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

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

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::GeneralGeometricStableDistribution< RealType >protected
alphaInvrandlib::GeneralGeometricStableDistribution< RealType >protected
ASYMMETRIC_LAPLACE enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
betarandlib::GeneralGeometricStableDistribution< RealType >protected
CAUCHY enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
cdfLaplace(double x) constrandlib::GeneralGeometricStableDistribution< RealType >protected
cdfLaplaceCompl(double x) constrandlib::GeneralGeometricStableDistribution< RealType >protected
CF(double t) constrandlib::UnivariateDistribution< RealType >
CFImpl(double t) const overriderandlib::GeneralGeometricStableDistribution< RealType >protectedvirtual
CharacteristicFunction(std::span< const double > t, std::span< std::complex< double > > y) constrandlib::UnivariateDistribution< RealType >
ContinuousDistribution()randlib::ContinuousDistribution< RealType >inlineprotected
CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) constrandlib::ProbabilityDistribution< T >
DISTRIBUTION_TYPE enum namerandlib::GeneralGeometricStableDistribution< RealType >protected
distributionTyperandlib::GeneralGeometricStableDistribution< RealType >protected
engine() constrandlib::ProbabilityDistribution< T >inlineprotected
ExcessKurtosis() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
ExpectedValue(const std::function< double(RealType)> &funPtr, RealType minPoint, RealType maxPoint) const overriderandlib::ContinuousDistribution< RealType >protectedvirtual
f(const RealType &x) const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
F(const RealType &x) const overriderandlib::GeneralGeometricStableDistribution< RealType >
randlib::ContinuousDistribution::F(const T &x) const =0randlib::ProbabilityDistribution< T >pure virtual
fitError(FitErrorCode code, const std::string &explanation) constrandlib::ProbabilityDistribution< T >protected
FourthMoment() constrandlib::UnivariateDistribution< RealType >virtual
gammarandlib::GeneralGeometricStableDistribution< RealType >protected
GENERAL enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
GeneralGeometricStableDistribution(double exponent, double skewness, double scale=1.0, double location=0.0, double shift=0.0)randlib::GeneralGeometricStableDistribution< RealType >protected
GeometricStableRand(double exponent=2, double skewness=0, double scale=randlib::consts::sqrt2, double location=0)randlib::GeometricStableRand< RealType >
GetExponent() const noexceptrandlib::GeneralGeometricStableDistribution< RealType >inline
GetLocation() const noexceptrandlib::GeometricStableRand< RealType >inline
GetLogScale() const noexceptrandlib::GeneralGeometricStableDistribution< 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 noexceptrandlib::GeneralGeometricStableDistribution< RealType >inline
GetSkewness() const noexceptrandlib::GeneralGeometricStableDistribution< RealType >inline
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 >
kapparandlib::GeneralGeometricStableDistribution< RealType >protected
kappaInvrandlib::GeneralGeometricStableDistribution< RealType >protected
kappaSqrandlib::GeneralGeometricStableDistribution< RealType >protected
KolmogorovSmirnovTest(std::span< const RealType > orderStatistic, double alpha) constrandlib::ContinuousDistribution< RealType >
Kurtosis() constrandlib::UnivariateDistribution< RealType >virtual
LAPLACE enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
LEVY enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
LikelihoodFunction(std::span< const RealType > sample) const overriderandlib::ContinuousDistribution< RealType >virtual
log1pKappaSqrandlib::GeneralGeometricStableDistribution< RealType >protected
logf(const RealType &x) const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
logGammarandlib::GeneralGeometricStableDistribution< RealType >protected
logKapparandlib::GeneralGeometricStableDistribution< RealType >protected
LogLikelihoodFunction(std::span< const RealType > sample) const overriderandlib::ContinuousDistribution< RealType >virtual
logpdfLaplace(double x) constrandlib::GeneralGeometricStableDistribution< RealType >protected
LogProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) constrandlib::ContinuousDistribution< RealType >
LOWER_LIMIT_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
mrandlib::GeneralGeometricStableDistribution< RealType >protected
MAX_ITER_REJECTIONrandlib::ProbabilityDistribution< T >protectedstatic
MaxValue() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
Mean() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
Median() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
MinValue() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
Mode() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
murandlib::GeneralGeometricStableDistribution< RealType >protected
Name() const overriderandlib::GeometricStableRand< RealType >virtual
NON_NEGATIVITY_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
ONEHALF_EXPONENT enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
operator()(G &g) constrandlib::GeneralGeometricStableDistribution< RealType >
pdfLaplace(double x) constrandlib::GeneralGeometricStableDistribution< RealType >protected
POSITIVITY_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
ProbabilityDensityFunction(std::span< const RealType > x, std::span< double > y) constrandlib::ContinuousDistribution< RealType >
ProbabilityDistribution()=defaultrandlib::ProbabilityDistribution< T >protected
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::GeneralGeometricStableDistribution< RealType >protectedvirtual
randlib::ContinuousDistribution::quantileImpl(double p, RealType initValue) const overriderandlib::ContinuousDistribution< RealType >protectedvirtual
quantileImpl1m(double p) const overriderandlib::GeneralGeometricStableDistribution< RealType >protectedvirtual
randlib::ContinuousDistribution::quantileImpl1m(double p, RealType initValue) const overriderandlib::ContinuousDistribution< RealType >protectedvirtual
quantileLaplace(double p) constrandlib::GeneralGeometricStableDistribution< RealType >protected
quantileLaplace1m(double p) constrandlib::GeneralGeometricStableDistribution< RealType >protected
Reseed(std::uint64_t seed)randlib::ProbabilityDistribution< T >inline
S(const T &x) constrandlib::ProbabilityDistribution< T >virtual
randlib::ContinuousDistribution::sample(detail::EngineRef g, std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inlineprotectedvirtual
Sample(std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inline
Sample(G &g, std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inline
searchQuantile(double p, bool upperTail, RealType guess, double relativeStep=1e-3) constrandlib::ContinuousDistribution< RealType >protected
searchTailQuantile(double p, bool upperTail) constrandlib::GeneralGeometricStableDistribution< RealType >protected
SecondMoment() constrandlib::UnivariateDistribution< RealType >virtual
SetAsymmetry(double asymmetry)randlib::GeneralGeometricStableDistribution< RealType >protected
SetLocation(double location)randlib::GeometricStableRand< RealType >
SetParameters(double exponent, double skewness)randlib::GeometricStableRand< RealType >
randlib::GeneralGeometricStableDistribution::SetParameters(double exponent, double skewness, double scale=1.0, double location=0.0, double shift=0.)randlib::GeneralGeometricStableDistribution< RealType >protected
SetScale(double scale)randlib::GeometricStableRand< RealType >
SetShift(double shift)randlib::GeneralGeometricStableDistribution< RealType >protected
Skewness() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
SupportType() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
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
UNITY_EXPONENT enum valuerandlib::GeneralGeometricStableDistribution< RealType >protected
UnivariateDistribution()randlib::UnivariateDistribution< RealType >protected
UPPER_LIMIT_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
value_type typedefrandlib::ProbabilityDistribution< T >
Variance() const overriderandlib::GeneralGeometricStableDistribution< RealType >virtual
Variate() constrandlib::ProbabilityDistribution< T >inline
~ContinuousDistribution()randlib::ContinuousDistribution< RealType >inlinevirtual
~GeneralGeometricStableDistribution()randlib::GeneralGeometricStableDistribution< RealType >inlinevirtual
~GeometricStableRand()randlib::GeometricStableRand< RealType >inlinevirtual
~ProbabilityDistribution()=defaultrandlib::ProbabilityDistribution< T >virtual
~UnivariateDistribution()randlib::UnivariateDistribution< RealType >inlinevirtual