Stable |
The StableDistributionBase type exposes the following members.
Name | Description | |
---|---|---|
BetaFromAlphaGammaAga | ||
BracketRootByExtensionOnly | Find the bracket of a root, i.e. values for x0 and x1, so that ysearch is inbetween f(x0) and f(x1). This is done be extension of the interval [x0,x1] either to the left or the right side or both. True is returned when a bracket was found. | |
CDF | Calculates the cumulative distribution function. (Inherited from ContinuousDistribution) | |
CosGammaPiBy2 | Calculates the cosine of gamma time Pi/2 with high accuracy. If |gamma| is less than or equal to 0.5, the cosine is calculated directly by calling CosXPiBy2(Double) with argument gamma. Else (if |gamma| is greater than 0.5, it is calculated from alpha and aga, which ensures a higher accuracy. | |
CosXPiBy2 | Calculates the cosine of x times Pi/2 with increased accuracy. | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) | |
FindDecreasingYEqualTo | Finds the x where func(x)==ysearch±tol between x0 < x < x1 for a monotonic decreasing function func. | |
FindDecreasingYEqualToOne | Finds the x where func(x)==1±-1E-5 between x0 < x < x1 for a monoton decreasing function func. | |
FindIncreasingYEqualTo | Finds the x where func(x)==ysearch±tol between x0 < x < x1 for a monotonic increasing function func. | |
FindIncreasingYEqualToOne | Finds the x where func(x)==1±-1E-5 between x0 < x < x1 for a monoton increasing function func. | |
GammaFromAlphaBetaTanPiA2 | ||
GenerateAsymmetricCaseS1 | Generates random variates in S1 Parametrization | |
GenerateAsymmetricCaseS1_AEq1 | ||
GenerateAsymmetricCaseS1_ANe1 | ||
GenerateSymmetricCase | ||
GetAbeFromBeta | Calculates the 'alternative beta' value abe from the skewness parameter beta. The value abe helps to specifiy beta with enhanced accuracy especially when |beta| is close to 1. Of course, this helper function is only intended to give a correct abe value for a given beta. But in order to specify beta with enhanced accuracy around |beta|=1, you should specify abe first, and then calculate beta from abe, which can be done with GetBetaFromAbe(Double, Boolean). | |
GetBetaFromAbe | Gets the skewness parameter beta (range: [-1,1]) from the 'alternative beta' value abe. | |
GetHashCode | Serves as the default hash function. (Inherited from Object) | |
GetType | Gets the Type of the current instance. (Inherited from Object) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) | |
NextDouble | Returns a distributed floating point random number. (Overrides DistributionNextDouble) | |
OneMinusExp | Calculates 1-Exp(x) with more accuracy around x=0. | |
ParameterConversionFellerToS0 | ||
ParameterConversionFellerToS1 | ||
ParameterConversionS0ToFeller | ||
ParameterConversionS0ToS1 | ||
ParameterConversionS1ToFeller | ||
ParameterConversionS1ToS0 | ||
Calculates the probability density function. (Inherited from ContinuousDistribution) | ||
PowerOfOnePlusXSquared | Calculates (1+x²)^pow with increased accuracy, for both small and big values of |x|. | |
Quantile | Calculates the quantile of the distribution function. (Inherited from ContinuousDistribution) | |
Reset |
Resets the random number distribution, so that it produces the same random number sequence again.
(Inherited from Distribution) | |
SinXPiBy2 | Calculates the sine of x times Pi/2 with increased accuracy. | |
TanGammaPiBy2 | Calculates the tangent of gamma time Pi/2 with high accuracy. If |gamma| is less than or equal to 0.5, the tangent is calculated directly by calling TanXPiBy2(Double) with argument gamma. Else (if |gamma| is greater than 0.5, it is calculated from alpha and aga, which ensures a higher accuracy. | |
TanXPiBy2 | Calculates the tangens of x times Pi/2 with increased accuracy. | |
ToString | Returns a string that represents the current object. (Inherited from Object) |