Namespaces

Types in MathNet.Numerics.Distributions

Type ContinuousUniform

Namespace MathNet.Numerics.Distributions

Interfaces IContinuousDistribution

Continuous Univariate Uniform distribution. The continuous uniform distribution is a distribution over real numbers. For details about this distribution, see.

Constructors

Static Functions

Methods

Properties

Public Constructors

ContinuousUniform(double lower, double upper, Random randomSource)

Initializes a new instance of the ContinuousUniform class with given lower and upper bounds.
Parameters
double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Random randomSource

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

ContinuousUniform()

Initializes a new instance of the ContinuousUniform class with lower bound 0 and upper bound 1.

ContinuousUniform(double lower, double upper)

Initializes a new instance of the ContinuousUniform class with given lower and upper bounds.
Parameters
double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Public Static Functions

double CDF(double lower, double upper, double x)

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

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double InvCDF(double lower, double upper, double p)

Computes the inverse of the cumulative distribution function (InvCDF) for the distribution at the given probability. This is also known as the quantile or percent point function.
Parameters
double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

double p

The location at which to compute the inverse cumulative density.

Return
double

the inverse cumulative density at p.

bool IsValidParameterSet(double lower, double upper)

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

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

double PDF(double lower, double upper, double x)

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

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

double x

The location at which to compute the density.

Return
double

the density at x.

double PDFLn(double lower, double upper, double x)

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

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

double x

The location at which to compute the density.

Return
double

the log density at x.

double Sample(Random rnd, double lower, double upper)

Generates a sample from the ContinuousUniform distribution.
Parameters
Random rnd

The random number generator to use.

double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Return
double

a uniformly distributed sample.

double Sample(double lower, double upper)

Generates a sample from the ContinuousUniform distribution.
Parameters
double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Return
double

a uniformly distributed sample.

IEnumerable<double> Samples(Random rnd, double lower, double upper)

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

The random number generator to use.

double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Return
IEnumerable<double>

a sequence of uniformly distributed samples.

void Samples(Random rnd, Double[] values, double lower, double upper)

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.

double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Return
void

a sequence of samples from the distribution.

IEnumerable<double> Samples(double lower, double upper)

Generates a sequence of samples from the ContinuousUniform distribution.
Parameters
double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Return
IEnumerable<double>

a sequence of uniformly distributed samples.

void Samples(Double[] values, double lower, double upper)

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

The array to fill with the samples.

double lower

Lower bound. Range: lower ≤ upper.

double upper

Upper bound. Range: lower ≤ upper.

Return
void

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 InverseCumulativeDistribution(double p)

Computes the inverse of the cumulative distribution function (InvCDF) for the distribution at the given probability. This is also known as the quantile or percent point function.
Parameters
double p

The location at which to compute the inverse cumulative density.

Return
double

the inverse cumulative density at p.

double Sample()

Generates a sample from the ContinuousUniform distribution.
Return
double

a sample from the distribution.

IEnumerable<double> Samples()

Generates a sequence of samples from the ContinuousUniform 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 Entropy get;

Gets the entropy of the distribution.

double LowerBound get;

Gets the lower bound 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 UpperBound get;

Gets the upper bound of the distribution.

double Variance get;

Gets the variance of the distribution.