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

A random variable is said to be stable (or to have a stable distribution) if it has the property that a linear combination of two independent copies of the variable has the same distribution, up to location and scale parameters. For details about this distribution, see Wikipedia - Stable 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.

Inheritance: IContinuousDistribution

显示文件 Open project: debop/NFramework

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
Sample ( ) : double	분포의 무작위 값을 제공합니다.
Sample ( Random rnd, double alpha, double beta ) : double
Samples ( ) : IEnumerable	현 분포의 무작위 값을 열거합니다.
Samples ( Random rnd, double alpha, double beta ) : IEnumerable
Stable ( double alpha, double beta, double scale, double location, Func randomFactory = null ) : System
ToString ( ) : string

Private Methods

Method	Description
AssertParameters ( double alpha, double beta, double scale, double location ) : void
DoSamples ( Random rnd, double alpha, double beta ) : IEnumerable
LevyCumulativeDistribution ( double scale, double location, double x ) : double	Computes the cumulative distribution function of the Levy distribution.
LevyDensity ( double scale, double location, double x ) : double	Computes the density of the Levy distribution.
SetParameters ( double alpha, double beta, double scale, double location ) : 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

Sample() public method

분포의 무작위 값을 제공합니다.

public Sample ( ) : double
return	double

Sample() public static method

public static Sample ( Random rnd, double alpha, double beta ) : double
rnd	System.Random
alpha	double
beta	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 alpha, double beta ) : IEnumerable
rnd	System.Random
alpha	double
beta	double
return	IEnumerable

Stable() public method

public Stable ( double alpha, double beta, double scale, double location, Func randomFactory = null ) : System
alpha	double
beta	double
scale	double
location	double
randomFactory	Func
return	System

ToString() public method

public ToString ( ) : string
return	string