julian::BivariateNormal Class Reference

Class implements Bivariate Normal Random Variable. More...

#include <bivariateNormal.hpp>

Public Member Functions
	BivariateNormal (double rho)
	Constructor. More...
double	operator() (double a, double b) const
	calculates value of Probability Distribution Function More...

Private Attributes
double	rho_
	Correlation. More...
double	rho2_
	Squared correlation. More...

Static Private Attributes
static const double	x_ []
	Technical tables. More...
static const double	y_ []
	Technical tables. More...

Detailed Description

Class implements Bivariate Normal Random Variable.

Class implements algorithm described in [47]

Constructor & Destructor Documentation

julian::BivariateNormal::BivariateNormal

(

double

rho

)

Constructor.

Constructor requires parametrization of random variables

Member Function Documentation

double julian::BivariateNormal::operator()	(	double	a,
		double	b
	)		const

calculates value of Probability Distribution Function

Member Data Documentation

double julian::BivariateNormal::rho2_

private

Squared correlation.

double julian::BivariateNormal::rho_

private

Correlation.

const double julian::BivariateNormal::x_

staticprivate

Initial value:

= {
    0.24840615,
    0.39233107,
    0.21141819,
    0.03324666,
    0.00082485334
  }

Technical tables.

const double julian::BivariateNormal::y_

staticprivate

Initial value:

= {
    0.10024215,
    0.48281397,
    1.06094980,
    1.77972940,
    2.66976040000
  }

Technical tables.

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

• C:/Unix/home/OEM/jULIAN/src/mathematics/distributions/bivariateNormal.hpp
• C:/Unix/home/OEM/jULIAN/src/mathematics/distributions/bivariateNormal.cpp