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StableDistributionFeller Class

[Missing <summary> documentation for "T:Altaxo.Calc.Probability.StableDistributionFeller"]

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 StableDistributionFeller : StableDistributionBase

The StableDistributionFeller type exposes the following members.

Constructors
 NameDescription
Public methodStableDistributionFeller Creates a new instance of this distribution with default parameters (alpha=1, beta=0) and the default generator.
Public methodStableDistributionFeller(Generator) Creates a new instance of this distribution with default parameters (alpha=1, beta=0).
Public methodStableDistributionFeller(Double, Double) Creates a new instance of this distribution with given parameters (alpha, beta) and the default random number generator.
Public methodStableDistributionFeller(Double, Double, Double) Creates a new instance of this distribution with given parameters (alpha, beta, abe) and the default random number generator.
Public methodStableDistributionFeller(Double, Double, Double, Double) Creates a new instance of this distribution with given parameters (alpha, beta, scale, location) and the default random number generator.
Public methodStableDistributionFeller(Double, Double, Double, Double, Generator) Creates a new instance of this distribution with given parameters (alpha, beta, scale, location) and the provided random number generator.
Public methodStableDistributionFeller(Double, Double, Double, Double, Double) Creates a new instance of this distribution with given parameters (alpha, beta, abe, scale, location) and the default random number generator.
Public methodStableDistributionFeller(Double, Double, Double, Double, Double, Generator) Creates a new instance of this distribution with given parameters (alpha, beta, abe, scale, location) and the provided random number generator.
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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 propertyMaximum
(Overrides StableDistributionBaseMaximum)
Public propertyMean
(Overrides StableDistributionBaseMean)
Public propertyMedian
(Overrides StableDistributionBaseMedian)
Public propertyMinimum
(Overrides StableDistributionBaseMinimum)
Public propertyMode
(Overrides StableDistributionBaseMode)
Public propertyVariance
(Overrides StableDistributionBaseVariance)
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Methods
 NameDescription
Public methodStatic memberCCDF(Double, Double, Double) 
Public methodStatic memberCCDF(Double, Double, Double, Double) 
Public methodStatic memberCCDF(Double, Double, Double, Double, Object, Double) 
Public methodCDF(Double)Calculates the cumulative distribution function.
(Inherited from ContinuousDistribution)
Public methodStatic memberCDF(Double, Double, Double) 
Public methodStatic memberCDF(Double, Double, Double, Double) 
Public methodStatic memberCDF(Double, Double, Double, Object, Double) 
Public methodStatic memberCDF(Double, Double, Double, Double, Object, Double) 
Public methodStatic memberCDFMethodForPositiveX 
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
(Inherited from StableDistributionBase)
Protected methodGenerateAsymmetricCaseS1_AEq1
(Inherited from StableDistributionBase)
Protected methodGenerateAsymmetricCaseS1_ANe1
(Inherited from StableDistributionBase)
Protected methodGenerateSymmetricCase
(Inherited from StableDistributionBase)
Public methodStatic memberGetAgaFromAlphaGamma 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.
Public methodStatic memberGetAgt1GnParameterByGamma 
Public methodStatic memberGetAlt1GnParameterByGamma 
Public methodStatic memberGetAlt1GpParameterByGamma 
Protected methodStatic memberGetEvaluationMethod 
Public methodStatic memberGetGammaFromAlphaAga Calculates gamma in dependence of alpha and aga.
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodStatic memberGetInvertedAlphaGammaAga 
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodInitialize Initializes this instance of the distribution with the distribution parameters.
Public methodStatic memberIsValidAlpha 
Public methodStatic memberIsValidGamma 
Public methodStatic memberIsValidLocation 
Public methodStatic memberIsValidScale 
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodNextDouble
(Overrides StableDistributionBaseNextDouble)
Public methodPDF(Double)
(Overrides ContinuousDistributionPDF(Double))
Public methodStatic memberPDF(Double, Double, Double) 
Public methodStatic memberPDF(Double, Double, Double, Double) 
Public methodStatic memberPDF(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.
Public methodStatic memberPDF(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.
Public methodStatic memberPDF(Double, Double, Double, Double, Double, Double, Object, Double) 
Public methodStatic memberPDFAlphaBetween01And02 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.
Public methodStatic memberPDFAlphaBetween02And099 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.
Public methodStatic memberPDFAlphaBetween099And101 Calculation of the PDF if alpha is inbetween 0.99 and 1.01.
Public methodStatic memberPDFAlphaBetween0And01 Calculation of the PDF if alpha is inbetween 0.0 and 0.1.
Public methodStatic memberPDFAlphaBetween101And199999 Calculation of the PDF if alpha is inbetween 1.01 and 1.99999.
Public methodStatic memberPDFAlphaBetween199999And2 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.
Public methodStatic memberPDFAlphaEqualOne 
Public methodStatic memberPDFforPositiveX Calculates the probability density using either series expansion for small or big arguments, or a integration in the intermediate range.
Public methodStatic memberPDFforXZeroCalculates the probability density at x=0 for the stable distribution in Feller's parametrization.
Public methodStatic memberPDFIntegral 
Public methodStatic memberPDFIntegralA1 Special version of the PDF-Integral for 0.99>=alpha<1.
Public methodStatic memberPDFIntegralAgt1Gn Special case for alpha>1 and gamma near to alpha-2 (i.e. gamma at the negative border).
Public methodStatic memberPDFIntegralAgt1GnD Special case for alpha>1 and gamma near to alpha-2 (i.e. gamma at the negative border).
Public methodStatic memberPDFIntegralAgt1GnI Special case for alpha>1 and gamma near to alpha-2 (i.e. gamma at the negative border).
Public methodStatic memberPDFIntegralAlt1Gn 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).
Public methodStatic memberPDFIntegralAlt1GnD 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.
Public methodStatic memberPDFIntegralAlt1GnI 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).
Public methodStatic memberPDFIntegralAlt1Gp 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).
Public methodStatic memberPDFIntegralAlt1GpD 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).
Public methodStatic memberPDFIntegralAlt1GpI 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).
Public methodStatic memberPDFSeriesBigXFeller Series expansion for big x, Feller parametrization. x should be > 0.
Public methodStatic memberPDFSeriesSmallXFeller Imaginary part of the Fourier transformed derivative of the Kohlrausch function for low frequencies.
Public methodStatic memberPDFTaylorExpansionAroundAlphaOne 
Public methodQuantile(Double)Calculates the quantile of the distribution function.
(Inherited from ContinuousDistribution)
Public methodStatic memberQuantile(Double, Double, Double) 
Public methodStatic memberQuantile(Double, Double, Double, Double) 
Public methodStatic memberQuantile(Double, Double, Double, Double, Object, Double) 
Public methodStatic memberQuantileCCDF(Double, Double, Double) 
Public methodStatic memberQuantileCCDF(Double, Double, Double, Double) 
Public methodStatic memberQuantileCCDF(Double, Double, Double, Double, Object, Double) 
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, Double) 
Public methodStatic memberXZCDF(Double, Double, Double, Double) 
Public methodStatic memberXZCDF(Double, Double, Double, Double, Object, Double) 
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Fields
 NameDescription
Protected field_gen_BHelper variables used for generating the random values.
(Inherited from StableDistributionBase)
Protected field_gen_SHelper variables used for generating the random values.
(Inherited from StableDistributionBase)
Protected field_gen_ScaleHelper variables used for generating the random values.
(Inherited from StableDistributionBase)
Protected field_gen_tHelper variables used for generating the random values.
(Inherited from StableDistributionBase)
Protected fieldgenerator Stores a Generator object that can be used as underlying random number generator.
(Inherited from Distribution)
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See Also