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StableDistributionSymmetric Methods

The StableDistributionSymmetric type exposes the following members.

Methods
 NameDescription
Public methodStatic memberCCDF(Double, Double) Gets the complementary cumulative distribution function (CCDF) value.
Public methodStatic memberCCDF(Double, Double, Object, Double) Gets the complementary cumulative distribution function (CCDF) value.
Public methodCDF(Double)Calculates the cumulative distribution function.
(Inherited from ContinuousDistribution)
Public methodStatic memberCDF(Double, Double) Gets the cumulative distribution function (CDF) value.
Public methodStatic memberCDF(Double, Double, Object, Double) Gets the cumulative distribution function (CDF) value.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Protected methodGenerateAsymmetricCaseS1 Generates random variates in S1 parametrization for asymmetric cases.
(Inherited from StableDistributionBase)
Protected methodGenerateAsymmetricCaseS1_AEq1 Generates random variates for the asymmetric S1 case when alpha equals 1.
(Inherited from StableDistributionBase)
Protected methodGenerateAsymmetricCaseS1_ANe1 Generates random variates for the asymmetric S1 case when alpha is not equal to 1.
(Inherited from StableDistributionBase)
Protected methodGenerateSymmetricCase Generates a symmetric stable variate for the provided characteristic exponent.
(Inherited from StableDistributionBase)
Public methodStatic memberGetAgt1GnParameter Computes parameters used for the direct integration approach for alpha > 1 (Gn variant).
Public methodStatic memberGetAlt1GnParameter Computes parameters used for the direct integration approach for alpha < 1 (Gn variant).
Public methodStatic memberGetAlt1GpParameterByGamma Computes parameters used for the direct integration approach for alpha < 1 (Gp variant), parameterized by gamma.
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodNextDoubleReturns a distributed floating point random number.
(Inherited from StableDistributionBase)
Public methodPDF(Double)Calculates the probability density function.
(Inherited from ContinuousDistribution)
Public methodStatic memberPDF(Double, Double) Gets the probability density function (PDF) of the symmetric stable distribution.
Public methodStatic memberPDF(Double, Double, Object, Double) Calculates the probability density using either a series expansion for small or large arguments, or an integration in the intermediate range.
Public methodStatic memberPDFAlphaBetween01And02 Calculates the PDF for alpha in the interval [0.1, 0.2].
Public methodStatic memberPDFAlphaBetween02And099 Calculates the PDF for alpha in the interval (0.2, 0.99].
Public methodStatic memberPDFAlphaBetween099And101 Calculates the PDF for alpha in the interval [0.99, 1.01].
Public methodStatic memberPDFAlphaBetween101And199999 Calculates the PDF for alpha in the interval (1.01, 1.99995].
Public methodStatic memberPDFAlphaBetween199999And2 Calculates the PDF for alpha in the interval [1.99999, 2].
Public methodStatic memberPDFIntegration Calculates the PDF by direct numerical integration.
Public methodStatic memberPDFSeriesBigX Series expansion of the PDF for large z.
Public methodStatic memberPDFSeriesSmallX Series expansion of the PDF for small z.
Public methodStatic memberPDFSeriesSmallXSmallAlpha Series expansion of the PDF for small z and small alpha, using logarithmic evaluation for improved numerical stability.
Public methodStatic memberPDFTaylorExpansionAroundAlphaOne Calculates the PDF by a Taylor expansion around alpha = 1.
Public methodQuantile(Double)Calculates the quantile of the distribution function.
(Inherited from ContinuousDistribution)
Public methodStatic memberQuantile(Double, Double) Gets the quantile (inverse CDF) for the given probability p.
Public methodStatic memberQuantileCCDF Gets the quantile (inverse CCDF) for the given complementary probability q.
Public methodReset Resets the random number distribution so that it produces the same random number sequence again.
(Inherited from Distribution)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
Public methodStatic memberXZCDF(Double, Double) Gets the CDF relative to 0, i.e. CDF(x) - 0.5, preserving the sign of x.
Public methodStatic memberXZCDF(Double, Double, Object, Double) Gets the CDF relative to 0, i.e. CDF(x) - 0.5, preserving the sign of x.
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