STK::Law::Empirical Class Reference

Empirical distribution law. More...

#include <STK_Law_Empirical.h>

Inheritance diagram for STK::Law::Empirical:

Public Types
typedef IUnivLaw< Real >	Base

Public Member Functions
virtual	~Empirical ()
	Destructor.
Public Member Functions inherited from STK::Law::IUnivLaw< Real >
virtual	~IUnivLaw ()
	Virtual destructor.
virtual Real	rand () const=0
virtual Real	pdf (Real const &x) const=0
	compute the probability distribution function (density) in the continuous case and the probability mass function in the discrete case.
virtual Real	icdf (Real const &p) const=0
	inverse cumulative distribution function The quantile is defined as the smallest value x such that F(x) >= p , where F is the cumulative distribution function.
virtual Real	lpdf (Real const &x) const
	compute the log probability distribution function Give the value of the log-pdf at the point x.
virtual Real	cdf (Real const &t) const=0
	compute the lower tail cumulative distribution function Give the probability that a random variate is less or equal to t.
virtual Real	lcdf (Real const &t) const
	compute the lower tail log-cumulative distribution function Give the log-probability that a random variate is less or equal to t.
virtual Real	cdfc (Real const &t) const
	calculate the complement of cumulative distribution function, called in statistics the survival function.
virtual Real	lcdfc (Real const &t) const
	calculate the log-complement of cumulative distribution function Give the log-probability that a random variate is greater than t.
Public Member Functions inherited from STK::Law::ILawBase
String const &	name () const

Additional Inherited Members
Protected Member Functions inherited from STK::Law::IUnivLaw< Real >
	IUnivLaw (String const &name)
	Constructor.
	IUnivLaw (IUnivLaw const &law)
	copy Constructor.
Protected Member Functions inherited from STK::Law::ILawBase
	ILawBase (String const &name)
	Constructor.
	~ILawBase ()
	destructor.
Protected Attributes inherited from STK::Law::ILawBase
String	name_
	Name of the Law.

Detailed Description

Empirical distribution law.

In statistics, an empirical distribution function is the distribution function associated with the empirical measure of a sample. This cumulative distribution function is a step function that jumps up by at each of the n data points. Its value at any specified value of the measured variable is the fraction of observations of the measured variable that are less than or equal to the specified value.

The empirical distribution function is an estimate of the cumulative distribution function that generated the points in the sample. It converges with probability 1 to that underlying distribution, according to the Glivenko–Cantelli theorem.

Definition at line 60 of file STK_Law_Empirical.h.

Member Typedef Documentation

Base

typedef IUnivLaw<Real> STK::Law::Empirical::Base

Definition at line 63 of file STK_Law_Empirical.h.

Constructor & Destructor Documentation

~Empirical()

virtual STK::Law::Empirical::~Empirical ( )

inlinevirtual

Destructor.

Definition at line 66 of file STK_Law_Empirical.h.

{}

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The documentation for this class was generated from the following file:

• STK_Law_Empirical.h