CMP++: Uncertainty Quantification & Bayesian Calibration
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distribution.h File Reference
#include "cmp_defines.h"
#include <cmath>
#include <vector>
#include <memory>
#include <random>
#include <stdexcept>
#include <limits>
#include <Eigen/Dense>
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Classes

class  cmp::distribution::UnivariateDistribution< Derived >
 CRTP base class for all univariate probability distributions. More...
 
class  cmp::distribution::MultivariateDistribution< Derived >
 CRTP base class for all multivariate probability distributions. More...
 
class  cmp::distribution::ProposalDistribution< Derived >
 
class  cmp::distribution::NormalDistribution
 
class  cmp::distribution::UniformDistribution
 
class  cmp::distribution::InverseGammaDistribution
 
class  cmp::distribution::GammaDistribution
 
class  cmp::distribution::BetaDistribution
 
class  cmp::distribution::LogNormalDistribution
 
class  cmp::distribution::StudentDistribution
 
class  cmp::distribution::PowerLawDistribution
 
class  cmp::distribution::SmoothUniformDistribution
 
class  cmp::distribution::MultivariateNormalDistribution
 
class  cmp::distribution::MultivariateMixtureDistribution
 
class  cmp::distribution::MultivariateStudentDistribution
 
class  cmp::distribution::MultivariateUniformDistribution
 
class  cmp::distribution::UniformSphereDistribution
 
class  cmp::distribution::NormalInverseWishartDistribution
 

Namespaces

namespace  cmp
 
namespace  cmp::distribution
 

Functions

double cmp::distribution::erfinv (float x)
 
double cmp::distribution::CDF_normal (const double &x)
 
double cmp::distribution::sech (const double &x)