Class implements Normal Distribution. More...

#include <normalDistribution.hpp>

Inheritance diagram for julian::NormalDistribution:

Public Member Functions
	NormalDistribution (double m, double s)
	Constructor. More...

NormalDistribution *	clone () const
	virtual copy constructor More...

	~NormalDistribution ()
	destructor More...

Probability Distribution Interface
double	CDF (double)
	calculates value of Probability Distribution Function More...

double	PDF (double)
	calculates value of Probability Distribution Function More...

double	invCDF (double)
	calculates quantile More...

double	mean ()
	returns mean of distribution More...

double	variance ()
	returns variance of distribution More...

void	estimate (std::vector< double >)
	estimates mean and standard deviation using Moment Matching Estimation More...

Scale Location Interface
double	getLocation ()
	returns location parameter More...

double	getScale ()
	returns scale More...

double	getShape ()
	returns shape More...

void	setLocation (double)
	sets mean (location parameter) More...

void	setScale (double)
	sets standard deviation More...

void	setShape (double)
	This method does nothing. More...

Public Member Functions inherited from julian::ScaleLocationDistribution
virtual	~ScaleLocationDistribution ()
	destructor More...

Public Member Functions inherited from julian::ProbabilityDistribution
virtual	~ProbabilityDistribution ()
	destructor More...

Private Attributes
double	m_
	Mean (location parameter) More...

double	s_
	Standard deviation (scale parameter) More...

Detailed Description

Class implements Normal Distribution.

Normal distribution is defined by:

1) Cumulative distribution function of normal random variable X

$CDF_{X}(t) = \int^{t}_{-\infty} \frac{1}{\sqrt{2\pi \sigma^{2}}}e^{-\frac{(x-\mu )^{2}}{2\sigma ^{2}}} dx$

2) Probability distribution function of normal random variable X

$PDF_{X}(t) = \frac{1}{\sqrt{2\pi \sigma^{2}}}e^{-\frac{(x-\mu )^{2}}{2\sigma ^{2}}}$

3) Parameters

Location

Mean or expectation of the distribution

Scale

Standard deviation of the distribution

Examples:: interpolationExample.cpp.

Constructor & Destructor Documentation

julian::NormalDistribution::NormalDistribution	(	double	m,
		double	s
	)

Constructor.

Constructor requires parametrization of random variables

julian::NormalDistribution::~NormalDistribution ( )

destructor

Member Function Documentation

double julian::NormalDistribution::CDF ( double x )

virtual

calculates value of Probability Distribution Function

Implements julian::ProbabilityDistribution.

NormalDistribution * julian::NormalDistribution::clone ( ) const

virtual

virtual copy constructor

Reimplemented from julian::ScaleLocationDistribution.

void julian::NormalDistribution::estimate ( std::vector< double > data )

virtual

estimates mean and standard deviation using Moment Matching Estimation

Implements julian::ProbabilityDistribution.

double julian::NormalDistribution::getLocation ( )

virtual

returns location parameter

Implements julian::ScaleLocationDistribution.

double julian::NormalDistribution::getScale ( )

virtual

returns scale

Implements julian::ScaleLocationDistribution.

double julian::NormalDistribution::getShape ( )

virtual

returns shape

Method returns nan as the normal distribution is not parametrized with shape parameter

Implements julian::ScaleLocationDistribution.

double julian::NormalDistribution::invCDF ( double x )

virtual

calculates quantile

Implements julian::ProbabilityDistribution.

double julian::NormalDistribution::mean ( )

virtual

returns mean of distribution

Implements julian::ProbabilityDistribution.

double julian::NormalDistribution::PDF ( double x )

virtual

calculates value of Probability Distribution Function

Implements julian::ProbabilityDistribution.

Examples:: interpolationExample.cpp.

void julian::NormalDistribution::setLocation ( double input )

virtual

sets mean (location parameter)

Implements julian::ScaleLocationDistribution.

void julian::NormalDistribution::setScale ( double input )

virtual

sets standard deviation

Implements julian::ScaleLocationDistribution.

void julian::NormalDistribution::setShape ( double )

virtual

This method does nothing.

normal distribution is not parametrized by shape parameter

Implements julian::ScaleLocationDistribution.

double julian::NormalDistribution::variance ( )

virtual

returns variance of distribution

Implements julian::ProbabilityDistribution.

Member Data Documentation

double julian::NormalDistribution::m_

private

Mean (location parameter)

double julian::NormalDistribution::s_

private

Standard deviation (scale parameter)

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

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

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation