stoch::simulate::Ranvar Class Reference

#include <ranvar.hpp>

Collaboration diagram for stoch::simulate::Ranvar:

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List of all members.

Public Member Functions
tmath::Matrix	CDF (const tmath::Matrix &x)
	Compute the probability distribution function for all values in x. Returns a matrix.
double	CDF (double x)
	Compute the probability distribution function at value x.
tmath::Matrix	ICDF (const tmath::Matrix &x)
	Compute the inverse probability distribution function for all values in x. Returns a matrix.
double	ICDF (double x)
	Compute the inverse probability distribution function at value x.
tmath::Matrix	PDF (const tmath::Matrix &x)
	Compute the probability density function for all values in x. Returns a matrix.
double	PDF (double x)
	Compute the probability density function at value x.
void	Print ()
	Print basic information about random variable.
	Ranvar (RanvarType t=Normal, int key=999)
	Constructor defining the type of distribution and an optional key (currently unused).
void	SetParams (double, double x=0, double y=0)
	set the distribution parameters (the meaning depends on the type of random variable). In general, these are different from mean and standard deviation. Mean and standard deviation are automatically computed.
void	SetStats (double, double)
	set the statistical parameters mean and standard deviation. Parameters are automatically computed.
tmath::Matrix	Simulate (const int &m, SimulationType t=Plain)
	Compute the inverse probability distribution function for all values in x. Returns a matrix.
Public Attributes
int	key
double	params [3]
double	stats [4]
RanvarType	type

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Detailed Description

Class defining random variables and vectors of (possibly correlated) random variables. The joint probability density function is assumed to follow the so-called Nataf model (Gaussian copula).

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

• modules/stoch/stoch/simulate/ranvar.hpp