Christoph Ruegg
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<a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm">SkewedGeneralizedT</a> |
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<div class="header"> |
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<p class="class"><strong>Type</strong> SkewedGeneralizedError</p> |
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<p><strong>Namespace</strong> MathNet.Numerics.Distributions</p> |
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<p><strong>Interfaces</strong> <a href="../MathNet.Numerics.Distributions/IContinuousDistribution.htm">IContinuousDistribution</a></p> |
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</div> |
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<div class="sub-header"> |
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<div id="summary">Continuous Univariate Skewed Generalized Error Distribution (SGED). |
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Implements the univariate SSkewed Generalized Error Distribution. For details about this |
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distribution, see. |
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It includes Laplace, Normal and Student-t distributions. |
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This is the <a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm">SkewedGeneralizedT</a> distribution with q=Inf. <blockquote class="remarks"> |
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<p>This implementation is based on the R package dsgt and corresponding viginette, see. Compared to that |
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implementation, the options for mean adjustment and variance adjustment are always true. |
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The location (μ) is the mean of the distribution. |
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The scale (σ) squared is the variance of the distribution. </p> <p>The distribution will use the <a href="../System/Random.htm">Random</a> by |
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default. Users can get/set the random number generator by using the <a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#RandomSource">RandomSource</a> property. </p> <p>The statistics classes will check all the incoming parameters |
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whether they are in the allowed range. </p> |
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</blockquote> |
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</div> |
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<h3 class="section">Constructors</h3> |
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<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#.ctor">SkewedGeneralizedError</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#.ctor">SkewedGeneralizedError</a></li> |
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</ul> |
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<h3 class="section">Static Functions</h3> |
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<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#CDF">CDF</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#InvCDF">InvCDF</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#IsValidParameterSet">IsValidParameterSet</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#PDF">PDF</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#PDFLn">PDFLn</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Sample">Sample</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Sample">Sample</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Samples">Samples</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Samples">Samples</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Samples">Samples</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Samples">Samples</a></li> |
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</ul> |
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<h3 class="section">Methods</h3> |
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<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#CumulativeDistribution">CumulativeDistribution</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Density">Density</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#DensityLn">DensityLn</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Equals">Equals</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#GetHashCode">GetHashCode</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#GetType">GetType</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#InverseCumulativeDistribution">InverseCumulativeDistribution</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Sample">Sample</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Samples">Samples</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Samples">Samples</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#ToString">ToString</a></li> |
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</ul> |
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<h3 class="section">Properties</h3> |
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<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Entropy">Entropy</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Location">Location</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Maximum">Maximum</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Mean">Mean</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Median">Median</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Minimum">Minimum</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Mode">Mode</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#P">P</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#RandomSource">RandomSource</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Scale">Scale</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Skew">Skew</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Skewness">Skewness</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#StdDev">StdDev</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedError.htm#Variance">Variance</a></li> |
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</ul> |
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</div> |
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<h3 class="section">Public Constructors</h3> |
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<div id=".ctor" class="method"> |
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<h4> <strong>SkewedGeneralizedError</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
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<div class="content">Initializes a new instance of the SkewedGeneralizedT class with a particular location, scale, skew |
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and kurtosis parameters. Different parameterizations result in different distributions. |
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<div class="parameters"> |
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<h5>Parameters</h5> |
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<h6><code><span title="System.double">double</span></code> location</h6> |
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<p class="comments">The location (μ) of the distribution. </p> |
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<h6><code><span title="System.double">double</span></code> scale</h6> |
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<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
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<h6><code><span title="System.double">double</span></code> skew</h6> |
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<p class="comments">The skew, 1 > λ > -1 </p> |
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<h6><code><span title="System.double">double</span></code> p</h6> |
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<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
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</div> |
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</div> |
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</div> |
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<div id=".ctor" class="method"> |
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<h4> <strong>SkewedGeneralizedError</strong>()</h4> |
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<div class="content">Initializes a new instance of the SkewedGeneralizedError class. This is a generalized error distribution |
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with location=0.0, scale=1.0, skew=0.0 and p=2.0 (a standard normal distribution). |
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</div> |
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</div> |
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<h3 class="section">Public Static Functions</h3> |
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<div id="CDF" class="method"> |
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<h4><span title="System.double">double</span> <strong>CDF</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> x)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="InvCDF" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>InvCDF</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> pr)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="IsValidParameterSet" class="method"> |
|||
<h4><span title="System.bool">bool</span> <strong>IsValidParameterSet</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
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<div class="content">Tests whether the provided values are valid parameters for this distribution. |
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<div class="parameters"> |
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<h5>Parameters</h5> |
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|
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<h6><code><span title="System.double">double</span></code> location</h6> |
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<p class="comments">The location (μ) of the distribution. </p> |
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<h6><code><span title="System.double">double</span></code> scale</h6> |
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<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
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<h6><code><span title="System.double">double</span></code> skew</h6> |
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<p class="comments">The skew, 1 > λ > -1 </p> |
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<h6><code><span title="System.double">double</span></code> p</h6> |
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<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
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</div> |
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</div> |
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</div> |
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<div id="PDF" class="method"> |
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<h4><span title="System.double">double</span> <strong>PDF</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> x)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="PDFLn" class="method"> |
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<h4><span title="System.double">double</span> <strong>PDFLn</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> x)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="Sample" class="method"> |
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<h4><span title="System.double">double</span> <strong>Sample</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
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<div class="content">Generates a sample from the Skew Generalized Error distribution. |
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|
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<div class="parameters"> |
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<h5>Parameters</h5> |
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|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
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<p class="comments">The location (μ) of the distribution. </p> |
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<h6><code><span title="System.double">double</span></code> scale</h6> |
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<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
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<h6><code><span title="System.double">double</span></code> skew</h6> |
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<p class="comments">The skew, 1 > λ > -1 </p> |
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<h6><code><span title="System.double">double</span></code> p</h6> |
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<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
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</div> |
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|
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<div class="return"> |
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<h5>Return</h5> |
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<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>a sample from the distribution. </p> |
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</div> |
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|
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</div> |
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</div> |
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<div id="Sample" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Sample</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
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<div class="content">Generates a sample from the Skew Generalized Error distribution. |
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|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
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|
|||
<h6><code><span title="System.Random">Random</span></code> rnd</h6> |
|||
<p class="comments">The random number generator to use. </p> |
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<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
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<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
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<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
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</div> |
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|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>a sample from the distribution. </p> |
|||
</div> |
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|
|||
</div> |
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</div> |
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<div id="Samples" class="method"> |
|||
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Double[]">Double[]</span> values, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
|||
<div class="content">Fills an array with samples from the Skew Generalized Error distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Double[]">Double[]</span></code> values</h6> |
|||
<p class="comments">The array to fill with the samples. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.void">void</span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.Double[]">Double[]</span> values, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
|||
<div class="content">Fills an array with samples from the Skew Generalized Error distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Random">Random</span></code> rnd</h6> |
|||
<p class="comments">The random number generator to use. </p> |
|||
<h6><code><span title="System.Double[]">Double[]</span></code> values</h6> |
|||
<p class="comments">The array to fill with the samples. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.void">void</span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
|||
<div class="content">Generates a sequence of samples from the Skew Generalized Error distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Random">Random</span></code> rnd</h6> |
|||
<p class="comments">The random number generator to use. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p)</h4> |
|||
<div class="content">Generates a sequence of samples from the Skew Generalized Error distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">Parameter that controls kurtosis. Range: p > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
|
|||
<h3 class="section">Public Methods</h3> |
|||
|
|||
<div id="CumulativeDistribution" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>CumulativeDistribution</strong>(<span title="System.double">double</span> x)</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Density" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Density</strong>(<span title="System.double">double</span> x)</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="DensityLn" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>DensityLn</strong>(<span title="System.double">double</span> x)</h4> |
|||
<div class="content"> |
|||
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|||
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|||
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|||
|
|||
</div> |
|||
</div> |
|||
<div id="Equals" class="method"> |
|||
<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="GetHashCode" class="method"> |
|||
<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="GetType" class="method"> |
|||
<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4> |
|||
<div class="content"> |
|||
|
|||
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|||
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|||
|
|||
</div> |
|||
</div> |
|||
<div id="InverseCumulativeDistribution" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>InverseCumulativeDistribution</strong>(<span title="System.double">double</span> p)</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Sample" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Sample</strong>()</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Double[]">Double[]</span> values)</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>()</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="ToString" class="method"> |
|||
<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4> |
|||
<div class="content">A string representation of the distribution. |
|||
|
|||
|
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.string">string</span></code></h6> |
|||
<p>a string representation of the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
|
|||
<h3 class="section">Public Properties</h3> |
|||
|
|||
<div id="Entropy" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Entropy</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Location" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Location</strong> get; set;</h4> |
|||
<div class="content">Gets the location (μ) of the Skewed Generalized t-distribution. |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Maximum" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Maximum</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Mean" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Mean</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Median" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Median</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Minimum" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Minimum</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Mode" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Mode</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="P" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>P</strong> get; set;</h4> |
|||
<div class="content">Gets the parameter that controls the kurtosis of the distribution. Range: p > 0. |
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|
|||
</div> |
|||
</div> |
|||
<div id="RandomSource" class="method"> |
|||
<h4><span title="System.Random">Random</span> <strong>RandomSource</strong> get; set;</h4> |
|||
<div class="content">Gets or sets the random number generator which is used to draw random samples. |
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|
|||
</div> |
|||
</div> |
|||
<div id="Scale" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Scale</strong> get; set;</h4> |
|||
<div class="content">Gets the scale (σ) of the Skewed Generalized t-distribution. Range: σ > 0. |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Skew" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Skew</strong> get; set;</h4> |
|||
<div class="content">Gets the skew (λ) of the Skewed Generalized t-distribution. Range: 1 > λ > -1. |
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|
|||
</div> |
|||
</div> |
|||
<div id="Skewness" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Skewness</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="StdDev" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>StdDev</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Variance" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Variance</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="footer"> |
|||
<p>Based on v4.11.0.0 of MathNet.Numerics (Math.NET Numerics)</p> |
|||
<p>Generated by <a href="http://docu.jagregory.com">docu</a></p> |
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<div class="header"> |
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<p class="class"><strong>Type</strong> SkewedGeneralizedT</p> |
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<p><strong>Namespace</strong> MathNet.Numerics.Distributions</p> |
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<p><strong>Interfaces</strong> <a href="../MathNet.Numerics.Distributions/IContinuousDistribution.htm">IContinuousDistribution</a></p> |
|||
</div> |
|||
<div class="sub-header"> |
|||
<div id="summary">Continuous Univariate Skewed Generalized T-distribution. |
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Implements the univariate Skewed Generalized t-distribution. For details about this |
|||
distribution, see. |
|||
The skewed generalized t-distribution contains many different distributions within it |
|||
as special cases based on the parameterization chosen. <blockquote class="remarks"> |
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<p>This implementation is based on the R package dsgt and corresponding viginette, see. Compared to that |
|||
implementation, the options for mean adjustment and variance adjustment are always true. |
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The location (μ) is the mean of the distribution. |
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The scale (σ) squared is the variance of the distribution. </p> <p>The distribution will use the <a href="../System/Random.htm">Random</a> by |
|||
default. Users can get/set the random number generator by using the <a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#RandomSource">RandomSource</a> property. </p> <p>The statistics classes will check all the incoming parameters |
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whether they are in the allowed range. </p> |
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</blockquote> |
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</div> |
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|
|||
<h3 class="section">Constructors</h3> |
|||
<ul> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#.ctor">SkewedGeneralizedT</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#.ctor">SkewedGeneralizedT</a></li> |
|||
</ul> |
|||
|
|||
<h3 class="section">Static Functions</h3> |
|||
<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#CDF">CDF</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#FindSpecializedDistribution">FindSpecializedDistribution</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#InvCDF">InvCDF</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#IsValidParameterSet">IsValidParameterSet</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#PDF">PDF</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#PDFLn">PDFLn</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Sample">Sample</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Sample">Sample</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Samples">Samples</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Samples">Samples</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Samples">Samples</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Samples">Samples</a></li> |
|||
</ul> |
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<h3 class="section">Methods</h3> |
|||
<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#CumulativeDistribution">CumulativeDistribution</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Density">Density</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#DensityLn">DensityLn</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Equals">Equals</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#GetHashCode">GetHashCode</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#GetType">GetType</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#InverseCumulativeDistribution">InverseCumulativeDistribution</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Sample">Sample</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Samples">Samples</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Samples">Samples</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#ToString">ToString</a></li> |
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</ul> |
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|
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|
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<h3 class="section">Properties</h3> |
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<ul> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Entropy">Entropy</a></li> |
|||
<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Location">Location</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Maximum">Maximum</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Mean">Mean</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Median">Median</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Minimum">Minimum</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Mode">Mode</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#P">P</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Q">Q</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#RandomSource">RandomSource</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Scale">Scale</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Skew">Skew</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Skewness">Skewness</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#StdDev">StdDev</a></li> |
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<li><a href="../MathNet.Numerics.Distributions/SkewedGeneralizedT.htm#Variance">Variance</a></li> |
|||
</ul> |
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|
|||
</div> |
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|
|||
|
|||
<h3 class="section">Public Constructors</h3> |
|||
|
|||
<div id=".ctor" class="method"> |
|||
<h4> <strong>SkewedGeneralizedT</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Initializes a new instance of the SkewedGeneralizedT class with a particular location, scale, skew |
|||
and kurtosis parameters. Different parameterizations result in different distributions. |
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|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
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<h6><code><span title="System.double">double</span></code> skew</h6> |
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<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
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|
|||
|
|||
</div> |
|||
</div> |
|||
<div id=".ctor" class="method"> |
|||
<h4> <strong>SkewedGeneralizedT</strong>()</h4> |
|||
<div class="content">Initializes a new instance of the SkewedGeneralizedT class. This is a skewed generalized t-distribution |
|||
with location=0.0, scale=1.0, skew=0.0, p=2.0 and q=Inf (a standard normal distribution). |
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|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
|
|||
<h3 class="section">Public Static Functions</h3> |
|||
|
|||
<div id="CDF" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>CDF</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q, <span title="System.double">double</span> x)</h4> |
|||
<div class="content">Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x). |
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|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> x</h6> |
|||
<p class="comments">The location at which to compute the cumulative distribution function. </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>the cumulative distribution at location <var>x</var>. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="FindSpecializedDistribution" class="method"> |
|||
<h4><a href="../MathNet.Numerics.Distributions/IContinuousDistribution.htm">IContinuousDistribution</a> <strong>FindSpecializedDistribution</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Given a parameter set, returns the distribution that matches this parameterization. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><a href="../MathNet.Numerics.Distributions/IContinuousDistribution.htm">IContinuousDistribution</a></code></h6> |
|||
<p>Null if no known distribution matches the parameterization, else the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="InvCDF" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>InvCDF</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q, <span title="System.double">double</span> pr)</h4> |
|||
<div class="content">Computes the inverse of the cumulative distribution function (InvCDF) for the distribution |
|||
at the given probability. This is also known as the quantile or percent point function. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> pr</h6> |
|||
<p class="comments">The location at which to compute the inverse cumulative density. </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>the inverse cumulative density at <var>p</var>. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="IsValidParameterSet" class="method"> |
|||
<h4><span title="System.bool">bool</span> <strong>IsValidParameterSet</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Tests whether the provided values are valid parameters for this distribution. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="PDF" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>PDF</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q, <span title="System.double">double</span> x)</h4> |
|||
<div class="content">Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> x</h6> |
|||
<p class="comments">The location at which to compute the density. </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>the density at <var>x</var>. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="PDFLn" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>PDFLn</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q, <span title="System.double">double</span> x)</h4> |
|||
<div class="content">Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x). |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> x</h6> |
|||
<p class="comments">The location at which to compute the density. </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>the density at <var>x</var>. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Sample" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Sample</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Generates a sample from the Skew Generalized t-distribution. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Random">Random</span></code> rnd</h6> |
|||
<p class="comments">The random number generator to use. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>a sample from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Sample" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Sample</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Generates a sample from the Skew Generalized t-distribution. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.double">double</span></code></h6> |
|||
<p>a sample from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Double[]">Double[]</span> values, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Fills an array with samples from the Skew Generalized t-distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Double[]">Double[]</span></code> values</h6> |
|||
<p class="comments">The array to fill with the samples. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.void">void</span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.Double[]">Double[]</span> values, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Fills an array with samples from the Skew Generalized t-distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Random">Random</span></code> rnd</h6> |
|||
<p class="comments">The random number generator to use. </p> |
|||
<h6><code><span title="System.Double[]">Double[]</span></code> values</h6> |
|||
<p class="comments">The array to fill with the samples. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.void">void</span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Generates a sequence of samples from the Skew Generalized t-distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.Random">Random</span></code> rnd</h6> |
|||
<p class="comments">The random number generator to use. </p> |
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Samples" class="method"> |
|||
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>(<span title="System.double">double</span> location, <span title="System.double">double</span> scale, <span title="System.double">double</span> skew, <span title="System.double">double</span> p, <span title="System.double">double</span> q)</h4> |
|||
<div class="content">Generates a sequence of samples from the Skew Generalized t-distribution using inverse transform. |
|||
|
|||
|
|||
<div class="parameters"> |
|||
<h5>Parameters</h5> |
|||
|
|||
<h6><code><span title="System.double">double</span></code> location</h6> |
|||
<p class="comments">The location (μ) of the distribution. </p> |
|||
<h6><code><span title="System.double">double</span></code> scale</h6> |
|||
<p class="comments">The scale (σ) of the distribution. Range: σ > 0. </p> |
|||
<h6><code><span title="System.double">double</span></code> skew</h6> |
|||
<p class="comments">The skew, 1 > λ > -1 </p> |
|||
<h6><code><span title="System.double">double</span></code> p</h6> |
|||
<p class="comments">First parameter that controls kurtosis. Range: p > 0 </p> |
|||
<h6><code><span title="System.double">double</span></code> q</h6> |
|||
<p class="comments">Second parameter that controls kurtosis. Range: q > 0 </p> |
|||
</div> |
|||
|
|||
<div class="return"> |
|||
<h5>Return</h5> |
|||
<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6> |
|||
<p>a sequence of samples from the distribution. </p> |
|||
</div> |
|||
|
|||
</div> |
|||
</div> |
|||
|
|||
<h3 class="section">Public Methods</h3> |
|||
|
|||
<div id="CumulativeDistribution" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>CumulativeDistribution</strong>(<span title="System.double">double</span> x)</h4> |
|||
<div class="content"> |
|||
|
|||
|
|||
|
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Density" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Density</strong>(<span title="System.double">double</span> x)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="DensityLn" class="method"> |
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<h4><span title="System.double">double</span> <strong>DensityLn</strong>(<span title="System.double">double</span> x)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="Equals" class="method"> |
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<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="GetHashCode" class="method"> |
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<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="GetType" class="method"> |
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<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="InverseCumulativeDistribution" class="method"> |
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<h4><span title="System.double">double</span> <strong>InverseCumulativeDistribution</strong>(<span title="System.double">double</span> p)</h4> |
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<div class="content">Computes the inverse of the cumulative distribution function (InvCDF) for the distribution |
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at the given probability. This is also known as the quantile or percent point function. |
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|
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<div class="parameters"> |
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<h5>Parameters</h5> |
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|
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<h6><code><span title="System.double">double</span></code> p</h6> |
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<p class="comments">The location at which to compute the inverse cumulative density. </p> |
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</div> |
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|
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<div class="return"> |
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<h5>Return</h5> |
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<h6><code><span title="System.double">double</span></code></h6> |
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<p>the inverse cumulative density at <var>p</var>. </p> |
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</div> |
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|
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</div> |
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</div> |
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<div id="Sample" class="method"> |
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<h4><span title="System.double">double</span> <strong>Sample</strong>()</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="Samples" class="method"> |
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<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>()</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="Samples" class="method"> |
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<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Double[]">Double[]</span> values)</h4> |
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<div class="content"> |
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</div> |
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</div> |
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<div id="ToString" class="method"> |
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<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4> |
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<div class="content">A string representation of the distribution. |
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|
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|
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|
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<div class="return"> |
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<h5>Return</h5> |
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<h6><code><span title="System.string">string</span></code></h6> |
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<p>a string representation of the distribution. </p> |
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</div> |
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|
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</div> |
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</div> |
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|
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<h3 class="section">Public Properties</h3> |
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|
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<div id="Entropy" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Entropy</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
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</div> |
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<div id="Location" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Location</strong> get; </h4> |
|||
<div class="content">Gets the location (μ) of the Skewed Generalized t-distribution. |
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|
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</div> |
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</div> |
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<div id="Maximum" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Maximum</strong> get; </h4> |
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<div class="content"> |
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|
|||
</div> |
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</div> |
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<div id="Mean" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Mean</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
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</div> |
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<div id="Median" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Median</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
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<div id="Minimum" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Minimum</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Mode" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Mode</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="P" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>P</strong> get; </h4> |
|||
<div class="content">Gets the first parameter that controls the kurtosis of the distribution. Range: p > 0. |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Q" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Q</strong> get; </h4> |
|||
<div class="content">Gets the second parameter that controls the kurtosis of the distribution. Range: q > 0. |
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|
|||
</div> |
|||
</div> |
|||
<div id="RandomSource" class="method"> |
|||
<h4><span title="System.Random">Random</span> <strong>RandomSource</strong> get; set;</h4> |
|||
<div class="content">Gets or sets the random number generator which is used to draw random samples. |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Scale" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Scale</strong> get; </h4> |
|||
<div class="content">Gets the scale (σ) of the Skewed Generalized t-distribution. Range: σ > 0. |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Skew" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Skew</strong> get; </h4> |
|||
<div class="content">Gets the skew (λ) of the Skewed Generalized t-distribution. Range: 1 > λ > -1. |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Skewness" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Skewness</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="StdDev" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>StdDev</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="Variance" class="method"> |
|||
<h4><span title="System.double">double</span> <strong>Variance</strong> get; </h4> |
|||
<div class="content"> |
|||
|
|||
</div> |
|||
</div> |
|||
<div id="footer"> |
|||
<p>Based on v4.11.0.0 of MathNet.Numerics (Math.NET Numerics)</p> |
|||
<p>Generated by <a href="http://docu.jagregory.com">docu</a></p> |
|||
</div> |
|||
</body> |
|||
</html> |
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