cmp::distribution::InverseGammaDistribution Class Reference

#include <distribution.h>

Inheritance diagram for cmp::distribution::InverseGammaDistribution:

Collaboration diagram for cmp::distribution::InverseGammaDistribution:

Public Member Functions
	InverseGammaDistribution (double alpha, double beta)
	InverseGammaDistribution ()=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)
Public Member Functions inherited from cmp::distribution::UnivariateDistribution< InverseGammaDistribution >
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 >	distGamma_
	Gamma distribution helper for sampling.

Constructor & Destructor Documentation

InverseGammaDistribution() [1/2]

cmp::distribution::InverseGammaDistribution::InverseGammaDistribution ( double  alpha, double  beta  )

inline

InverseGammaDistribution() [2/2]

cmp::distribution::InverseGammaDistribution::InverseGammaDistribution ( )

default

Member Function Documentation

CDF()

double cmp::distribution::InverseGammaDistribution::CDF ( const double &  x ) const

inline

ddLogPDF()

double cmp::distribution::InverseGammaDistribution::ddLogPDF ( const double &  x ) const

inline

dLogPDF()

double cmp::distribution::InverseGammaDistribution::dLogPDF ( const double &  x ) const

inline

logPDF()

double cmp::distribution::InverseGammaDistribution::logPDF ( const double &  x ) const

inline

quantile()

double cmp::distribution::InverseGammaDistribution::quantile ( const double &  p ) const

inline

sample()

double cmp::distribution::InverseGammaDistribution::sample ( std::default_random_engine &  rng )

inline

setAlpha()

void cmp::distribution::InverseGammaDistribution::setAlpha ( double  alpha )

inline

setBeta()

void cmp::distribution::InverseGammaDistribution::setBeta ( double  beta )

inline

Member Data Documentation

alpha_

double cmp::distribution::InverseGammaDistribution::alpha_

private

Shape parameter alpha.

beta_

double cmp::distribution::InverseGammaDistribution::beta_

private

Scale parameter beta.

distGamma_

std::gamma_distribution<double> cmp::distribution::InverseGammaDistribution::distGamma_

private

Gamma distribution helper for sampling.

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

• include/distribution.h