36#ifndef STK_LAW_IUNIVLAW_H
37#define STK_LAW_IUNIVLAW_H
88 virtual Type
rand()
const =0;
108 virtual Real lpdf(Type
const& x)
const {
return(std::log(
pdf(x)));}
In this file we define the interface base class for all multivariate probabilities laws ILawBase.
Interface base class for all the (univariate/multivariate) probabilities laws.
String name_
Name of the Law.
String const & name() const
Interface base class for all the univariate distributions.
virtual ~IUnivLaw()
Virtual destructor.
IUnivLaw(IUnivLaw const &law)
copy Constructor.
virtual Real cdfc(Real const &t) const
calculate the complement of cumulative distribution function, called in statistics the survival funct...
virtual Real lcdfc(Real const &t) const
calculate the log-complement of cumulative distribution function Give the log-probability that a rand...
virtual Real lcdf(Real const &t) const
compute the lower tail log-cumulative distribution function Give the log-probability that a random va...
IUnivLaw(String const &name)
Constructor.
virtual Type icdf(Real const &p) const =0
inverse cumulative distribution function The quantile is defined as the smallest value x such that F...
virtual Real pdf(Type const &x) const =0
compute the probability distribution function (density) in the continuous case and the probability ma...
virtual Type rand() const =0
virtual Real cdf(Real const &t) const =0
compute the lower tail cumulative distribution function Give the probability that a random variate is...
virtual Real lpdf(Type const &x) const
compute the log probability distribution function Give the value of the log-pdf at the point x.
The MultidimRegression class allows to regress a multidimensional output variable among a multivariat...
std::basic_string< Char > String
STK fundamental type of a String.
double Real
STK fundamental type of Real values.
The namespace STK is the main domain space of the Statistical ToolKit project.