cmp::distribution::StudentDistribution Class Reference

#include <distribution.h>

Inheritance diagram for cmp::distribution::StudentDistribution:

Collaboration diagram for cmp::distribution::StudentDistribution:

Public Member Functions
	StudentDistribution (double nu, double mu, double sigma)
	StudentDistribution ()=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	setDoFs (double dofs)
void	setMean (double mu)
void	setStd (double sigma)
Public Member Functions inherited from cmp::distribution::UnivariateDistribution< StudentDistribution >
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	dofs_
	Degrees of freedom parameter.
double	mean_
	Mean parameter.
double	std_
	Scale standard deviation parameter.
std::student_t_distribution< double >	distN_
	Student-t distribution helper.
std::normal_distribution< double >	normDist_ {0.0, 1.0}
	Normal distribution helper for sampling.

Constructor & Destructor Documentation

StudentDistribution() [1/2]

cmp::distribution::StudentDistribution::StudentDistribution ( double  nu, double  mu, double  sigma  )

inline

StudentDistribution() [2/2]

cmp::distribution::StudentDistribution::StudentDistribution ( )

default

Member Function Documentation

CDF()

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

inline

ddLogPDF()

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

inline

dLogPDF()

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

inline

logPDF()

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

inline

quantile()

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

inline

sample()

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

inline

setDoFs()

void cmp::distribution::StudentDistribution::setDoFs ( double  dofs )

inline

setMean()

void cmp::distribution::StudentDistribution::setMean ( double  mu )

inline

setStd()

void cmp::distribution::StudentDistribution::setStd ( double  sigma )

inline

Member Data Documentation

distN_

std::student_t_distribution<double> cmp::distribution::StudentDistribution::distN_

private

Student-t distribution helper.

dofs_

double cmp::distribution::StudentDistribution::dofs_

private

Degrees of freedom parameter.

mean_

double cmp::distribution::StudentDistribution::mean_

private

Mean parameter.

normDist_

std::normal_distribution<double> cmp::distribution::StudentDistribution::normDist_ {0.0, 1.0}

private

Normal distribution helper for sampling.

std_

double cmp::distribution::StudentDistribution::std_

private

Scale standard deviation parameter.

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

• include/distribution.h