Stable |
The StableDistributionFeller type exposes the following members.
Methods| Name | Description | |
|---|---|---|
  | CCDF(Double, Double, Double) | Computes the complementary cumulative distribution function for the specified arguments. |
| CCDF(Double, Double, Double, Double) | Computes the complementary cumulative distribution function for the specified arguments with enhanced gamma precision. |
| CCDF(Double, Double, Double, Double, Object, Double) | Computes the complementary cumulative distribution function for the specified arguments. |
| CDF(Double) | Calculates the cumulative distribution function. (Inherited from ContinuousDistribution) |
| CDF(Double, Double, Double) | |
| CDF(Double, Double, Double, Double) | Computes the cumulative distribution function for the specified arguments with enhanced gamma precision. |
| CDF(Double, Double, Double, Object, Double) | |
| CDF(Double, Double, Double, Double, Object, Double) | |
| CDFMethodForPositiveX | Evaluates the CDF integration for positive x values. |
| 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) |
| GenerateAsymmetricCaseS1 |
Generates random variates in S1 parametrization for asymmetric cases.
(Inherited from StableDistributionBase) |
| GenerateAsymmetricCaseS1_AEq1 |
Generates random variates for the asymmetric S1 case when alpha equals 1.
(Inherited from StableDistributionBase) |
| GenerateAsymmetricCaseS1_ANe1 |
Generates random variates for the asymmetric S1 case when alpha is not equal to 1.
(Inherited from StableDistributionBase) |
| GenerateSymmetricCase |
Generates a symmetric stable variate for the provided characteristic exponent.
(Inherited from StableDistributionBase) |
| GetAgaFromAlphaGamma | Aga is defined as follows: For alpha <=1, it is (alpha-gamma)/alpha (for gamma >=0) or (alpha+gamma)/alpha (for gamma <0). For alpha >1 it is 2-alpha-gamma (for gamma >=0) or 2-alpha+gamma (for gamma <0). This function calculates aga from alpha and gamma. |
| GetAgt1GnParameterByGamma | |
| GetAlt1GnParameterByGamma | |
| GetAlt1GpParameterByGamma | |
| GetEvaluationMethod | |
| GetGammaFromAlphaAga | Calculates gamma in dependence of alpha and aga. |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetInvertedAlphaGammaAga | |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| Initialize | Initializes this instance of the distribution with the distribution parameters. |
| IsValidAlpha | Validates whether the provided alpha value is within the supported range. |
| IsValidGamma | Validates whether the provided gamma value is within the supported range for the given alpha. |
| IsValidLocation | Validates whether the provided location value is within the supported range. |
| IsValidScale | Validates whether the provided scale value is within the supported range. |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| NextDouble | Returns a distributed floating point random number. (Overrides StableDistributionBaseNextDouble) |
| PDF(Double) | Calculates the probability density function. (Overrides ContinuousDistributionPDF(Double)) |
| PDF(Double, Double, Double) | |
| PDF(Double, Double, Double, Double) | Calculates the probability density for the specified arguments with enhanced gamma precision. |
| PDF(Double, Double, Double, Object, Double) | Calculates the probability density using either series expansion for small or big arguments, or a integration in the intermediate range. |
| PDF(Double, Double, Double, Double, Object, Double) | Calculates the probability density using either series expansion for small or big arguments, or a integration in the intermediate range. |
| PDF(Double, Double, Double, Double, Double, Double, Object, Double) | |
| PDFAlphaBetween01And02 | Calculation of the PDF if alpha is inbetween 0.1 and 0.2. For small x (1E-16), the accuracy at alpha=0.1 is only 1E-7. |
| PDFAlphaBetween02And099 | Calculation of the PDF if alpha is inbetween 0.2 and 0.99. For small x (1E-8), the accuracy at alpha=0.2 is only 1E-7. |
| PDFAlphaBetween099And101 | Calculation of the PDF if alpha is inbetween 0.99 and 1.01. |
| PDFAlphaBetween0And01 | Calculation of the PDF if alpha is inbetween 0.0 and 0.1. |
| PDFAlphaBetween101And199999 | Calculation of the PDF if alpha is inbetween 1.01 and 1.99999. |
| PDFAlphaBetween199999And2 | Calculation of the PDF if alpha is inbetween 1.99999 and 2. For small x ( max 7), the asymptotic expansion is used. For big x, the maximum value resulting from direct integration and series expansion w.r.t. alpha is used. |
| PDFAlphaEqualOne | |
| PDFforPositiveX | Calculates the probability density using either series expansion for small or big arguments, or a integration in the intermediate range. |
| PDFforXZero | Calculates the probability density at x=0 for the stable distribution in Feller's parametrization. |
| PDFIntegral | |
| PDFIntegralA1 | Special version of the PDF-Integral for 0.99>=alpha<1. |
| PDFIntegralAgt1Gn | Special case for alpha>1 and gamma near to alpha-2 (i.e. gamma at the negative border). |
| PDFIntegralAgt1GnD | Special case for alpha>1 and gamma near to alpha-2 (i.e. gamma at the negative border). |
| PDFIntegralAgt1GnI | Special case for alpha>1 and gamma near to alpha-2 (i.e. gamma at the negative border). |
| PDFIntegralAlt1Gn | Special case for alpha < 1 and gamma near to -alpha (i.e. gamma at the negative border). Here gamma was set to -alpha*(1-dev*2/Pi). |
| PDFIntegralAlt1GnD | Special case for alpha < 1 and gamma near to -alpha (i.e. gamma at the negative border). Here gamma was set to -alpha*(1-dev*2/Pi). The core function is decreasing. |
| PDFIntegralAlt1GnI | Special case for alpha < 1 and gamma near to -alpha (i.e. gamma at the negative border). Here gamma was set to -alpha*(1-dev*2/Pi). |
| PDFIntegralAlt1Gp | Special case for alpha < 1 and gamma near to +alpha (i.e. gamma at the positive border). Here gamma was set to alpha*(1-dev*2/Pi). |
| PDFIntegralAlt1GpD | Special case for alpha < 1 and gamma near to +alpha (i.e. gamma at the positive border). Here gamma was set to alpha*(1-dev*2/Pi). |
| PDFIntegralAlt1GpI | Special case for alpha < 1 and gamma near to +alpha (i.e. gamma at the positive border). Here gamma was set to alpha*(1-dev*2/Pi). |
| PDFSeriesBigXFeller | Series expansion for big x, Feller parametrization. x should be > 0. |
| PDFSeriesSmallXFeller | Imaginary part of the Fourier transformed derivative of the Kohlrausch function for low frequencies. |
| PDFTaylorExpansionAroundAlphaOne | |
| Quantile(Double) | Calculates the quantile of the distribution function. (Inherited from ContinuousDistribution) |
| Quantile(Double, Double, Double) | Calculates the quantile for the specified probability. |
| Quantile(Double, Double, Double, Double) | Computes the quantile for the specified probability with enhanced gamma precision. |
| Quantile(Double, Double, Double, Double, Object, Double) | Computes the quantile for the specified probability. |
| QuantileCCDF(Double, Double, Double) | Computes the quantile of the complementary cumulative distribution for the specified probability. |
| QuantileCCDF(Double, Double, Double, Double) | Computes the quantile of the complementary cumulative distribution for the specified probability with enhanced gamma precision. |
| QuantileCCDF(Double, Double, Double, Double, Object, Double) | Computes the quantile of the complementary cumulative distribution for the specified probability. |
| Reset |
Resets the random number distribution so that it produces the same random number sequence again.
(Inherited from Distribution) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| XZCDF(Double, Double, Double) | Computes the odd extension of the CDF around zero. |
| XZCDF(Double, Double, Double, Double) | Computes the odd extension of the CDF around zero with enhanced gamma precision. |
| XZCDF(Double, Double, Double, Double, Object, Double) | Computes the odd extension of the CDF around zero for the specified arguments. |
See Also