| 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 |
| alpha | randlib::StableDistribution< RealType > | protected |
| beta | randlib::StableDistribution< RealType > | protected |
| CauchyRand(double location=0, double scale=1) | randlib::CauchyRand< RealType > | |
| cdfCauchy(RealType x) const | randlib::StableDistribution< RealType > | protected |
| cdfCauchyCompl(RealType x) const | randlib::StableDistribution< RealType > | protected |
| cdfLevy(RealType x) const | randlib::StableDistribution< RealType > | protected |
| cdfLevyCompl(RealType x) const | randlib::StableDistribution< RealType > | protected |
| cdfNormal(RealType x) const | randlib::StableDistribution< RealType > | protected |
| cdfNormalCompl(RealType x) const | randlib::StableDistribution< RealType > | protected |
| cdftailBound | randlib::StableDistribution< RealType > | protected |
| CF(double t) const | randlib::UnivariateDistribution< RealType > | |
| cfCauchy(double t) const | randlib::StableDistribution< RealType > | protected |
| cfLevy(double t) const | randlib::StableDistribution< RealType > | protected |
| cfNormal(double t) const | randlib::StableDistribution< RealType > | protected |
| CharacteristicFunction(std::span< const double > t, std::span< std::complex< double > > y) const | randlib::UnivariateDistribution< RealType > | |
| ContinuousDistribution() | randlib::ContinuousDistribution< RealType > | inlineprotected |
| CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) const | randlib::ProbabilityDistribution< T > | |
| engine() const | randlib::ProbabilityDistribution< T > | inlineprotected |
| Entropy() const | randlib::CauchyRand< RealType > | |
| ExcessKurtosis() const override | randlib::StableDistribution< RealType > | virtual |
| ExpectedValue(const std::function< double(RealType)> &funPtr, RealType minPoint, RealType maxPoint) const override | randlib::ContinuousDistribution< RealType > | protectedvirtual |
| f(const RealType &x) const override | randlib::CauchyRand< RealType > | virtual |
| F(const RealType &x) const override | randlib::CauchyRand< RealType > | |
| randlib::ContinuousDistribution::F(const T &x) const =0 | randlib::ProbabilityDistribution< T > | pure virtual |
| fitError(FitErrorCode code, const std::string &explanation) const | randlib::ProbabilityDistribution< T > | protected |
| FourthMoment() const | randlib::UnivariateDistribution< RealType > | virtual |
| gamma | randlib::StableDistribution< RealType > | protected |
| GetExponent() const noexcept | randlib::StableDistribution< RealType > | inline |
| GetLocation() const noexcept | randlib::StableDistribution< RealType > | inline |
| GetLogScale() const noexcept | randlib::StableDistribution< RealType > | inline |
| GetParameterization() const noexcept | randlib::StableDistribution< RealType > | inline |
| GetSampleLogMean(std::span< const RealType > sample) | randlib::UnivariateDistribution< RealType > | static |
| GetSampleLogMeanAndVariance(std::span< const RealType > sample) | randlib::UnivariateDistribution< RealType > | static |
| 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 |
| GetScale() const noexcept | randlib::StableDistribution< RealType > | inline |
| GetSkewness() const noexcept | randlib::StableDistribution< RealType > | inline |
| Hazard(const RealType &x) const override | randlib::ContinuousDistribution< RealType > | virtual |
| HazardFunction(std::span< const RealType > x, std::span< double > y) const | randlib::UnivariateDistribution< RealType > | |
| integrateCharacteristicFunction(double t) const | randlib::ContinuousDistribution< RealType > | protected |
| isLeftBounded() const | randlib::UnivariateDistribution< RealType > | |
| isRightBounded() const | randlib::UnivariateDistribution< RealType > | |
| KolmogorovSmirnovTest(std::span< const RealType > orderStatistic, double alpha) const | randlib::ContinuousDistribution< RealType > | |
| Kurtosis() const | randlib::UnivariateDistribution< RealType > | virtual |
| LikelihoodFunction(std::span< const RealType > sample) const override | randlib::ContinuousDistribution< RealType > | virtual |
| logf(const RealType &x) const override | randlib::StableDistribution< RealType > | virtual |
| logGamma | randlib::StableDistribution< RealType > | protected |
| LogLikelihoodFunction(std::span< const RealType > sample) const override | randlib::ContinuousDistribution< RealType > | virtual |
| logpdfCauchy(RealType x) const | randlib::StableDistribution< RealType > | protected |
| logpdfLevy(RealType x) const | randlib::StableDistribution< RealType > | protected |
| logpdfNormal(RealType x) const | randlib::StableDistribution< RealType > | protected |
| LogProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) const | randlib::ContinuousDistribution< RealType > | |
| LOWER_LIMIT_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| MAX_ITER_REJECTION | randlib::ProbabilityDistribution< T > | protectedstatic |
| MaxValue() const override | randlib::CauchyRand< RealType > | inlinevirtual |
| Mean() const override | randlib::StableDistribution< RealType > | virtual |
| Median() const override | randlib::StableDistribution< RealType > | virtual |
| MinValue() const override | randlib::CauchyRand< RealType > | inlinevirtual |
| Mode() const override | randlib::StableDistribution< RealType > | virtual |
| mu | randlib::StableDistribution< RealType > | protected |
| Name() const override | randlib::CauchyRand< RealType > | virtual |
| NON_NEGATIVITY_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| operator()(G &g) const | randlib::CauchyRand< RealType > | |
| Parameterization enum name | randlib::StableDistribution< RealType > | protected |
| pdfCauchy(RealType x) const | randlib::StableDistribution< RealType > | protected |
| pdfCoef | randlib::StableDistribution< RealType > | protected |
| pdfLevy(RealType x) const | randlib::StableDistribution< RealType > | protected |
| pdfNormal(RealType x) const | randlib::StableDistribution< RealType > | protected |
| pdftailBound | randlib::StableDistribution< RealType > | protected |
| POSITIVITY_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| ProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) const | randlib::ContinuousDistribution< RealType > | |
| ProbabilityDistribution()=default | randlib::ProbabilityDistribution< T > | protected |
| Quantile(double p) const | randlib::UnivariateDistribution< RealType > | |
| Quantile1m(double p) const | randlib::UnivariateDistribution< RealType > | |
| quantileCauchy(double p) const | randlib::StableDistribution< RealType > | protected |
| quantileCauchy1m(double p) const | randlib::StableDistribution< RealType > | protected |
| QuantileFunction(std::span< const double > p, std::span< RealType > y) const | randlib::UnivariateDistribution< RealType > | |
| QuantileFunction1m(std::span< const double > p, std::span< RealType > y) const | randlib::UnivariateDistribution< RealType > | |
| randlib::ContinuousDistribution::quantileImpl(double p, RealType initValue) const override | randlib::ContinuousDistribution< RealType > | protectedvirtual |
| randlib::ContinuousDistribution::quantileImpl1m(double p, RealType initValue) const override | randlib::ContinuousDistribution< RealType > | protectedvirtual |
| quantileLevy(double p) const | randlib::StableDistribution< RealType > | protected |
| quantileLevy1m(double p) const | randlib::StableDistribution< RealType > | protected |
| quantileNormal(double p) const | randlib::StableDistribution< RealType > | protected |
| quantileNormal1m(double p) const | randlib::StableDistribution< RealType > | protected |
| Reseed(std::uint64_t seed) | randlib::ProbabilityDistribution< T > | inline |
| S(const RealType &x) const override | randlib::CauchyRand< RealType > | |
| randlib::ContinuousDistribution::S(const T &x) const | randlib::ProbabilityDistribution< T > | virtual |
| Sample(std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inline |
| Sample(G &g, std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inline |
| randlib::ContinuousDistribution::sample(detail::EngineRef g, std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inlineprotectedvirtual |
| searchQuantile(double p, bool upperTail, RealType guess, double relativeStep=1e-3) const | randlib::ContinuousDistribution< RealType > | protected |
| SecondMoment() const | randlib::UnivariateDistribution< RealType > | virtual |
| SetLocation(double location) | randlib::StableDistribution< RealType > | |
| SetParameterization(Parameterization value) noexcept | randlib::StableDistribution< RealType > | |
| SetParameters(double exponent, double skewness, double scale=1, double location=0) | randlib::StableDistribution< RealType > | protected |
| SetScale(double scale) | randlib::StableDistribution< RealType > | |
| Skewness() const override | randlib::StableDistribution< RealType > | virtual |
| StableDistribution(double exponent, double skewness, double scale=1, double location=0, Parameterization selectedParameterization=Parameterization::S1) | randlib::StableDistribution< RealType > | protected |
| StandardVariate(G &g) | randlib::CauchyRand< RealType > | static |
| SupportType() const override | randlib::CauchyRand< RealType > | inlinevirtual |
| SurvivalFunction(std::span< const T > x, std::span< double > y) const | randlib::ProbabilityDistribution< T > | |
| ThirdMoment() const | randlib::UnivariateDistribution< RealType > | virtual |
| toStringWithPrecision(const double a_value, const int n=6) const | randlib::ProbabilityDistribution< T > | protected |
| UnivariateDistribution() | randlib::UnivariateDistribution< RealType > | protected |
| UPPER_LIMIT_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| value_type typedef | randlib::ProbabilityDistribution< T > | |
| Variance() const override | randlib::StableDistribution< RealType > | virtual |
| Variate() const | randlib::ProbabilityDistribution< T > | inline |
| ~ContinuousDistribution() | randlib::ContinuousDistribution< RealType > | inlinevirtual |
| ~ProbabilityDistribution()=default | randlib::ProbabilityDistribution< T > | virtual |
| ~StableDistribution() | randlib::StableDistribution< RealType > | inlinevirtual |
| ~UnivariateDistribution() | randlib::UnivariateDistribution< RealType > | inlinevirtual |
1.9.8