probabilityDistribution.hpp
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1 #ifndef JULIAN_PROBABILITYDISTRIBUTION_HPP
2 #define JULIAN_PROBABILITYDISTRIBUTION_HPP
3 
4 #include <vector>
5 
6 namespace julian {
7 
30  public:
33  virtual double CDF(double) = 0;
34 
37  virtual double PDF(double) = 0;
38 
41  virtual double invCDF(double) = 0;
42 
45  virtual void estimate(std::vector<double>) = 0;
46 
49  virtual double mean() = 0;
50 
53  virtual double variance() = 0;
54 
57  virtual ProbabilityDistribution* clone() const;
58 
62  private:
63 
64  };
65 }
66 
67 #endif
virtual void estimate(std::vector< double >)=0
estimates parameters of random variables
virtual ~ProbabilityDistribution()
destructor
Definition: probabilityDistribution.hpp:61
Definition: cadHoliday.cpp:3
Class implements an interface of random number distribution.
Definition: probabilityDistribution.hpp:29
virtual double variance()=0
returns variance
virtual double CDF(double)=0
calculates value of Cumulative Distribution Function
virtual double invCDF(double)=0
calculates quantile
virtual ProbabilityDistribution * clone() const
virtual copy constructor
virtual double PDF(double)=0
calculates value of Probability Distribution Function
virtual double mean()=0
returns mean