honey::HyperGeo_< Real > Class Template Reference

Generate a random integer variate from a hypergeometric distribution. More...

#include <HyperGeo.h>

Inheritance diagram for honey::HyperGeo_< Real >:

Collaboration diagram for honey::HyperGeo_< Real >:

Public Member Functions
	HyperGeo_ (RandomGen &gen, Int N, Int m, Int n)
virtual Real	next () const
	Get next randomly distributed variate. Requires a random generator (see ctor or setGen()) More...
virtual Real	pdf (Real x) const
	Probability Density Function. More...
virtual Real	cdf (Real x) const
	Cumulative Distribution Function. More...
virtual Real	cdfInv (Real P) const
	Inverse of the CDF. More...
virtual Real	mean () const
	Calc mean. More...
virtual Real	variance () const
	Calc variance. More...
Public Member Functions inherited from honey::RandomDist< Real >
	RandomDist (optional< RandomGen & > gen=optnull)
	Construct with a random generator to use for next() More...
virtual	~RandomDist ()
virtual Real	cdfComp (Real x) const
	Complement of the CDF. More...
Real	stdDev () const
	Calc standard deviation. More...
void	setGen (RandomGen &gen)
	Set random generator to use for next() More...
RandomGen &	getGen () const
	Get random generator. More...

Public Attributes
Int	N
Int	m
Int	n

Friends
template<class >
class	HyperGeo_

Additional Inherited Members
Protected Types inherited from honey::RandomDist< Real >
typedef Numeral< Real >::Real_	Real_
typedef Real_::DoubleType	Double_
typedef Double_::Real	Double
typedef Alge_< Real >	Alge
typedef Alge_< Double >	Alge_d
typedef Uniform_< Double >	Uniform
Protected Member Functions inherited from honey::RandomDist< Real >
Real	cdfInvFind (Real P, Real min, Real max, bool discrete=false) const
	Generic binary search algorithm to find Cdf. More...

Detailed Description

template<class Real>
class honey::HyperGeo_< Real >

Generate a random integer variate from a hypergeometric distribution.

Describes the probability of a number of successes in n draws without replacement. This is similar to the binomial distribution, which describes successes in n draws with replacement.

The result x is the integer number of successful draws (ie. tagged objects drawn), in n draws from a population of N objects, of which m objects are tagged.

Example: An urn contains 100 marbles (N), of which 20 are white (m). Draw 50 marbles (n) and count number of white marbles (x) drawn.

Probability density function:

where C is the choose function.

Parameters

N	Size of object population. Range > 0
m	Number of tagged objects. Range [0,N]
n	Number of draws. Range [1,N]

Return values

x	Number of tagged objects drawn. Range [0,N]

Constructor & Destructor Documentation

template<class Real >

honey::HyperGeo_< Real >::HyperGeo_ ( RandomGen &  gen, Int  N, Int  m, Int  n  )

inline

Member Function Documentation

template<class Real >

Real honey::HyperGeo_< Real >::cdf ( Real  x ) const

virtual

Cumulative Distribution Function.

The integral of the PDF from -inf to x.

Parameters

x	value, range depends on distribution.

Return values

P	a probability in range [0,1] that a random variate will be <= x.

Reimplemented from honey::RandomDist< Real >.

template<class Real >

Real honey::HyperGeo_< Real >::cdfInv ( Real  P ) const

virtual

Inverse of the CDF.

Parameters

P	cumulative probability

Return values

x	A value that has probability P of being >= a random variate X. Also, x satisfies: cdf(x) = P.

Reimplemented from honey::RandomDist< Real >.

template<class Real >

virtual Real honey::HyperGeo_< Real >::mean ( ) const

inlinevirtual

Calc mean.

Reimplemented from honey::RandomDist< Real >.

template<class Real >

Real honey::HyperGeo_< Real >::next ( ) const

virtual

Get next randomly distributed variate. Requires a random generator (see ctor or setGen())

Reimplemented from honey::RandomDist< Real >.

template<class Real >

Real honey::HyperGeo_< Real >::pdf ( Real  x ) const

virtual

Probability Density Function.

The PDF integrates to 1 over the entire range of possible values of x.

Parameters

x	value, range depends on distribution.

Return values

p	a relative likelihood in range [0,inf] that a random variate X will equal x.

Reimplemented from honey::RandomDist< Real >.

template<class Real >

virtual Real honey::HyperGeo_< Real >::variance ( ) const

inlinevirtual

Calc variance.

Reimplemented from honey::RandomDist< Real >.

Friends And Related Function Documentation

template<class Real >

template<class >

friend class HyperGeo_

friend

Member Data Documentation

template<class Real >

Int honey::HyperGeo_< Real >::m

template<class Real >

Int honey::HyperGeo_< Real >::N

template<class Real >

Int honey::HyperGeo_< Real >::n

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

• src/common/Honey/Math/Random/Dist/HyperGeo.h
• src/common/Honey/Math/Random/Dist/HyperGeo.cpp