GaussianDistribution Class Reference
[Mathematical algorithms]

#include <GaussianDistribution.hpp>

Inheritance diagram for GaussianDistribution:

[legend]Collaboration diagram for GaussianDistribution:

[legend]List of all members.

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Detailed Description

This class implements the Gaussian (or normal) distribution.

A typical way to use this class follows:

      // Declare a  'GaussianDistribution' object, with nominal values
   GaussianDistribution normal;

      // Declare another, non-nominal 'GaussianDistribution' object.
   GaussianDistribution gauss(1.341, 0.176);

      // Print results for several values
   for(int i = 0; i < 1601; i++)
   {

      double x( -8.0 + ( static_cast<double>(i)/100.0 ) );

      cout << x << " | "
           << normal.pdf(x) << " | "
           << gauss.pdf(x) << " | "
           << normal.Q(x) << " | "
           << gauss.Q(x) << endl;

   }

See also:

SpecialFunctions.hpp for useful functions, and Chi2Distribution.hpp for a Chi-square distribution.

Definition at line 75 of file GaussianDistribution.hpp.

Public Member Functions
	GaussianDistribution ()
	Default constructor.
	GaussianDistribution (double mu, double sig)
	Explicit constructor.
virtual double	pdf (double x)
	Computes the probability density function.
virtual double	cdf (double x)
	Computes the cumulative distribution function.
virtual double	Q (double x)
	Computes the upper tail of the Gaussian probability function Q(x).
virtual double	invcdf (double p) throw (InvalidParameter)
	Computes the quantile function ( cdf^-1() ).
virtual double	getMean (void) const
	Get mean.
virtual GaussianDistribution &	setMean (double mu)
	Sets the mean.
virtual double	getSigma (void) const
	Get standard deviation.
virtual GaussianDistribution &	setSigma (double sig)
	Sets the standard deviation.
virtual GaussianDistribution &	setParameters (double mu, double sig)
	Sets all parameters in one pass.

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Constructor & Destructor Documentation

GaussianDistribution (   )

Default constructor. Sets a standard normal distribution: mean = 0.0, and standard deviation = 1.0. Definition at line 44 of file GaussianDistribution.cpp.

GaussianDistribution (  double  mu, double  sig )

Explicit constructor. Parameters: mu  Mean sig  Standard deviation Warning: If (sig <= 0.0), it will be set to 1.0. Definition at line 61 of file GaussianDistribution.cpp.

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Member Function Documentation

double cdf (  double  x  )  [virtual]

Computes the cumulative distribution function. Parameters: x  Value Implements BaseDistribution. Definition at line 89 of file GaussianDistribution.cpp. References gpstk::erf().

virtual double getMean (  void   )  const [inline, virtual]

Get mean. Definition at line 131 of file GaussianDistribution.hpp.

virtual double getSigma (  void   )  const [inline, virtual]

Get standard deviation. Definition at line 144 of file GaussianDistribution.hpp.

double invcdf (  double  p  )  throw (InvalidParameter) [virtual]

Computes the quantile function ( cdf^-1() ). Parameters: p  Probability value \ warning Value "p" must be in the range (0, 1) Definition at line 106 of file GaussianDistribution.cpp. References GPSTK_THROW, and gpstk::inverf().

double pdf (  double  x  )  [virtual]

Computes the probability density function. Parameters: x  Value Implements BaseDistribution. Definition at line 76 of file GaussianDistribution.cpp. References gpstk::exp().

virtual double Q (  double  x  )  [inline, virtual]

Computes the upper tail of the Gaussian probability function Q(x). Parameters: x  Value Definition at line 116 of file GaussianDistribution.hpp.

virtual GaussianDistribution& setMean (  double  mu  )  [inline, virtual]

Sets the mean. Parameters: mu  Mean Definition at line 139 of file GaussianDistribution.hpp.

GaussianDistribution & setParameters (  double  mu, double  sig )  [virtual]

Sets all parameters in one pass. Parameters: mu  Mean sig  Standard deviation Warning: If (sig <= 0.0), it will be set to 1.0. Definition at line 162 of file GaussianDistribution.cpp. References GaussianDistribution::setSigma().

GaussianDistribution & setSigma (  double  sig  )  [virtual]

Sets the standard deviation. Parameters: sig  Standard deviation Warning: If (sig <= 0.0), it will be set to 1.0. Definition at line 137 of file GaussianDistribution.cpp. Referenced by GaussianDistribution::setParameters().

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The documentation for this class was generated from the following files:

• GaussianDistribution.hpp
• GaussianDistribution.cpp

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