randlib::NormalRand< RealType > Member List

This is the complete list of members for randlib::NormalRand< 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
alpha	randlib::StableDistribution< RealType >	protected
beta	randlib::StableDistribution< RealType >	protected
CarrierMeasure(RealType) const override	randlib::NormalRand< RealType >	virtual
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
CrossEntropyAdjusted(DoublePair parameters) const	randlib::ExponentialFamily< RealType, DoublePair >	virtual
CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) const	randlib::ProbabilityDistribution< T >
engine() const	randlib::ProbabilityDistribution< T >	inlineprotected
EntropyAdjusted() const	randlib::ExponentialFamily< RealType, DoublePair >	virtual
ExcessKurtosis() const override	randlib::StableDistribution< RealType >	virtual
ExpectedValue(const std::function< double(RealType)> &funPtr, RealType minPoint, RealType maxPoint) const override	randlib::ContinuousDistribution< RealType >	protectedvirtual
ExponentialFamily()	randlib::ExponentialFamily< RealType, DoublePair >	inline
F(const RealType &x) const override	randlib::NormalRand< RealType >
randlib::ContinuousDistribution::F(const T &x) const =0	randlib::ProbabilityDistribution< T >	pure virtual
f(const RealType &x) const override	randlib::NormalRand< RealType >	virtual
Fit(std::span< const RealType > sample, bool unbiased=false)	randlib::NormalRand< RealType >
Fit(std::span< const RealType > sample, DoublePair &confidenceIntervalForMean, DoublePair &confidenceIntervalForVariance, double significanceLevel, bool unbiased=false)	randlib::NormalRand< RealType >
FitBayes(std::span< const RealType > sample, const NormalInverseGammaRand< RealType > &priorDistribution, bool MAP=false)	randlib::NormalRand< RealType >
fitError(FitErrorCode code, const std::string &explanation) const	randlib::ProbabilityDistribution< T >	protected
FitLocation(std::span< const RealType > sample)	randlib::NormalRand< RealType >
FitLocation(std::span< const RealType > sample, DoublePair &confidenceInterval, double significanceLevel)	randlib::NormalRand< RealType >
FitLocationBayes(std::span< const RealType > sample, const NormalRand< RealType > &priorDistribution, bool MAP=false)	randlib::NormalRand< RealType >
FitScale(std::span< const RealType > sample, bool unbiased=false)	randlib::NormalRand< RealType >
FitVariance(std::span< const RealType > sample)	randlib::NormalRand< RealType >
FitVariance(std::span< const RealType > sample, DoublePair &confidenceInterval, double significanceLevel, bool unbiased=false)	randlib::NormalRand< RealType >
FitVarianceBayes(std::span< const RealType > sample, const InverseGammaRand< RealType > &priorDistribution, bool MAP=false)	randlib::NormalRand< RealType >
FourthMoment() const override	randlib::NormalRand< RealType >	inlinevirtual
FromMeanStd(double mean, double standardDeviation)	randlib::NormalRand< RealType >	inlinestatic
FromMeanVariance(double mean, double variance)	randlib::NormalRand< RealType >	inlinestatic
gamma	randlib::StableDistribution< RealType >	protected
GetExponent() const noexcept	randlib::StableDistribution< RealType >	inline
GetLocation() const noexcept	randlib::StableDistribution< RealType >	inline
GetLogScale() const	randlib::NormalRand< RealType >	inline
GetParameterization() const noexcept	randlib::StableDistribution< RealType >	inline
GetPrecision() const	randlib::NormalRand< 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::NormalRand< 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 >
KullbackLeiblerDivergence(DoublePair parameters) const	randlib::ExponentialFamily< RealType, DoublePair >
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::NormalRand< RealType >	virtual
logGamma	randlib::StableDistribution< RealType >	protected
LogLikelihoodFunction(std::span< const RealType > sample) const override	randlib::ContinuousDistribution< RealType >	virtual
LogNormalizer(DoublePair theta) const override	randlib::NormalRand< RealType >	virtual
LogNormalizerGradient(DoublePair theta) const override	randlib::NormalRand< 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 >
LogProbabilityMeasure(RealType x) const	randlib::ExponentialFamily< RealType, DoublePair >
LOWER_LIMIT_VIOLATION	randlib::ProbabilityDistribution< T >	protectedstatic
MAX_ITER_REJECTION	randlib::ProbabilityDistribution< T >	protectedstatic
MaxValue() const override	randlib::StableDistribution< RealType >	virtual
Mean() const override	randlib::StableDistribution< RealType >	virtual
Median() const override	randlib::StableDistribution< RealType >	virtual
MinValue() const override	randlib::StableDistribution< RealType >	virtual
Mode() const override	randlib::StableDistribution< RealType >	virtual
Moment(size_t n) const	randlib::NormalRand< RealType >
mu	randlib::StableDistribution< RealType >	protected
Name() const override	randlib::NormalRand< RealType >	virtual
NaturalParameters() const	randlib::ExponentialFamily< RealType, DoublePair >	virtual
NON_NEGATIVITY_VIOLATION	randlib::ProbabilityDistribution< T >	protectedstatic
NormalRand(double location=0, double variance=1)	randlib::NormalRand< RealType >
operator()(G &g) const	randlib::NormalRand< 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
ProbabilityMeasure(RealType x) const	randlib::ExponentialFamily< RealType, DoublePair >
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::NormalRand< 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
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::NormalRand< RealType >
SetVariance(double variance)	randlib::NormalRand< RealType >
Skewness() const override	randlib::StableDistribution< RealType >	virtual
SourceParameters() const override	randlib::NormalRand< RealType >	virtual
SourceToNatural(DoublePair sourceParameters) const override	randlib::NormalRand< 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::NormalRand< RealType >	static
SufficientStatistic(RealType x) const override	randlib::NormalRand< RealType >	virtual
SupportType() const override	randlib::StableDistribution< RealType >	virtual
SurvivalFunction(std::span< const T > x, std::span< double > y) const	randlib::ProbabilityDistribution< T >
ThirdMoment() const override	randlib::NormalRand< 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::StableDistribution< RealType >	virtual
Variate() const	randlib::ProbabilityDistribution< T >	inline
~ContinuousDistribution()	randlib::ContinuousDistribution< RealType >	inlinevirtual
~ExponentialFamily()	randlib::ExponentialFamily< RealType, DoublePair >	inlinevirtual
~ProbabilityDistribution()=default	randlib::ProbabilityDistribution< T >	virtual
~StableDistribution()	randlib::StableDistribution< RealType >	inlinevirtual
~UnivariateDistribution()	randlib::UnivariateDistribution< RealType >	inlinevirtual