RandLib 2.0.0
Probability distributions, fitting, and heavy-tail tools for C++20
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randlib::SingularDistribution Member List

This is the complete list of members for randlib::SingularDistribution, including all inherited members.

allElementsAreNonNegative(std::span< const double > sample)randlib::UnivariateDistribution< double >protectedstatic
allElementsAreNotGreaterThan(double value, std::span< const double > sample)randlib::UnivariateDistribution< double >protectedstatic
allElementsAreNotSmallerThan(double value, std::span< const double > sample)randlib::UnivariateDistribution< double >protectedstatic
allElementsArePositive(std::span< const double > sample)randlib::UnivariateDistribution< double >protectedstatic
CF(double t) constrandlib::UnivariateDistribution< double >
CFImpl(double t) constrandlib::UnivariateDistribution< double >protectedvirtual
CharacteristicFunction(std::span< const double > t, std::span< std::complex< double > > y) constrandlib::UnivariateDistribution< double >
CumulativeDistributionFunction(std::span< const T > x, std::span< double > y) constrandlib::ProbabilityDistribution< T >
engine() constrandlib::ProbabilityDistribution< T >inlineprotected
ExcessKurtosis() constrandlib::UnivariateDistribution< double >virtual
F(const T &x) const =0randlib::ProbabilityDistribution< T >pure virtual
fitError(FitErrorCode code, const std::string &explanation) constrandlib::ProbabilityDistribution< T >protected
FourthMoment() constrandlib::UnivariateDistribution< double >virtual
GetSampleLogMean(std::span< const double > sample)randlib::UnivariateDistribution< double >static
GetSampleLogMeanAndVariance(std::span< const double > sample)randlib::UnivariateDistribution< double >static
GetSampleLogVariance(std::span< const double > sample, double logMean)randlib::UnivariateDistribution< double >static
GetSampleMean(std::span< const double > sample)randlib::UnivariateDistribution< double >static
GetSampleMeanAndVariance(std::span< const double > sample)randlib::UnivariateDistribution< double >static
GetSampleStatistics(std::span< const double > sample)randlib::UnivariateDistribution< double >static
GetSampleSum(std::span< const double > sample)randlib::UnivariateDistribution< double >static
GetSampleVariance(std::span< const double > sample, double mean)randlib::UnivariateDistribution< double >static
HazardFunction(std::span< const double > x, std::span< double > y) constrandlib::UnivariateDistribution< double >
isLeftBounded() constrandlib::UnivariateDistribution< double >
isRightBounded() constrandlib::UnivariateDistribution< double >
Kurtosis() constrandlib::UnivariateDistribution< double >virtual
LOWER_LIMIT_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
MAX_ITER_REJECTIONrandlib::ProbabilityDistribution< T >protectedstatic
MaxValue() const =0randlib::ProbabilityDistribution< T >pure virtual
Mean() const=0randlib::UnivariateDistribution< double >pure virtual
Median() constrandlib::UnivariateDistribution< double >virtual
MinValue() const =0randlib::ProbabilityDistribution< T >pure virtual
Name() const =0randlib::ProbabilityDistribution< T >pure virtual
NON_NEGATIVITY_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
operator()(G &g) constrandlib::ProbabilityDistribution< T >inline
POSITIVITY_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
ProbabilityDistribution()=defaultrandlib::ProbabilityDistribution< T >protected
Quantile(double p) constrandlib::UnivariateDistribution< double >
Quantile1m(double p) constrandlib::UnivariateDistribution< double >
QuantileFunction(std::span< const double > p, std::span< double > y) constrandlib::UnivariateDistribution< double >
QuantileFunction1m(std::span< const double > p, std::span< double > y) constrandlib::UnivariateDistribution< double >
Reseed(std::uint64_t seed)randlib::ProbabilityDistribution< T >inline
S(const T &x) constrandlib::ProbabilityDistribution< T >virtual
Sample(std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inline
Sample(G &g, std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inline
sample(detail::EngineRef g, std::span< T > outputData) constrandlib::ProbabilityDistribution< T >inlineprotectedvirtual
SecondMoment() constrandlib::UnivariateDistribution< double >virtual
SingularDistribution()randlib::SingularDistributioninlineprotected
Skewness() constrandlib::UnivariateDistribution< double >virtual
SupportType() const=0randlib::UnivariateDistribution< double >pure virtual
SurvivalFunction(std::span< const T > x, std::span< double > y) constrandlib::ProbabilityDistribution< T >
ThirdMoment() constrandlib::UnivariateDistribution< double >virtual
toStringWithPrecision(const double a_value, const int n=6) constrandlib::ProbabilityDistribution< T >protected
UnivariateDistribution()randlib::UnivariateDistribution< double >protected
UPPER_LIMIT_VIOLATIONrandlib::ProbabilityDistribution< T >protectedstatic
value_type typedefrandlib::ProbabilityDistribution< T >
Variance() const=0randlib::UnivariateDistribution< double >pure virtual
variate(detail::EngineRef g) const =0randlib::ProbabilityDistribution< T >protectedpure virtual
Variate() constrandlib::ProbabilityDistribution< T >inline
~ProbabilityDistribution()=defaultrandlib::ProbabilityDistribution< T >virtual
~SingularDistribution()randlib::SingularDistributioninlinevirtual
~UnivariateDistribution()randlib::UnivariateDistribution< double >inlinevirtual