RandLib 2.0.0
Probability distributions, fitting, and heavy-tail tools for C++20
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randlib::BetaRand< RealType > Member List

This is the complete list of members for randlib::BetaRand< RealType >, including all inherited members.

arandlib::BetaDistribution< RealType >protected
allElementsAreNonNegative(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >protectedstatic
allElementsAreNotGreaterThan(RealType value, std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >protectedstatic
allElementsAreNotSmallerThan(RealType value, std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >protectedstatic
allElementsArePositive(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >protectedstatic
alpharandlib::BetaDistribution< RealType >protected
ALPHA_ZEROrandlib::BetaDistribution< RealType >protectedstatic
brandlib::BetaDistribution< RealType >protected
betarandlib::BetaDistribution< RealType >protected
BETA_ZEROrandlib::BetaDistribution< RealType >protectedstatic
BetaDistribution(double shape1=1, double shape2=1, double minValue=0, double maxValue=1)randlib::BetaDistribution< RealType >protected
BetaRand(double shape1=1, double shape2=1, double minValue=0, double maxValue=1)randlib::BetaRand< RealType >inline
bmarandlib::BetaDistribution< RealType >protected
bmaInvrandlib::BetaDistribution< RealType >protected
CarrierMeasure(RealType) const overriderandlib::BetaRand< RealType >virtual
CF(double t) constrandlib::UnivariateDistribution< RealType >
CFImpl(double t) const overriderandlib::BetaDistribution< RealType >protectedvirtual
CharacteristicFunction(std::span< const double > t, std::span< std::complex< double > > y) constrandlib::UnivariateDistribution< RealType >
ContinuousDistribution()randlib::ContinuousDistribution< RealType >inlineprotected
CrossEntropyAdjusted(DoublePair parameters) constrandlib::ExponentialFamily< RealType, DoublePair >virtual
CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) constrandlib::ProbabilityDistribution< T >
engine() constrandlib::ProbabilityDistribution< T >inlineprotected
EntropyAdjusted() constrandlib::ExponentialFamily< RealType, DoublePair >virtual
ExcessKurtosis() const overriderandlib::BetaDistribution< RealType >virtual
ExpectedValue(const std::function< double(RealType)> &funPtr, RealType minPoint, RealType maxPoint) const overriderandlib::ContinuousDistribution< RealType >protectedvirtual
ExponentialFamily()randlib::ExponentialFamily< RealType, DoublePair >inline
f(const RealType &x) const overriderandlib::BetaDistribution< RealType >virtual
F(const RealType &x) const overriderandlib::BetaDistribution< RealType >
randlib::ContinuousDistribution::F(const T &x) const =0randlib::ProbabilityDistribution< T >pure virtual
FitAlpha(long double lnG, long double meanNorm)randlib::BetaRand< RealType >
FitAlpha(std::span< const RealType > sample)randlib::BetaRand< RealType >
FitBeta(long double lnG1m, long double meanNorm)randlib::BetaRand< RealType >
FitBeta(std::span< const RealType > sample)randlib::BetaRand< RealType >
fitError(FitErrorCode code, const std::string &explanation) constrandlib::ProbabilityDistribution< T >protected
FitShapes(long double lnG, long double lnG1m, long double mean, long double variance)randlib::BetaRand< RealType >
FitShapes(std::span< const RealType > sample)randlib::BetaRand< RealType >
FourthMoment() constrandlib::UnivariateDistribution< RealType >virtual
GammaRV1randlib::BetaDistribution< RealType >protected
GammaRV2randlib::BetaDistribution< RealType >protected
GeometricMean() constrandlib::BetaDistribution< RealType >
GeometricVariance() constrandlib::BetaDistribution< RealType >
GetAlpha() const noexceptrandlib::BetaDistribution< RealType >inline
GetBeta() const noexceptrandlib::BetaDistribution< RealType >inline
GetBetaFunction() const noexceptrandlib::BetaDistribution< RealType >inline
GetLogBetaFunction() const noexceptrandlib::BetaDistribution< RealType >inline
GetSampleLog1mMeanNorm(std::span< const RealType > sample) constrandlib::BetaRand< RealType >
GetSampleLog1pMeanNorm(std::span< const RealType > sample) constrandlib::BetaRand< RealType >
GetSampleLogMean(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >static
GetSampleLogMeanAndVariance(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >static
GetSampleLogMeanNorm(std::span< const RealType > sample) constrandlib::BetaRand< RealType >
GetSampleLogVariance(std::span< const RealType > sample, double logMean)randlib::UnivariateDistribution< RealType >static
GetSampleMean(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >static
GetSampleMeanAndVariance(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >static
GetSampleStatistics(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >static
GetSampleSum(std::span< const RealType > sample)randlib::UnivariateDistribution< RealType >static
GetSampleVariance(std::span< const RealType > sample, double mean)randlib::UnivariateDistribution< RealType >static
Hazard(const RealType &x) const overriderandlib::ContinuousDistribution< RealType >virtual
HazardFunction(std::span< const RealType > x, std::span< double > y) constrandlib::UnivariateDistribution< RealType >
integrateCharacteristicFunction(double t) constrandlib::ContinuousDistribution< RealType >protected
isLeftBounded() constrandlib::UnivariateDistribution< RealType >
isRightBounded() constrandlib::UnivariateDistribution< RealType >
KolmogorovSmirnovTest(std::span< const RealType > orderStatistic, double alpha) constrandlib::ContinuousDistribution< RealType >
KullbackLeiblerDivergence(DoublePair parameters) constrandlib::ExponentialFamily< RealType, DoublePair >
Kurtosis() constrandlib::UnivariateDistribution< RealType >virtual
LikelihoodFunction(std::span< const RealType > sample) const overriderandlib::ContinuousDistribution< RealType >virtual
logbmarandlib::BetaDistribution< RealType >protected
logf(const RealType &x) const overriderandlib::BetaDistribution< RealType >virtual
LogLikelihoodFunction(std::span< const RealType > sample) const overriderandlib::ContinuousDistribution< RealType >virtual
LogNormalizer(DoublePair theta) const overriderandlib::BetaRand< RealType >virtual
LogNormalizerGradient(DoublePair theta) const overriderandlib::BetaRand< RealType >virtual
LogProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) constrandlib::ContinuousDistribution< RealType >
LogProbabilityMeasure(RealType x) constrandlib::ExponentialFamily< RealType, DoublePair >
LOWER_LIMIT_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
MAX_ITER_REJECTIONrandlib::ProbabilityDistribution< T >protectedstatic
MaxValue() const overriderandlib::BetaDistribution< RealType >inlinevirtual
Mean() const overriderandlib::BetaDistribution< RealType >virtual
MeanAbsoluteDeviation() constrandlib::BetaDistribution< RealType >
Median() const overriderandlib::BetaDistribution< RealType >virtual
MinValue() const overriderandlib::BetaDistribution< RealType >inlinevirtual
Mode() const overriderandlib::BetaDistribution< RealType >virtual
Name() const overriderandlib::BetaRand< RealType >virtual
NaturalParameters() constrandlib::ExponentialFamily< RealType, DoublePair >virtual
NON_NEGATIVITY_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
operator()(G &g) constrandlib::BetaDistribution< RealType >
POSITIVITY_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
ProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) constrandlib::ContinuousDistribution< RealType >
ProbabilityDistribution()=defaultrandlib::ProbabilityDistribution< T >protected
ProbabilityMeasure(RealType x) constrandlib::ExponentialFamily< RealType, DoublePair >
Quantile(double p) constrandlib::UnivariateDistribution< RealType >
Quantile1m(double p) constrandlib::UnivariateDistribution< RealType >
QuantileFunction(std::span< const double > p, std::span< RealType > y) constrandlib::UnivariateDistribution< RealType >
QuantileFunction1m(std::span< const double > p, std::span< RealType > y) constrandlib::UnivariateDistribution< RealType >
quantileImpl(double p) const overriderandlib::BetaDistribution< RealType >protectedvirtual
randlib::ContinuousDistribution::quantileImpl(double p, RealType initValue) const overriderandlib::ContinuousDistribution< RealType >protectedvirtual
quantileImpl1m(double p) const overriderandlib::BetaDistribution< RealType >protectedvirtual
randlib::ContinuousDistribution::quantileImpl1m(double p, RealType initValue) const overriderandlib::ContinuousDistribution< RealType >protectedvirtual
Reseed(std::uint64_t seed)randlib::ProbabilityDistribution< T >inline
S(const RealType &x) const overriderandlib::BetaDistribution< RealType >
randlib::ContinuousDistribution::S(const T &x) constrandlib::ProbabilityDistribution< T >virtual
Sample(std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inline
Sample(G &g, std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inline
randlib::ContinuousDistribution::sample(detail::EngineRef g, std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inlineprotectedvirtual
searchQuantile(double p, bool upperTail, RealType guess, double relativeStep=1e-3) constrandlib::ContinuousDistribution< RealType >protected
SecondMoment() constrandlib::UnivariateDistribution< RealType >virtual
SetShapes(double shape1, double shape2)randlib::BetaDistribution< RealType >protected
SetSupport(double minValue, double maxValue)randlib::BetaDistribution< RealType >protected
Skewness() const overriderandlib::BetaDistribution< RealType >virtual
SourceParameters() const overriderandlib::BetaRand< RealType >virtual
SourceToNatural(DoublePair sourceParameters) const overriderandlib::BetaRand< RealType >virtual
SufficientStatistic(RealType x) const overriderandlib::BetaRand< RealType >virtual
SupportType() const overriderandlib::BetaDistribution< RealType >inlinevirtual
SurvivalFunction(std::span< const T > x, std::span< double > y) constrandlib::ProbabilityDistribution< T >
ThirdMoment() constrandlib::UnivariateDistribution< RealType >virtual
toStringWithPrecision(const double a_value, const int n=6) constrandlib::ProbabilityDistribution< T >protected
UnivariateDistribution()randlib::UnivariateDistribution< RealType >protected
UPPER_LIMIT_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
value_type typedefrandlib::ProbabilityDistribution< T >
Variance() const overriderandlib::BetaDistribution< RealType >virtual
Variate() constrandlib::ProbabilityDistribution< T >inline
~BetaDistribution()randlib::BetaDistribution< RealType >inlinevirtual
~ContinuousDistribution()randlib::ContinuousDistribution< RealType >inlinevirtual
~ExponentialFamily()randlib::ExponentialFamily< RealType, DoublePair >inlinevirtual
~ProbabilityDistribution()=defaultrandlib::ProbabilityDistribution< T >virtual
~UnivariateDistribution()randlib::UnivariateDistribution< RealType >inlinevirtual