Base class for all random distributions. More...

#include <Dist.h>

Inheritance diagram for honey::RandomDist< Real >:

[legend]

Public Member Functions
	RandomDist (optional< RandomGen & > gen=optnull)
	Construct with a random generator to use for next() More...

virtual	~RandomDist ()

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	cdfComp (Real x) const
	Complement of the CDF. 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...

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...

Protected Types
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
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::RandomDist< Real >

Base class for all random distributions.

Member Typedef Documentation

template<class Real>

typedef Alge_<Real> honey::RandomDist< Real >::Alge

protected

template<class Real>

typedef Alge_<Double> honey::RandomDist< Real >::Alge_d

protected

template<class Real>

typedef Double_::Real honey::RandomDist< Real >::Double

protected

template<class Real>

typedef Real_::DoubleType honey::RandomDist< Real >::Double_

protected

template<class Real>

typedef Numeral<Real>::Real_ honey::RandomDist< Real >::Real_

protected

template<class Real>

typedef Uniform_<Double> honey::RandomDist< Real >::Uniform

protected

Constructor & Destructor Documentation

template<class Real>

honey::RandomDist< Real >::RandomDist ( optional< RandomGen & > gen = optnull )

inline

Construct with a random generator to use for next()

template<class Real>

virtual honey::RandomDist< Real >::~RandomDist ( )

inlinevirtual

Member Function Documentation

template<class Real>

virtual Real honey::RandomDist< Real >::cdf ( Real x ) const

inlinevirtual

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 in honey::ChiSqr_< Real >, honey::StudentT_< Real >, honey::Beta_< Real >, honey::HyperGeo_< Real >, honey::Gamma_< Real >, honey::Poisson_< Real >, honey::BinomialNeg_< Real >, honey::DiscreteGen_< Real >, honey::Weibull_< Real >, honey::Binomial_< Real >, honey::Gaussian_< Real >, and honey::Uniform_< Real >.

template<class Real>

virtual Real honey::RandomDist< Real >::cdfComp ( Real x ) const

inlinevirtual

Complement of the CDF.

The integral of the PDF from x to inf.

Parameters

x	value, range depends on distribution.

Return values

Q	a probability in range [0,1] that a random variate will be > x.

Reimplemented in honey::StudentT_< Real >, honey::Gamma_< Real >, honey::Poisson_< Real >, and honey::Weibull_< Real >.

template<class Real>

virtual Real honey::RandomDist< Real >::cdfInv ( Real P ) const

inlinevirtual

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 in honey::ChiSqr_< Real >, honey::StudentT_< Real >, honey::Beta_< Real >, honey::Gamma_< Real >, honey::HyperGeo_< Real >, honey::Poisson_< Real >, honey::BinomialNeg_< Real >, honey::DiscreteGen_< Real >, honey::Weibull_< Real >, honey::Binomial_< Real >, honey::Gaussian_< Real >, and honey::Uniform_< Real >.

template<class Real>

Real honey::RandomDist< Real >::cdfInvFind	(	Real	P,
		Real	min,
		Real	max,
		bool	discrete = `false`
	)		const

protected

Generic binary search algorithm to find Cdf.

template<class Real>

RandomGen& honey::RandomDist< Real >::getGen ( ) const

inline

Get random generator.

template<class Real>

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

inlinevirtual

Calc mean.

Reimplemented in honey::ChiSqr_< Real >, honey::StudentT_< Real >, honey::Beta_< Real >, honey::Gamma_< Real >, honey::HyperGeo_< Real >, honey::Poisson_< Real >, honey::BinomialNeg_< Real >, honey::DiscreteGen_< Real >, honey::Weibull_< Real >, honey::Binomial_< Real >, honey::Gaussian_< Real >, honey::Discrete_< Int >, and honey::Uniform_< Real >.

template<class Real>

virtual Real honey::RandomDist< Real >::next ( ) const

inlinevirtual

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

Reimplemented in honey::ChiSqr_< Real >, honey::StudentT_< Real >, honey::Beta_< Real >, honey::HyperGeo_< Real >, honey::Gamma_< Real >, honey::Poisson_< Real >, honey::BinomialNeg_< Real >, honey::DiscreteGen_< Real >, honey::Weibull_< Real >, honey::Binomial_< Real >, honey::Gaussian_< Real >, honey::Discrete_< Int >, and honey::Uniform_< Real >.

template<class Real>

virtual Real honey::RandomDist< Real >::pdf ( Real x ) const

inlinevirtual

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 in honey::ChiSqr_< Real >, honey::StudentT_< Real >, honey::Beta_< Real >, honey::HyperGeo_< Real >, honey::Gamma_< Real >, honey::Poisson_< Real >, honey::BinomialNeg_< Real >, honey::DiscreteGen_< Real >, honey::Weibull_< Real >, honey::Binomial_< Real >, honey::Gaussian_< Real >, and honey::Uniform_< Real >.

template<class Real>

void honey::RandomDist< Real >::setGen ( RandomGen & gen )

inline

Set random generator to use for next()

template<class Real>

Real honey::RandomDist< Real >::stdDev ( ) const

inline

Calc standard deviation.

template<class Real>

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

inlinevirtual

Calc variance.

Reimplemented in honey::ChiSqr_< Real >, honey::StudentT_< Real >, honey::Beta_< Real >, honey::Gamma_< Real >, honey::HyperGeo_< Real >, honey::Poisson_< Real >, honey::BinomialNeg_< Real >, honey::DiscreteGen_< Real >, honey::Weibull_< Real >, honey::Binomial_< Real >, honey::Gaussian_< Real >, honey::Discrete_< Int >, and honey::Uniform_< Real >.

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

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

Public Member Functions

Protected Types

Protected Member Functions

Detailed Description

template<class Real> class honey::RandomDist< Real >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

template<class Real>
class honey::RandomDist< Real >