C# Класс 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.

Наследование: IContinuousDistribution
Показать файл Открыть проект Примеры использования класса

Открытые методы

Метод Описание
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

Приватные методы

Метод Описание
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

Описание методов

CumulativeDistribution() публичный Метод

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

Density() публичный Метод

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

Density() публичный статический Метод

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

DensityLn() публичный Метод

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

DensityLn() публичный статический Метод

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

InverseCumulativeDistribution() публичный Метод

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.
Результат double

Normal() публичный Метод

생성자
public Normal ( ) : System
Результат System

Normal() публичный Метод

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
Результат System

Sample() публичный Метод

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

Sample() публичный статический Метод

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.
Результат double

Samples() публичный Метод

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

Samples() публичный статический Метод

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.
Результат IEnumerable

ToString() публичный Метод

public ToString ( ) : string
Результат string

WithMeanPrecision() публичный статический Метод

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

WithMeanStDev() публичный статический Метод

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

WithMeanVariance() публичный статический Метод

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