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StableDistributionBase Class

Represents the base of all StableDistributions classes in different parametrizations.
Inheritance Hierarchy

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public class StableDistributionBase : ContinuousDistribution

The StableDistributionBase type exposes the following members.

Constructors
 NameDescription
Protected methodStableDistributionBaseInitializes a new instance of the StableDistributionBase class.
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Properties
 NameDescription
Public propertyCanReset Gets a value indicating whether the random number distribution can be reset, so that it produces the same random number sequence again.
(Inherited from Distribution)
Public propertyGenerator Gets or sets a Generator object that can be used as underlying random number generator.
(Inherited from Distribution)
Public propertyMaximumGets the maximum possible value of distributed random numbers.
(Overrides DistributionMaximum)
Public propertyMeanGets the mean of distributed random numbers.
(Overrides DistributionMean)
Public propertyMedianGets the median of distributed random numbers.
(Overrides DistributionMedian)
Public propertyMinimumGets the minimum possible value of distributed random numbers.
(Overrides DistributionMinimum)
Public propertyModeGets the mode of distributed random numbers.
(Overrides DistributionMode)
Public propertyVarianceGets the variance of distributed random numbers.
(Overrides DistributionVariance)
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Methods
 NameDescription
Public methodStatic memberBetaFromAlphaGammaAga 
Public methodStatic memberBracketRootByExtensionOnly 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.
Public methodCDFCalculates the cumulative distribution function.
(Inherited from ContinuousDistribution)
Protected methodStatic memberCosGammaPiBy2Calculates 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.
Public methodStatic memberCosXPiBy2Calculates the cosine of x times Pi/2 with increased accuracy.
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 methodStatic memberFindDecreasingYEqualTo Finds the x where func(x)==ysearch±tol between x0 < x < x1 for a monotonic decreasing function func.
Protected methodStatic memberFindDecreasingYEqualToOne Finds the x where func(x)==1±-1E-5 between x0 < x < x1 for a monoton decreasing function func.
Protected methodStatic memberFindIncreasingYEqualTo Finds the x where func(x)==ysearch±tol between x0 < x < x1 for a monotonic increasing function func.
Protected methodStatic memberFindIncreasingYEqualToOne Finds the x where func(x)==1±-1E-5 between x0 < x < x1 for a monoton increasing function func.
Protected methodStatic memberGammaFromAlphaBetaTanPiA2 
Protected methodGenerateAsymmetricCaseS1 Generates random variates in S1 Parametrization
Protected methodGenerateAsymmetricCaseS1_AEq1 
Protected methodGenerateAsymmetricCaseS1_ANe1 
Protected methodGenerateSymmetricCase 
Public methodStatic memberGetAbeFromBetaCalculates 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).
Public methodStatic memberGetBetaFromAbeGets the skewness parameter beta (range: [-1,1]) from the 'alternative beta' value abe.
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.
(Overrides DistributionNextDouble)
Public methodStatic memberOneMinusExp Calculates 1-Exp(x) with more accuracy around x=0.
Public methodStatic memberParameterConversionFellerToS0 
Public methodStatic memberParameterConversionFellerToS1 
Public methodStatic memberParameterConversionS0ToFeller 
Public methodStatic memberParameterConversionS0ToS1 
Public methodStatic memberParameterConversionS1ToFeller 
Public methodStatic memberParameterConversionS1ToS0 
Public methodPDFCalculates the probability density function.
(Inherited from ContinuousDistribution)
Public methodStatic memberPowerOfOnePlusXSquaredCalculates (1+x²)^pow with increased accuracy, for both small and big values of |x|.
Public methodQuantileCalculates the quantile of the distribution function.
(Inherited from ContinuousDistribution)
Public methodReset Resets the random number distribution, so that it produces the same random number sequence again.
(Inherited from Distribution)
Public methodStatic memberSinXPiBy2Calculates the sine of x times Pi/2 with increased accuracy.
Protected methodStatic memberTanGammaPiBy2Calculates 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.
Protected methodStatic memberTanXPiBy2Calculates the tangens of x times Pi/2 with increased accuracy.
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Fields
 NameDescription
Protected field_gen_BHelper variables used for generating the random values.
Protected field_gen_SHelper variables used for generating the random values.
Protected field_gen_ScaleHelper variables used for generating the random values.
Protected field_gen_tHelper variables used for generating the random values.
Protected fieldStatic memberDefaultPrecisionDefault precision used for the integrations.
Protected fieldgenerator Stores a Generator object that can be used as underlying random number generator.
(Inherited from Distribution)
Protected fieldStatic memberMinusLogTinyThe highest number x that, when taken Exp(-x), gives a result greater than zero.
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See Also