uniformDistribution.hpp
Go to the documentation of this file.
1 #ifndef JULIAN_UNIFORMDISTRIBUTION_HPP
2 #define JULIAN_UNIFORMDISTRIBUTION_HPP
3 
5 
6 namespace julian {
44  public:
49  UniformDistribution(): A_(0.0), B_(1.0) {}
50  UniformDistribution(double A,double B);
54  double CDF(double);
55  double PDF(double);
56  double invCDF(double);
57 
58  double mean();
59  double variance();
60  void estimate(std::vector<double>);
62 
65  double getLocation();
66  double getScale();
67  double getShape();
68 
69 
70  void setLocation(double);
71  void setScale(double);
72  void setShape(double);
74 
75  UniformDistribution* clone() const;
76 
78  private:
79  double A_;
80  double B_;
81  };
82 } // namespace julian
83 #endif
void estimate(std::vector< double >)
estimates parameters using Moment Matching Estimation
Definition: uniformDistribution.cpp:48
Class implements Uniform Distribution.
Definition: uniformDistribution.hpp:43
void setScale(double)
sets scale parameter
Definition: uniformDistribution.cpp:65
Definition: cadHoliday.cpp:3
double mean()
returns mean
Definition: uniformDistribution.cpp:83
double getScale()
returns location
Definition: uniformDistribution.cpp:100
File contains implementation of scale-location family of random distributions.
double getLocation()
returns location
Definition: uniformDistribution.cpp:95
double CDF(double)
calculates value of Cumulative Distribution Function
Definition: uniformDistribution.cpp:16
UniformDistribution * clone() const
Virtual copy constructor.
Definition: uniformDistribution.cpp:77
double invCDF(double)
calculates quantile
Definition: uniformDistribution.cpp:38
Class implements an interface of location scale distribution.
Definition: scaleLocationDistribution.hpp:37
UniformDistribution()
Constructor.
Definition: uniformDistribution.hpp:49
double A_
Minimum value (location parameter)
Definition: uniformDistribution.hpp:77
void setShape(double)
This method does nothing.
Definition: uniformDistribution.cpp:73
double B_
Maximum value (scale parameter)
Definition: uniformDistribution.hpp:80
void setLocation(double)
sets location
Definition: uniformDistribution.cpp:60
double variance()
returns variance
Definition: uniformDistribution.cpp:89
double PDF(double)
calculates value of Probability Distribution Function
Definition: uniformDistribution.cpp:29
double getShape()
returns shape
Definition: uniformDistribution.cpp:107