randlib::ContinuousBivariateDistribution< T1, T2, RealType > Class Template Reference

The ContinuousBivariateDistribution class
Abstract class for all bivariate probability distributions with marginal continuous distributions. More...

#include <continuous_bivariate.hpp>

Inheritance diagram for randlib::ContinuousBivariateDistribution< T1, T2, RealType >:

Collaboration diagram for randlib::ContinuousBivariateDistribution< T1, T2, RealType >:

Public Member Functions
virtual	~ContinuousBivariateDistribution ()
virtual double	f (const Pair< RealType > &point) const =0
virtual double	logf (const Pair< RealType > &point) const =0
Public Member Functions inherited from randlib::BivariateDistribution< T1, T2, RealType >
virtual	~BivariateDistribution ()
Pair< RealType >	MinValue () const override
Pair< RealType >	MaxValue () const override
virtual LongDoublePair	Mean () const final
virtual LongDoubleTriplet	Covariance () const final
virtual long double	Correlation () const=0
virtual std::pair< T1, T2 >	GetMarginalDistributions () const final
virtual Pair< RealType >	Mode () const=0
Public Member Functions inherited from randlib::ProbabilityDistribution< T >
virtual	~ProbabilityDistribution ()=default
virtual std::string	Name () const =0
virtual double	F (const T &x) const =0
void	CumulativeDistributionFunction (std::span< const T > x, std::span< double > y) const
virtual double	S (const T &x) const
void	SurvivalFunction (std::span< const T > x, std::span< double > y) const
template<std::uniform_random_bit_generator G>
T	operator() (G &g) const
	Draws a variate with the given engine through the virtual interface.
T	Variate () const
	Uses the engine of this object, so it is not thread-safe for one object; use operator() with one engine per thread instead.
void	Sample (std::span< T > outputData) const
	Fills the output with variates drawn with the engine of this object.
template<std::uniform_random_bit_generator G>
void	Sample (G &g, std::span< T > outputData) const
	Fills the output with variates drawn with the given engine.
void	Reseed (std::uint64_t seed)

Protected Member Functions
	ContinuousBivariateDistribution ()
Protected Member Functions inherited from randlib::BivariateDistribution< T1, T2, RealType >
	BivariateDistribution ()
Protected Member Functions inherited from randlib::ProbabilityDistribution< T >
std::string	toStringWithPrecision (const double a_value, const int n=6) const
	ProbabilityDistribution ()=default
DefaultEngine &	engine () const
virtual T	variate (detail::EngineRef g) const =0
	Every concrete distribution implements this by calling its templated operator()
virtual void	sample (detail::EngineRef g, std::span< T > outputData) const
	Fills the output with variate(g); distributions with a faster bulk algorithm override it.
fit_error	fitError (FitErrorCode code, const std::string &explanation) const

Additional Inherited Members
Public Types inherited from randlib::ProbabilityDistribution< T >
using	value_type = T
Protected Attributes inherited from randlib::BivariateDistribution< T1, T2, RealType >
T1	X
	1st marginal distributions
T2	Y
	2nd marginal distributions
Static Protected Attributes inherited from randlib::ProbabilityDistribution< T >
static constexpr size_t	MAX_ITER_REJECTION = detail::MAX_ITER_REJECTION
	MAX_ITER_REJECTION upper boundary for maximum amount of iterations in rejection methods one thousand should be enough to be sure there is a bug (or rejection method is too slow to be used)
static constexpr char	POSITIVITY_VIOLATION [] = "All elements should be positive"
static constexpr char	NON_NEGATIVITY_VIOLATION [] = "All elements should be non-negative"
static constexpr char	UPPER_LIMIT_VIOLATION [] = "No element should be greater than "
static constexpr char	LOWER_LIMIT_VIOLATION [] = "No element should be smaller than "

Detailed Description

template<class T1, class T2, typename RealType>
class randlib::ContinuousBivariateDistribution< T1, T2, RealType >

The ContinuousBivariateDistribution class
Abstract class for all bivariate probability distributions with marginal continuous distributions.

Constructor & Destructor Documentation

ContinuousBivariateDistribution()

template<class T1 , class T2 , typename RealType >

randlib::ContinuousBivariateDistribution< T1, T2, RealType >::ContinuousBivariateDistribution ( )

inlineprotected

~ContinuousBivariateDistribution()

template<class T1 , class T2 , typename RealType >

virtual randlib::ContinuousBivariateDistribution< T1, T2, RealType >::~ContinuousBivariateDistribution ( )

inlinevirtual

Member Function Documentation

f()

template<class T1 , class T2 , typename RealType >

virtual double randlib::ContinuousBivariateDistribution< T1, T2, RealType >::f ( const Pair< RealType > &  point ) const

pure virtual

Implemented in randlib::BivariateNormalRand< RealType >, and randlib::NormalInverseGammaRand< RealType >.

logf()

template<class T1 , class T2 , typename RealType >

virtual double randlib::ContinuousBivariateDistribution< T1, T2, RealType >::logf ( const Pair< RealType > &  point ) const

pure virtual

Implemented in randlib::BivariateNormalRand< RealType >, and randlib::NormalInverseGammaRand< RealType >.

---

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

• continuous_bivariate.hpp