// <copyright file="IContinuousDistribution.cs" company="Math.NET">
|
// Math.NET Numerics, part of the Math.NET Project
|
// http://numerics.mathdotnet.com
|
// http://github.com/mathnet/mathnet-numerics
|
//
|
// Copyright (c) 2009-2014 Math.NET
|
//
|
// Permission is hereby granted, free of charge, to any person
|
// obtaining a copy of this software and associated documentation
|
// files (the "Software"), to deal in the Software without
|
// restriction, including without limitation the rights to use,
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
// copies of the Software, and to permit persons to whom the
|
// Software is furnished to do so, subject to the following
|
// conditions:
|
//
|
// The above copyright notice and this permission notice shall be
|
// included in all copies or substantial portions of the Software.
|
//
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
// OTHER DEALINGS IN THE SOFTWARE.
|
// </copyright>
|
|
namespace IStation.Numerics.Distributions
|
{
|
using System.Collections.Generic;
|
|
/// <summary>
|
/// Continuous Univariate Probability Distribution.
|
/// </summary>
|
/// <seealso cref="IDiscreteDistribution"/>
|
public interface IContinuousDistribution : IUnivariateDistribution
|
{
|
/// <summary>
|
/// Gets the mode of the distribution.
|
/// </summary>
|
double Mode { get; }
|
|
/// <summary>
|
/// Gets the smallest element in the domain of the distribution which can be represented by a double.
|
/// </summary>
|
double Minimum { get; }
|
|
/// <summary>
|
/// Gets the largest element in the domain of the distribution which can be represented by a double.
|
/// </summary>
|
double Maximum { get; }
|
|
/// <summary>
|
/// Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
|
/// </summary>
|
/// <param name="x">The location at which to compute the density.</param>
|
/// <returns>the density at <paramref name="x"/>.</returns>
|
double Density(double x);
|
|
/// <summary>
|
/// Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
|
/// </summary>
|
/// <param name="x">The location at which to compute the log density.</param>
|
/// <returns>the log density at <paramref name="x"/>.</returns>
|
double DensityLn(double x);
|
|
/// <summary>
|
/// Draws a random sample from the distribution.
|
/// </summary>
|
/// <returns>a sample from the distribution.</returns>
|
double Sample();
|
|
/// <summary>
|
/// Fills an array with samples generated from the distribution.
|
/// </summary>
|
void Samples(double[] values);
|
|
/// <summary>
|
/// Draws a sequence of random samples from the distribution.
|
/// </summary>
|
/// <returns>an infinite sequence of samples from the distribution.</returns>
|
IEnumerable<double> Samples();
|
}
|
}
|