Namespaces

Types in MathNet.Numerics.Distributions

Type Chi

Namespace MathNet.Numerics.Distributions

Interfaces IContinuousDistribution

Continuous Univariate Chi distribution. This distribution is a continuous probability distribution. The distribution usually arises when a k-dimensional vector's orthogonal components are independent and each follow a standard normal distribution. The length of the vector will then have a chi distribution..

Constructors

Static Functions

Methods

Properties

Public Constructors

Chi(double freedom, Random randomSource)

Initializes a new instance of the Chi class.
Parameters
double freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Random randomSource

The random number generator which is used to draw random samples.

Chi(double freedom)

Initializes a new instance of the Chi class.
Parameters
double freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Public Static Functions

double CDF(double freedom, double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

bool IsValidParameterSet(double freedom)

Tests whether the provided values are valid parameters for this distribution.
Parameters
double freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

double PDF(double freedom, double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

double x

The location at which to compute the density.

Return
double

the density at x.

double PDFLn(double freedom, double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

double x

The location at which to compute the density.

Return
double

the log density at x.

double Sample(Random rnd, int freedom)

Generates a sample from the distribution.
Parameters
Random rnd

The random number generator to use.

int freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Return
double

a sample from the distribution.

double Sample(int freedom)

Generates a sample from the distribution.
Parameters
int freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Return
double

a sample from the distribution.

void Samples(Double[] values, int freedom)

Fills an array with samples generated from the distribution.
Parameters
Double[] values

The array to fill with the samples.

int freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Return
void

a sequence of samples from the distribution.

IEnumerable<double> Samples(Random rnd, int freedom)

Generates a sequence of samples from the distribution.
Parameters
Random rnd

The random number generator to use.

int freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Random rnd, Double[] values, int freedom)

Fills an array with samples generated from the distribution.
Parameters
Random rnd

The random number generator to use.

Double[] values

The array to fill with the samples.

int freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Return
void

a sequence of samples from the distribution.

IEnumerable<double> Samples(int freedom)

Generates a sequence of samples from the distribution.
Parameters
int freedom

The degrees of freedom (k) of the distribution. Range: k > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

Public Methods

double CumulativeDistribution(double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double Density(double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double x

The location at which to compute the density.

Return
double

the density at x.

double DensityLn(double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double x

The location at which to compute the log density.

Return
double

the log density at x.

bool Equals(object obj)

int GetHashCode()

Type GetType()

double Sample()

Generates a sample from the Chi distribution.
Return
double

a sample from the distribution.

IEnumerable<double> Samples()

Generates a sequence of samples from the Chi distribution.
Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Double[] values)

Fills an array with samples generated from the distribution.

string ToString()

A string representation of the distribution.
Return
string

a string representation of the distribution.

Public Properties

double DegreesOfFreedom get;

Gets the degrees of freedom (k) of the Chi distribution. Range: k > 0.

double Entropy get;

Gets the entropy of the distribution.

double Maximum get;

Gets the maximum of the distribution.

double Mean get;

Gets the mean of the distribution.

double Median get;

Gets the median of the distribution.

double Minimum get;

Gets the minimum of the distribution.

double Mode get;

Gets the mode of the distribution.

Random RandomSource get; set;

Gets or sets the random number generator which is used to draw random samples.

double Skewness get;

Gets the skewness of the distribution.

double StdDev get;

Gets the standard deviation of the distribution.

double Variance get;

Gets the variance of the distribution.