| allElementsAreNonNegative(std::span< const T > sample) | randlib::UnivariateDistribution< T > | protectedstatic |
| allElementsAreNotGreaterThan(T value, std::span< const T > sample) | randlib::UnivariateDistribution< T > | protectedstatic |
| allElementsAreNotSmallerThan(T value, std::span< const T > sample) | randlib::UnivariateDistribution< T > | protectedstatic |
| allElementsArePositive(std::span< const T > sample) | randlib::UnivariateDistribution< T > | protectedstatic |
| CF(double t) const | randlib::UnivariateDistribution< T > | |
| CharacteristicFunction(std::span< const double > t, std::span< std::complex< double > > y) const | randlib::UnivariateDistribution< T > | |
| ContinuousDistribution() | randlib::ContinuousDistribution< double > | inlineprotected |
| CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) const | randlib::ProbabilityDistribution< T > | |
| DegenerateRand(double value=0) | randlib::DegenerateRand | inlineexplicit |
| engine() const | randlib::ProbabilityDistribution< T > | inlineprotected |
| Entropy() const | randlib::DegenerateRand | inline |
| ExcessKurtosis() const override | randlib::DegenerateRand | inlinevirtual |
| ExpectedValue(const std::function< double(double)> &funPtr, double minPoint, double maxPoint) const override | randlib::ContinuousDistribution< double > | protected |
| randlib::UnivariateDistribution::ExpectedValue(const std::function< double(T)> &funPtr, T minPoint, T maxPoint) const =0 | randlib::UnivariateDistribution< T > | protectedpure virtual |
| f(const double &x) const override | randlib::DegenerateRand | inlinevirtual |
| F(const double &x) const override | randlib::DegenerateRand | inline |
| ContinuousDistribution< double >::F(const T &x) const =0 | randlib::ProbabilityDistribution< T > | pure virtual |
| Fit(std::span< const double > sample) | randlib::DegenerateRand | inline |
| fitError(FitErrorCode code, const std::string &explanation) const | randlib::ProbabilityDistribution< T > | protected |
| FourthMoment() const | randlib::UnivariateDistribution< T > | virtual |
| GetSampleLogMean(std::span< const T > sample) | randlib::UnivariateDistribution< T > | static |
| GetSampleLogMeanAndVariance(std::span< const T > sample) | randlib::UnivariateDistribution< T > | static |
| GetSampleLogVariance(std::span< const T > sample, double logMean) | randlib::UnivariateDistribution< T > | static |
| GetSampleMean(std::span< const T > sample) | randlib::UnivariateDistribution< T > | static |
| GetSampleMeanAndVariance(std::span< const T > sample) | randlib::UnivariateDistribution< T > | static |
| GetSampleStatistics(std::span< const T > sample) | randlib::UnivariateDistribution< T > | static |
| GetSampleSum(std::span< const T > sample) | randlib::UnivariateDistribution< T > | static |
| GetSampleVariance(std::span< const T > sample, double mean) | randlib::UnivariateDistribution< T > | static |
| GetValue() const noexcept | randlib::DegenerateRand | inline |
| Hazard(const double &x) const override | randlib::ContinuousDistribution< double > | |
| randlib::UnivariateDistribution::Hazard(const T &x) const =0 | randlib::UnivariateDistribution< T > | pure virtual |
| HazardFunction(std::span< const T > x, std::span< double > y) const | randlib::UnivariateDistribution< T > | |
| integrateCharacteristicFunction(double t) const | randlib::ContinuousDistribution< double > | protected |
| isLeftBounded() const | randlib::UnivariateDistribution< T > | |
| isRightBounded() const | randlib::UnivariateDistribution< T > | |
| KolmogorovSmirnovTest(std::span< const double > orderStatistic, double alpha) const | randlib::ContinuousDistribution< double > | |
| Kurtosis() const | randlib::UnivariateDistribution< T > | virtual |
| LikelihoodFunction(std::span< const double > sample) const override | randlib::ContinuousDistribution< double > | |
| randlib::UnivariateDistribution::LikelihoodFunction(std::span< const T > sample) const =0 | randlib::UnivariateDistribution< T > | pure virtual |
| logf(const double &x) const override | randlib::DegenerateRand | inlinevirtual |
| LogLikelihoodFunction(std::span< const double > sample) const override | randlib::ContinuousDistribution< double > | |
| randlib::UnivariateDistribution::LogLikelihoodFunction(std::span< const T > sample) const =0 | randlib::UnivariateDistribution< T > | pure virtual |
| LogProbabilityDensityFunction(std::span< const double > x, std::span< double > y) const | randlib::ContinuousDistribution< double > | |
| LOWER_LIMIT_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| MAX_ITER_REJECTION | randlib::ProbabilityDistribution< T > | protectedstatic |
| MaxValue() const override | randlib::DegenerateRand | inlinevirtual |
| Mean() const override | randlib::DegenerateRand | inlinevirtual |
| Median() const override | randlib::DegenerateRand | inlinevirtual |
| MinValue() const override | randlib::DegenerateRand | inlinevirtual |
| Mode() const override | randlib::DegenerateRand | inlinevirtual |
| Name() const override | randlib::DegenerateRand | inlinevirtual |
| NON_NEGATIVITY_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| operator()(G &g) const | randlib::DegenerateRand | |
| POSITIVITY_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| ProbabilityDensityFunction(std::span< const double > x, std::span< double > y) const | randlib::ContinuousDistribution< double > | |
| ProbabilityDistribution()=default | randlib::ProbabilityDistribution< T > | protected |
| Quantile(double p) const | randlib::UnivariateDistribution< T > | |
| Quantile1m(double p) const | randlib::UnivariateDistribution< T > | |
| QuantileFunction(std::span< const double > p, std::span< T > y) const | randlib::UnivariateDistribution< T > | |
| QuantileFunction1m(std::span< const double > p, std::span< T > y) const | randlib::UnivariateDistribution< T > | |
| ContinuousDistribution< double >::quantileImpl(double p, double initValue) const override | randlib::ContinuousDistribution< double > | protected |
| ContinuousDistribution< double >::quantileImpl1m(double p, double initValue) const override | randlib::ContinuousDistribution< double > | protected |
| Reseed(std::uint64_t seed) | randlib::ProbabilityDistribution< T > | inline |
| 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 |
| sample(detail::EngineRef g, std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inlineprotectedvirtual |
| searchQuantile(double p, bool upperTail, double guess, double relativeStep=1e-3) const | randlib::ContinuousDistribution< double > | protected |
| SecondMoment() const | randlib::UnivariateDistribution< T > | virtual |
| SetValue(double value) | randlib::DegenerateRand | inline |
| Skewness() const override | randlib::DegenerateRand | inlinevirtual |
| SupportType() const override | randlib::DegenerateRand | inlinevirtual |
| SurvivalFunction(std::span< const T > x, std::span< double > y) const | randlib::ProbabilityDistribution< T > | |
| ThirdMoment() const | randlib::UnivariateDistribution< T > | virtual |
| toStringWithPrecision(const double a_value, const int n=6) const | randlib::ProbabilityDistribution< T > | protected |
| UnivariateDistribution() | randlib::UnivariateDistribution< T > | protected |
| UPPER_LIMIT_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| value_type typedef | randlib::ProbabilityDistribution< T > | |
| Variance() const override | randlib::DegenerateRand | inlinevirtual |
| Variate() const | randlib::ProbabilityDistribution< T > | inline |
| ~ContinuousDistribution() | randlib::ContinuousDistribution< double > | inlinevirtual |
| ~ProbabilityDistribution()=default | randlib::ProbabilityDistribution< T > | virtual |
| ~UnivariateDistribution() | randlib::UnivariateDistribution< T > | inlinevirtual |
1.9.8