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

The inverse Gamma distribution is a distribution over the positive real numbers parameterized by two positive parameters. Wikipedia - InverseGamma 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
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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

InverseGamma ( double shape, double scale, Func randomFactory = null ) : System
Sample ( ) : double

분포의 무작위 값을 제공합니다.

Sample ( Random rnd, double shape, double scale ) : double
Samples ( ) : IEnumerable

현 분포의 무작위 값을 열거합니다.

Samples ( Random rnd, double shape, double scale ) : IEnumerable
ToString ( ) : string

Private Methods

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

InverseGamma() public method

public InverseGamma ( double shape, double scale, Func randomFactory = null ) : System
shape 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 shape, double scale ) : double
rnd System.Random
shape 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 shape, double scale ) : IEnumerable
rnd System.Random
shape double
scale double
return IEnumerable

ToString() public method

public ToString ( ) : string
return string