C# 클래스 NSoft.NFramework.Numerics.Distributions.Continuous.Normal

정규 분포. Implements the univariate Normal (or Gaussian) distribution. For details about this distribution, see Wikipedia - Normal distribution.

The distribution will use the System.Random by default. Users can get/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.

상속: IContinuousDistribution
파일 보기 프로젝트 열기: debop/NFramework 1 사용 예제들

공개 메소드들

메소드 설명
CumulativeDistribution ( double x ) : double

확률 분포 계산을 위한 누적분포함수

Density ( double x ) : double

분포의 확률 밀도

Density ( double mean, double stDev, double x ) : double

정규분포의 밀도를 계산합니다.

DensityLn ( double x ) : double

분포의 로그 확률 밀도

DensityLn ( double mean, double stDev, double x ) : double

정규분포의 로그 밀도를 계산합니다.

InverseCumulativeDistribution ( double p ) : double

Computes the inverse cumulative distribution function of the normal distribution.

Normal ( ) : System

생성자

Normal ( double mean = 0.0, double stDev = 1.0, Func randomFactory = null ) : System

정규분포 생성자

Sample ( ) : double

분포의 무작위 값을 제공합니다.

Sample ( Random rnd, double mean, double stDev ) : double

Generates a sample from the normal distribution using the Box-Muller algorithm.

Samples ( ) : IEnumerable

현 분포의 무작위 값을 열거합니다.

Samples ( Random rnd, double mean, double stDev ) : IEnumerable

Generates a sequence of samples from the normal distribution using the Box-Muller algorithm.

ToString ( ) : string
WithMeanPrecision ( double mean, double precision ) : Normal
WithMeanStDev ( double mean, double stDev ) : Normal
WithMeanVariance ( double mean, double variance ) : Normal

비공개 메소드들

메소드 설명
AssertParameters ( double mean, double stddev ) : void
CumulativeDistribution ( double mean, double sdev, double x ) : double

Computes the cumulative distribution function of the normal distribution.

SampleBoxMuller ( Random rnd ) : double>.Tuple

Samples a pair of standard normal distributed random variables using the Box-Muller algorithm.

SetParameters ( double mean, double stdDev ) : void

메소드 상세

CumulativeDistribution() 공개 메소드

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

Density() 공개 메소드

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

Density() 공개 정적인 메소드

정규분포의 밀도를 계산합니다.
public static Density ( double mean, double stDev, double x ) : double
mean double
stDev double
x double
리턴 double

DensityLn() 공개 메소드

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

DensityLn() 공개 정적인 메소드

정규분포의 로그 밀도를 계산합니다.
public static DensityLn ( double mean, double stDev, double x ) : double
mean double
stDev double
x double
리턴 double

InverseCumulativeDistribution() 공개 메소드

Computes the inverse cumulative distribution function of the normal distribution.
public InverseCumulativeDistribution ( double p ) : double
p double The location at which to compute the inverse cumulative density.
리턴 double

Normal() 공개 메소드

생성자
public Normal ( ) : System
리턴 System

Normal() 공개 메소드

정규분포 생성자
public Normal ( double mean = 0.0, double stDev = 1.0, Func randomFactory = null ) : System
mean double 평균
stDev double 표준편차
randomFactory Func 난수발생기 Factory
리턴 System

Sample() 공개 메소드

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

Sample() 공개 정적인 메소드

Generates a sample from the normal distribution using the Box-Muller algorithm.
public static Sample ( Random rnd, double mean, double stDev ) : double
rnd System.Random The random number generator to use.
mean double The mean of the normal distribution from which to generate samples.
stDev double The standard deviation of the normal distribution from which to generate samples.
리턴 double

Samples() 공개 메소드

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

Samples() 공개 정적인 메소드

Generates a sequence of samples from the normal distribution using the Box-Muller algorithm.
public static Samples ( Random rnd, double mean, double stDev ) : IEnumerable
rnd System.Random The random number generator to use.
mean double The mean of the normal distribution from which to generate samples.
stDev double The standard deviation of the normal distribution from which to generate samples.
리턴 IEnumerable

ToString() 공개 메소드

public ToString ( ) : string
리턴 string

WithMeanPrecision() 공개 정적인 메소드

public static WithMeanPrecision ( double mean, double precision ) : Normal
mean double
precision double
리턴 Normal

WithMeanStDev() 공개 정적인 메소드

public static WithMeanStDev ( double mean, double stDev ) : Normal
mean double
stDev double
리턴 Normal

WithMeanVariance() 공개 정적인 메소드

public static WithMeanVariance ( double mean, double variance ) : Normal
mean double
variance double
리턴 Normal