Stochastic Loading Module
students_t_dist.h
1 #ifndef _STUDENTS_T_DIST_H_
2 #define _STUDENTS_T_DIST_H_
3 
4 #include <string>
5 #include <vector>
6 #include <boost/math/distributions/students_t.hpp>
7 #include "distribution.h"
8 
9 namespace stochastic {
14  public:
18  StudentstDistribution() = delete;
19 
27  StudentstDistribution(double mean, double scale, double dof);
28 
33 
38  std::string name() const override { return "StudentstDist"; };
39 
47  std::vector<double> cumulative_dist_func(
48  const std::vector<double>& locations) const override;
49 
57  std::vector<double> inv_cumulative_dist_func(
58  const std::vector<double>& probabilities) const override;
59 
60  protected:
61  double mean_;
62  double std_dev_;
63  double dof_;
64  boost::math::students_t distribution_;
65 };
66 } // namespace stochastic
67 
68 #endif // _STUDENTS_T_DIST_H_
std::string name() const override
std::vector< double > inv_cumulative_dist_func(const std::vector< double > &probabilities) const override
std::vector< double > cumulative_dist_func(const std::vector< double > &locations) const override
boost::math::students_t distribution_