C# Класс Accord.Statistics.Distributions.Univariate.GeneralizedParetoDistribution

Наследование: UnivariateContinuousDistribution, IFormattable
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Открытые методы

Метод Описание
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.

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 x.

The Probability Density Function (PDF) describes the probability that a given value x will occur.

ToString ( string format, IFormatProvider formatProvider ) : string

Returns a System.String that represents this instance.

Приватные методы

Метод Описание
init ( double location, double scale, double shape ) : void

Описание методов

Clone() публичный Метод

Creates a new object that is a copy of the current instance.
public Clone ( ) : object
Результат object

DistributionFunction() публичный Метод

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.
public DistributionFunction ( double x ) : double
x double A single point in the distribution range.
Результат double

GeneralizedParetoDistribution() публичный Метод

Initializes a new instance of the GeneralizedParetoDistribution class.
public GeneralizedParetoDistribution ( ) : Accord.Math
Результат Accord.Math

GeneralizedParetoDistribution() публичный Метод

Initializes a new instance of the GeneralizedParetoDistribution class.
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).
Результат Accord.Math

Generate() публичный Метод

Generates a random observation from the current distribution.
public Generate ( ) : double
Результат double

Generate() публичный Метод

Generates a random vector of observations from the current distribution.
public Generate ( int samples, double result ) : double[]
samples int The number of samples to generate.
result double The location where to store the samples.
Результат double[]

ProbabilityDensityFunction() публичный Метод

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
Результат double

ToString() публичный Метод

Returns a System.String that represents this instance.
public ToString ( string format, IFormatProvider formatProvider ) : string
format string The format.
formatProvider IFormatProvider The format provider.
Результат string