CMP++: Uncertainty Quantification & Bayesian Calibration
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cmp::distribution::BetaDistribution Class Reference

#include <distribution.h>

Inheritance diagram for cmp::distribution::BetaDistribution:
Collaboration diagram for cmp::distribution::BetaDistribution:

Public Member Functions

 BetaDistribution (double alpha, double beta)
 
 BetaDistribution ()=default
 
double logPDF (const double &x) const
 
double dLogPDF (const double &x) const
 
double ddLogPDF (const double &x) const
 
double CDF (const double &x) const
 
double quantile (const double &p) const
 
double sample (std::default_random_engine &rng)
 
void setAlpha (double alpha)
 
void setBeta (double beta)
 
double getAlpha () const
 
double getBeta () const
 
- Public Member Functions inherited from cmp::distribution::UnivariateDistribution< BetaDistribution >
double logPDF (const double &x) const
 Computes the log probability density function (log-PDF) of the distribution.
 
double dLogPDF (const double &x) const
 Computes the first derivative of the log-PDF.
 
double ddLogPDF (const double &x) const
 Computes the second derivative of the log-PDF.
 
double CDF (const double &x) const
 Computes the cumulative distribution function (CDF).
 
double quantile (const double &p) const
 Computes the quantile function (inverse CDF).
 
double sample (std::default_random_engine &rng)
 Draws a single pseudo-random sample from the distribution.
 

Private Attributes

double alpha_
 Shape parameter alpha.
 
double beta_
 Scale parameter beta.
 
std::gamma_distribution< double > distGammaAlpha_
 Gamma distribution shape-alpha helper.
 
std::gamma_distribution< double > distGammaBeta_
 Gamma distribution shape-beta helper.
 

Constructor & Destructor Documentation

◆ BetaDistribution() [1/2]

cmp::distribution::BetaDistribution::BetaDistribution ( double  alpha,
double  beta 
)
inline

◆ BetaDistribution() [2/2]

cmp::distribution::BetaDistribution::BetaDistribution ( )
default

Member Function Documentation

◆ CDF()

double cmp::distribution::BetaDistribution::CDF ( const double &  x) const
inline

◆ ddLogPDF()

double cmp::distribution::BetaDistribution::ddLogPDF ( const double &  x) const
inline

◆ dLogPDF()

double cmp::distribution::BetaDistribution::dLogPDF ( const double &  x) const
inline

◆ getAlpha()

double cmp::distribution::BetaDistribution::getAlpha ( ) const
inline

◆ getBeta()

double cmp::distribution::BetaDistribution::getBeta ( ) const
inline

◆ logPDF()

double cmp::distribution::BetaDistribution::logPDF ( const double &  x) const
inline

◆ quantile()

double cmp::distribution::BetaDistribution::quantile ( const double &  p) const
inline

◆ sample()

double cmp::distribution::BetaDistribution::sample ( std::default_random_engine &  rng)
inline

◆ setAlpha()

void cmp::distribution::BetaDistribution::setAlpha ( double  alpha)
inline

◆ setBeta()

void cmp::distribution::BetaDistribution::setBeta ( double  beta)
inline

Member Data Documentation

◆ alpha_

double cmp::distribution::BetaDistribution::alpha_
private

Shape parameter alpha.

◆ beta_

double cmp::distribution::BetaDistribution::beta_
private

Scale parameter beta.

◆ distGammaAlpha_

std::gamma_distribution<double> cmp::distribution::BetaDistribution::distGammaAlpha_
private

Gamma distribution shape-alpha helper.

◆ distGammaBeta_

std::gamma_distribution<double> cmp::distribution::BetaDistribution::distGammaBeta_
private

Gamma distribution shape-beta helper.


The documentation for this class was generated from the following file: