| 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::GammaDistribution< RealType > | protected |
| beta | randlib::GammaDistribution< RealType > | protected |
| CarrierMeasure(RealType) const override | randlib::ExponentialRand< RealType > | virtual |
| CF(double t) const | randlib::UnivariateDistribution< RealType > | |
| CharacteristicFunction(std::span< const double > t, std::span< std::complex< double > > y) const | randlib::UnivariateDistribution< RealType > | |
| ContinuousDistribution() | randlib::ContinuousDistribution< RealType > | inlineprotected |
| CrossEntropyAdjusted(double rate) const override | randlib::ExponentialRand< RealType > | |
| ExponentialFamily< RealType, double >::CrossEntropyAdjusted(double parameters) const | randlib::ExponentialFamily< RealType, double > | virtual |
| CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) const | randlib::ProbabilityDistribution< T > | |
| digammaAlpha | randlib::GammaDistribution< RealType > | protected |
| engine() const | randlib::ProbabilityDistribution< T > | inlineprotected |
| Entropy() const | randlib::ExponentialRand< RealType > | |
| EntropyAdjusted() const override | randlib::ExponentialRand< RealType > | virtual |
| ExcessKurtosis() const override | randlib::GammaDistribution< RealType > | virtual |
| ExpectedValue(const std::function< double(RealType)> &funPtr, RealType minPoint, RealType maxPoint) const override | randlib::ContinuousDistribution< RealType > | protectedvirtual |
| ExponentialFamily() | randlib::ExponentialFamily< RealType, double > | inline |
| ExponentialRand(double rate=1) | randlib::ExponentialRand< RealType > | inlineexplicit |
| f(const RealType &x) const override | randlib::ExponentialRand< RealType > | virtual |
| F(const RealType &x) const override | randlib::ExponentialRand< 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 |
| FitRate(std::span< const RealType > sample, bool unbiased=false) | randlib::FreeRateGammaDistribution< RealType > | |
| FitRateBayes(std::span< const RealType > sample, const GammaDistribution< RealType > &priorDistribution, bool MAP=false) | randlib::FreeRateGammaDistribution< RealType > | |
| FourthMoment() const override | randlib::ExponentialRand< RealType > | inlinevirtual |
| FreeRateGammaDistribution(double shape, double rate) | randlib::FreeRateGammaDistribution< RealType > | inlineprotected |
| FromRate(double rate) | randlib::ExponentialRand< RealType > | inlinestatic |
| FromScale(double scale) | randlib::ExponentialRand< RealType > | inlinestatic |
| GammaDistribution(double shape, double rate) | randlib::GammaDistribution< RealType > | protected |
| GeometricMean() const | randlib::GammaDistribution< RealType > | |
| GeometricVariance() const | randlib::GammaDistribution< RealType > | |
| GetDigammaShape() const noexcept | randlib::GammaDistribution< RealType > | inline |
| GetLogGammaShape() const noexcept | randlib::GammaDistribution< RealType > | inline |
| GetLogRate() const noexcept | randlib::GammaDistribution< RealType > | inline |
| GetLogShape() const noexcept | randlib::GammaDistribution< RealType > | inline |
| GetRate() const noexcept | randlib::GammaDistribution< 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::GammaDistribution< RealType > | inline |
| GetShape() const noexcept | randlib::GammaDistribution< 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 > | |
| KullbackLeiblerDivergence(double parameters) const | randlib::ExponentialFamily< RealType, double > | |
| Kurtosis() const | randlib::UnivariateDistribution< RealType > | virtual |
| lgammaAlpha | randlib::GammaDistribution< RealType > | protected |
| LikelihoodFunction(std::span< const RealType > sample) const override | randlib::ContinuousDistribution< RealType > | virtual |
| logAlpha | randlib::GammaDistribution< RealType > | protected |
| logBeta | randlib::GammaDistribution< RealType > | protected |
| logf(const RealType &x) const override | randlib::ExponentialRand< RealType > | virtual |
| logF(const RealType &x) const | randlib::GammaDistribution< RealType > | |
| LogLikelihoodFunction(std::span< const RealType > sample) const override | randlib::ContinuousDistribution< RealType > | virtual |
| LogNormalizer(double theta) const override | randlib::ExponentialRand< RealType > | virtual |
| LogNormalizerGradient(double theta) const override | randlib::ExponentialRand< RealType > | virtual |
| LogProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) const | randlib::ContinuousDistribution< RealType > | |
| LogProbabilityMeasure(RealType x) const | randlib::ExponentialFamily< RealType, double > | |
| logS(const RealType &x) const | randlib::GammaDistribution< RealType > | |
| LOWER_LIMIT_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| MAX_ITER_REJECTION | randlib::ProbabilityDistribution< T > | protectedstatic |
| MaxValue() const override | randlib::GammaDistribution< RealType > | inlinevirtual |
| Mean() const override | randlib::GammaDistribution< RealType > | virtual |
| Median() const override | randlib::GammaDistribution< RealType > | virtual |
| MinValue() const override | randlib::GammaDistribution< RealType > | inlinevirtual |
| Mode() const override | randlib::GammaDistribution< RealType > | virtual |
| Moment(int n) const | randlib::ExponentialRand< RealType > | |
| Name() const override | randlib::ExponentialRand< RealType > | virtual |
| NaturalParameters() const | randlib::ExponentialFamily< RealType, double > | virtual |
| NON_NEGATIVITY_VIOLATION | randlib::ProbabilityDistribution< T > | protectedstatic |
| operator()(G &g) const | randlib::ExponentialRand< RealType > | |
| pdfCoef | randlib::GammaDistribution< 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 |
| ProbabilityMeasure(RealType x) const | randlib::ExponentialFamily< RealType, double > | |
| Quantile(double p) const | randlib::UnivariateDistribution< RealType > | |
| Quantile1m(double p) const | randlib::UnivariateDistribution< RealType > | |
| 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 > | |
| Reseed(std::uint64_t seed) | randlib::ProbabilityDistribution< T > | inline |
| S(const RealType &x) const override | randlib::ExponentialRand< RealType > | |
| randlib::ContinuousDistribution::S(const T &x) const | randlib::ProbabilityDistribution< T > | virtual |
| randlib::ContinuousDistribution::sample(detail::EngineRef g, std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inlineprotectedvirtual |
| Sample(std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inline |
| Sample(G &g, std::span< T > outputData) const | randlib::ProbabilityDistribution< T > | inline |
| searchQuantile(double p, bool upperTail, RealType guess, double relativeStep=1e-3) const | randlib::ContinuousDistribution< RealType > | protected |
| SecondMoment() const | randlib::UnivariateDistribution< RealType > | virtual |
| SetParameters(double shape, double rate) | randlib::GammaDistribution< RealType > | protected |
| SetRate(double rate) | randlib::FreeRateGammaDistribution< RealType > | |
| SetScale(double scale) | randlib::FreeRateGammaDistribution< RealType > | |
| SetShape(double shape) | randlib::GammaDistribution< RealType > | protected |
| Skewness() const override | randlib::GammaDistribution< RealType > | virtual |
| SourceParameters() const override | randlib::ExponentialRand< RealType > | virtual |
| SourceToNatural(double rate) const override | randlib::ExponentialRand< RealType > | virtual |
| StandardVariate(G &g) | randlib::ExponentialRand< RealType > | static |
| randlib::FreeRateGammaDistribution::StandardVariate(double shape, G &g) | randlib::GammaDistribution< RealType > | static |
| SufficientStatistic(RealType x) const override | randlib::ExponentialRand< RealType > | virtual |
| SupportType() const override | randlib::GammaDistribution< RealType > | inlinevirtual |
| SurvivalFunction(std::span< const T > x, std::span< double > y) const | randlib::ProbabilityDistribution< T > | |
| theta | randlib::GammaDistribution< RealType > | protected |
| ThirdMoment() const override | randlib::ExponentialRand< RealType > | inlinevirtual |
| 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::GammaDistribution< RealType > | virtual |
| Variate(double shape, double rate, G &g) | randlib::GammaDistribution< RealType > | static |
| randlib::ContinuousDistribution::Variate() const | randlib::ProbabilityDistribution< T > | inline |
| ~ContinuousDistribution() | randlib::ContinuousDistribution< RealType > | inlinevirtual |
| ~ExponentialFamily() | randlib::ExponentialFamily< RealType, double > | inlinevirtual |
| ~GammaDistribution() | randlib::GammaDistribution< RealType > | inlinevirtual |
| ~ProbabilityDistribution()=default | randlib::ProbabilityDistribution< T > | virtual |
| ~UnivariateDistribution() | randlib::UnivariateDistribution< RealType > | inlinevirtual |
1.9.8