stochastic::StudentstDistribution Class Reference

#include <students_t_dist.h>

Inheritance diagram for stochastic::StudentstDistribution:

Collaboration diagram for stochastic::StudentstDistribution:

Public Member Functions
	StudentstDistribution ()=delete
	StudentstDistribution (double mean, double scale, double dof)
virtual	~StudentstDistribution ()
std::string	name () const override
std::vector< double >	cumulative_dist_func (const std::vector< double > &locations) const override
std::vector< double >	inv_cumulative_dist_func (const std::vector< double > &probabilities) const override
Public Member Functions inherited from stochastic::Distribution
	Distribution ()=default
virtual	~Distribution ()
	Distribution (const Distribution &)=delete
Distribution &	operator= (const Distribution &)=delete

Protected Attributes
double	mean_
double	std_dev_
double	dof_
boost::math::students_t	distribution_

Detailed Description

Student's t distribution

Definition at line 13 of file students_t_dist.h.

Constructor & Destructor Documentation

stochastic::StudentstDistribution::StudentstDistribution ( )

delete

Delete default constructor

stochastic::StudentstDistribution::StudentstDistribution	(	double	mean,
		double	scale,
		double	dof
	)

Construct Student's t distribution with specified mean, standard deviation and degrees of freedom

Parameters

[in]	mean	Mean of distribution
[in]	std_dev	Standard deviation of distribution
[in]	dof	Degrees of freedom of distribution

Definition at line 5 of file students_t_dist.cc.

virtual stochastic::StudentstDistribution::~StudentstDistribution ( )

inlinevirtual

Virtual destructor

Definition at line 32 of file students_t_dist.h.

Member Function Documentation

std::vector< double > stochastic::StudentstDistribution::cumulative_dist_func ( const std::vector< double > &  locations ) const

overridevirtual

Compute the cumulative distribution function (CDF) of the distribution at specified input locations

Parameters

[in]

locations

Vector containing locations at which to calculate CDF

Returns

Vector of evaluated values of CDF at input locations

Implements stochastic::Distribution.

Definition at line 15 of file students_t_dist.cc.

std::vector< double > stochastic::StudentstDistribution::inv_cumulative_dist_func ( const std::vector< double > &  probabilities ) const

overridevirtual

Compute the inverse cumulative distribution function (ICDF) of the distribution at specified input locations

Parameters

[in]

probabilities

Vector containing probabilities at which to calculate ICDF

Returns

Vector of evaluated values of ICDF at input locations

Implements stochastic::Distribution.

Definition at line 26 of file students_t_dist.cc.

std::string stochastic::StudentstDistribution::name ( ) const

inlineoverridevirtual

Get the name of the distribution model

Returns

Model name as a string

Implements stochastic::Distribution.

Definition at line 38 of file students_t_dist.h.

Member Data Documentation

boost::math::students_t stochastic::StudentstDistribution::distribution_

protected

Student's t distribution

Definition at line 64 of file students_t_dist.h.

double stochastic::StudentstDistribution::dof_

protected

Degrees of freedom

Definition at line 63 of file students_t_dist.h.

double stochastic::StudentstDistribution::mean_

protected

Distribution mean

Definition at line 61 of file students_t_dist.h.

double stochastic::StudentstDistribution::std_dev_

protected

Distribution standard deviation

Definition at line 62 of file students_t_dist.h.

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

• include/students_t_dist.h
• src/students_t_dist.cc