instance.
|
Method | Description | |
---|---|---|
init ( double location, double scale, double shape ) : void |
public DistributionFunction ( double x ) : double | ||
x | double | A single point in the distribution range. |
return | double |
public GeneralizedParetoDistribution ( ) : Accord.Math | ||
return | Accord.Math |
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 |
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[] |
public ProbabilityDensityFunction ( double x ) : double | ||
x | double | A single point in the distribution range. |
return | double |
public ToString ( string format, IFormatProvider formatProvider ) : string | ||
format | string | The format. |
formatProvider | IFormatProvider | The format provider. |
return | string |