...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
A DistributionType is a type that implements the following conceptual requirements, and encapsulates a statistical distribution.
Please note that this documentation should not be used as a substitute for the reference documentation, and tutorial of the statistical distributions.
In the following table, d is an object of type DistributionType
, cd
is an object of type const DistributionType
and cr
is an object of a type convertible to RealType
.
Expression |
Result Type |
Notes |
---|---|---|
DistributionType::value_type |
RealType |
The real-number type RealType upon which the distribution operates. |
DistributionType::policy_type |
RealType |
The Policy to use when evaluating functions that depend on this distribution. |
d = cd |
Distribution& |
Distribution types are assignable. |
Distribution(cd) |
Distribution |
Distribution types are copy constructible. |
pdf(cd, cr) |
RealType |
Returns the PDF of the distribution. |
cdf(cd, cr) |
RealType |
Returns the CDF of the distribution. |
cdf(complement(cd, cr)) |
RealType |
Returns the complement of the CDF of the distribution, the same
as: |
quantile(cd, cr) |
RealType |
Returns the quantile (or percentile) of the distribution. |
quantile(complement(cd, cr)) |
RealType |
Returns the quantile (or percentile) of the distribution, starting
from the complement of the probability, the same as: |
chf(cd, cr) |
RealType |
Returns the cumulative hazard function of the distribution. |
hazard(cd, cr) |
RealType |
Returns the hazard function of the distribution. |
kurtosis(cd) |
RealType |
Returns the kurtosis of the distribution. |
kurtosis_excess(cd) |
RealType |
Returns the kurtosis excess of the distribution. |
mean(cd) |
RealType |
Returns the mean of the distribution. |
mode(cd) |
RealType |
Returns the mode of the distribution. |
skewness(cd) |
RealType |
Returns the skewness of the distribution. |
standard_deviation(cd) |
RealType |
Returns the standard deviation of the distribution. |
variance(cd) |
RealType |
Returns the variance of the distribution. |