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uniformDistribution Class Reference

The continuous uniform distribution over some interval. More...

#include <uniformDistribution.h>

Inheritance diagram for uniformDistribution:
Distribution

Public Member Functions

 uniformDistribution (double, double)
 standard constructor from extremities of the interval More...
 
double valInf ()
 Read accessor to the lower end of the interval. More...
 
double valSup ()
 Read accessor to the upper end of the interval. More...
 
double mean ()
 computing the mathematical expectation or mean More...
 
double rate ()
 computing the "rate", defined as the inverse of the mean More...
 
double moment (int order)
 Computing the moments of the distribution. More...
 
double variance ()
 Computing the variance of the random variable: the second moment minus the square of the first moment. Variance is the square of the coefficient of variation. The Distribution class offers a default implementation. More...
 
double laplace (double s)
 computing the Laplace transform of the distribution at real point More...
 
double dLaplace (double s)
 computing the derivative of the Laplace transform at real points More...
 
double cdf (double x)
 computing the cumulative distribution function at some real point x. This is the probability that the random variable is less or equal to x. More...
 
double ccdf (double x)
 computing the complementary cumulative distributon function (or tail) at some real point x. This is the probability that the random variable is strictly larger than x. The Distribution class offers a default implementation. More...
 
bool hasMoment (int order)
 test for the existence of moments of any order More...
 
uniformDistributionrescale (double factor)
 rescaling a distribution by some real factor. Not all distributions allow this for any real factor. If the operation fails, or if the factor is 1.0, a copy of the distribution should be returned (not by using the copy() function). More...
 
uniformDistributioncopy ()
 copying a distribution. Typically implemented as rescale(1.0). More...
 
double sample ()
 drawing a (pseudo)random value according to the distribution. More...
 
void iidSample (int n, double *s)
 drawing an i.i.d. sample from the distribution. The result is returned in an array (that must have been already allocated) passed as a parameter. The Distribution class offers the default implementation with repeated call to sample(). More...
 
std::string toString ()
 an utility to convert the distribution into a string. More...
 
void write (FILE *out, int mode)
 an utility to write the distribution to some file, according to some format. More...
 
- Public Member Functions inherited from Distribution
virtual ~Distribution ()
 Standard destructor. More...
 
std::string name ()
 Read accessor to the type name of the distribution. More...
 
double variance ()
 Computing the variance of the random variable: the second moment minus the square of the first moment. Variance is the square of the coefficient of variation. The Distribution class offers a default implementation. More...
 
double ccdf (double x)
 computing the complementary cumulative distributon function (or tail) at some real point x. This is the probability that the random variable is strictly larger than x. The Distribution class offers a default implementation. More...
 
void iidSample (int n, double *s)
 drawing an i.i.d. sample from the distribution. The result is returned in an array (that must have been already allocated) passed as a parameter. The Distribution class offers the default implementation with repeated call to sample(). More...
 
virtual double distanceL1 (Distribution *d)
 Computing generally the L1 distance between distributions. More...
 
virtual bool hasProperty (std::string pro)
 Property test function. Current properties are: More...
 
void fprint ()
 write on stdout with NORMAL_PRINT_MODE More...
 

Additional Inherited Members

- Static Public Member Functions inherited from Distribution
static double u_0_1 (void)
 
static double exponential (double mean)
 
- Protected Attributes inherited from Distribution
std::string _name
 
double _mean
 
- Static Protected Attributes inherited from Distribution
static const double VALUE_TOLERANCE = 1.0e-8
 

Detailed Description

The continuous uniform distribution over some interval.

Constructor & Destructor Documentation

uniformDistribution::uniformDistribution ( double  inf,
double  sup 
)

standard constructor from extremities of the interval

Constructor for a continuous uniform distribution on [a,b] The mean is calculated at creation.

Author
Alain Jean-Marie
Parameters
infthe value of a
supthe value of b
Returns
an object of type uniformDistribution

Member Function Documentation

double uniformDistribution::ccdf ( double  x)

computing the complementary cumulative distributon function (or tail) at some real point x. This is the probability that the random variable is strictly larger than x. The Distribution class offers a default implementation.

Parameters
xthe value at which to compute the ccdf
Returns
the value of the ccdf
double uniformDistribution::cdf ( double  x)
virtual

computing the cumulative distribution function at some real point x. This is the probability that the random variable is less or equal to x.

Parameters
xthe value at which to compute the cdf
Returns
the value of the cdf

Computation of the cumulative density function at some real point x

Implements Distribution.

uniformDistribution * uniformDistribution::copy ( )
virtual

copying a distribution. Typically implemented as rescale(1.0).

See also
rescale(double)
Returns
a copy of the distribution

Copying the law

Implements Distribution.

double uniformDistribution::dLaplace ( double  s)
virtual

computing the derivative of the Laplace transform at real points

Parameters
sthe value at which to compute
Returns
the value of the derivative of the Laplace transform

Computation of the derivative of the Laplace transform at some real point s

Implements Distribution.

bool uniformDistribution::hasMoment ( int  order)
virtual

test for the existence of moments of any order

Parameters
orderthe order of the moment to be tested
Returns
true if the moment exists, false otherwise

These distributions have moments of all orders.

Returns
true

Implements Distribution.

void uniformDistribution::iidSample ( int  n,
double *  s 
)

drawing an i.i.d. sample from the distribution. The result is returned in an array (that must have been already allocated) passed as a parameter. The Distribution class offers the default implementation with repeated call to sample().

Parameters
nthe number of values to sample
san array to be filled with the sample

Iid samples from the law in a table

double uniformDistribution::laplace ( double  s)
virtual

computing the Laplace transform of the distribution at real point

Parameters
sthe value at which to compute
Returns
the value of the Laplace transform

Computation of the Laplace transform at some real point s

Implements Distribution.

double uniformDistribution::mean ( )
virtual

computing the mathematical expectation or mean

Returns
the mean

Returns the value since the mean is pre-computed at creation time.

Implements Distribution.

double uniformDistribution::moment ( int  order)
virtual

Computing the moments of the distribution.

Parameters
orderthe order of the moment to be computed
Returns
the moment

Calculation of the of order n

Implements Distribution.

double uniformDistribution::rate ( )
virtual

computing the "rate", defined as the inverse of the mean

Returns
the rate

Calculation of the rate, which is the inverse of the mean

Implements Distribution.

uniformDistribution * uniformDistribution::rescale ( double  factor)
virtual

rescaling a distribution by some real factor. Not all distributions allow this for any real factor. If the operation fails, or if the factor is 1.0, a copy of the distribution should be returned (not by using the copy() function).

See also
copy()
Parameters
factorthe real factor to be used
Returns
a new distribution object

Rescaling the law X by some real factor f

Implements Distribution.

double uniformDistribution::sample ( )
virtual

drawing a (pseudo)random value according to the distribution.

Returns
a sample

Sampling from the law

Implements Distribution.

std::string uniformDistribution::toString ( )
virtual

an utility to convert the distribution into a string.

Returns
the string representing the distribution.

Printing a representation of the law into a string

Implements Distribution.

double uniformDistribution::valInf ( )

Read accessor to the lower end of the interval.

Returns
the lower end of the interval
double uniformDistribution::valSup ( )

Read accessor to the upper end of the interval.

Returns
the upper end of the interval
double uniformDistribution::variance ( )

Computing the variance of the random variable: the second moment minus the square of the first moment. Variance is the square of the coefficient of variation. The Distribution class offers a default implementation.

Returns
the variance
void uniformDistribution::write ( FILE *  out,
int  mode 
)
virtual

an utility to write the distribution to some file, according to some format.

Parameters
outthe file descriptor of the file
modea code for the format to be used

Printing a representation of the law

Implements Distribution.


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