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

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 location, double scale, double dof ) : double
Samples ( ) : IEnumerable

현 분포의 무작위 값을 열거합니다.

Samples ( Random rnd, double location, double scale, double dof ) : IEnumerable
StudentT ( ) : System
StudentT ( double location = 0.0, double scale = 1.0, double dof = 1.0, Func randomFactory = null ) : System
ToString ( ) : string

Private Methods

Method Description
AssertParameters ( double location, double scale, double dof ) : void
DoSamples ( Random rnd, double dof ) : IEnumerable

Samples standard student-t distributed random variables.

The algorithm is method 2 in section 5, chapter 9 in L. Devroye's "Non-Uniform Random Variate Generation"

SetParameters ( double location, double scale, double dof ) : 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 method

public Sample ( Random rnd, double location, double scale, double dof ) : double
rnd System.Random
location double
scale double
dof double
return double

Samples() public method

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

Samples() public method

public Samples ( Random rnd, double location, double scale, double dof ) : IEnumerable
rnd System.Random
location double
scale double
dof double
return IEnumerable

StudentT() public method

public StudentT ( ) : System
return System

StudentT() public method

public StudentT ( double location = 0.0, double scale = 1.0, double dof = 1.0, Func randomFactory = null ) : System
location double
scale double
dof double
randomFactory Func
return System

ToString() public method

public ToString ( ) : string
return string