Inheritance diagram for Multivariate::UniformDistribution:

Public Member Functions
	UniformDistribution (unsigned int Dimension=1U)

	UniformDistribution (unsigned int Dimension, const Eigen::MatrixX2d &MinMax)

Eigen::MatrixXd	ExtractSamples (unsigned int NumSamples) const
	Generates multiple simulations from the distribution. More...

Eigen::MatrixXd	ExtractSamplesCDF (unsigned int NumSamples) const
	Extracts samples from the distribution and returns their marginal CDF. More...

double	GetCumulativeDesity (const Eigen::VectorXd &Coordinates) const
	Computes the cumulative density function of the distribution in correspondence of the supplied coordinates. More...

double	GetDensity () const

double	GetDensity (const Eigen::VectorXd &Coordinates) const
	Computes the probability density function of the distribution in correspondence of the supplied coordinates. More...

virtual double	GetDensity (const std::vector< double > &Coordinates) const
	Computes the probability density function of the distribution in correspondence of the supplied coordinates. More...

const Eigen::MatrixX2d &	GetLimits () const

Eigen::VectorXd	GetQuantile (double Prob) const
	Computes the inverse cumulative density function of the distribution in correspondence of the supplied probability. More...

virtual bool	SetDimension (unsigned int Dimension)
	Set the dimensionality of the distribution. More...

virtual bool	SetLimits (const Eigen::MatrixX2d &MinMax)

Public Member Functions inherited from Multivariate::AbstarctDistribution
virtual Eigen::RowVectorXd	ExtractSample () const
	Generates a single simulation from the distribution. More...

virtual Eigen::RowVectorXd	ExtractSampleCDF () const
	Generates a single simulation from the distribution and returns its marginal CDF. More...

virtual std::vector< double >	ExtractSampleCDFVect () const
	Generates a single simulation from the distribution and returns its marginal CDF. More...

virtual std::map< unsigned int, std::vector< double > >	ExtractSamplesCDFMap (unsigned int NumSamples) const
	Extracts samples from the distribution and returns their marginal CDF. More...

virtual std::map< unsigned int, std::vector< double > >	ExtractSamplesMap (unsigned int NumSamples) const
	Generates multiple simulations from the distribution. More...

virtual std::vector< double >	ExtractSampleVector () const
	Generates a single simulation from the distribution. More...

virtual double	GetCumulativeDesity (const std::vector< double > &Coordinates) const
	Computes the cumulative density function of the distribution in correspondence of the supplied coordinates. More...

unsigned int	GetCurrentSeed () const
	Get the random number generator seed. More...

unsigned int	GetDimension () const
	Get the dimensionality of the distribution. More...

virtual std::vector< double >	GetQuantileVector (double Prob) const
	Computes the inverse cumulative density function of the distribution in correspondence of the supplied probability. More...

bool	IsValid () const
	Check if the distribution is valid. More...

void	SetRandomSeed (unsigned int NewSeed)
	Set the random number generator seed. More...

virtual double *	GetQuantileArray (double Prob)
	Computes the inverse cumulative density function of the distribution in correspondence of the supplied probability. More...

virtual double	GetCumulativeDesity (double *Coordinates) const
	Computes the cumulative density function of the distribution in correspondence of the supplied coordinates. More...

virtual double	GetDensity (double *Coordinates) const
	Computes the probability density function of the distribution in correspondence of the supplied coordinates. More...

virtual double *	ExtractSampleArray () const
	Generates a single simulation from the distribution. More...

virtual double **	ExtractSamplesMatix (unsigned int NumSamples) const
	Generates a single simulation from the distribution. More...

virtual double *	ExtractSampleCDFArray () const
	Generates a single simulation from the distribution and returns its marginal CDF. More...

virtual double **	ExtractSamplesCDFMatix (unsigned int NumSamples) const
	Generates a single simulation from the distribution and returns its marginal CDF. More...

Member Function Documentation

Eigen::MatrixXd UniformDistribution::ExtractSamples ( unsigned int NumSamples ) const

virtual

Generates multiple simulations from the distribution.

Parameters

NumSamples The number of simulation to run

Returns: A matrix with columns equal to the dimensionality of the distribution and rows equal to the number of simulations

This is a pure virtual function. Refer to child documentation for specific implementation details

Implements Multivariate::AbstarctDistribution.

Eigen::MatrixXd UniformDistribution::ExtractSamplesCDF ( unsigned int NumSamples ) const

virtual

Extracts samples from the distribution and returns their marginal CDF.

Parameters

NumSamples The number of simulation to run

Returns: A matrix with columns equal to the dimensionality of the distribution and rows equal to the number of simulations

This is a pure virtual function. Refer to child documentation for specific implementation details

Implements Multivariate::AbstarctDistribution.

double UniformDistribution::GetCumulativeDesity ( const Eigen::VectorXd & Coordinates ) const

virtual

Computes the cumulative density function of the distribution in correspondence of the supplied coordinates.

Parameters

Coordinates A vector containing the coordinates of the point for which the cdf should be computed

Returns: The value of the cumulative density function

This is a pure virtual function. Refer to child documentation for specific implementation details

Implements Multivariate::AbstarctDistribution.

double Multivariate::UniformDistribution::GetDensity ( const Eigen::VectorXd & Coordinates ) const

inlinevirtual

Computes the probability density function of the distribution in correspondence of the supplied coordinates.

Parameters

Coordinates A vector containing the coordinates of the point for which the pdf should be computed

Returns: The value of the probability density function

This is a pure virtual function. Refer to child documentation for specific implementation details

Implements Multivariate::AbstarctDistribution.

virtual double Multivariate::UniformDistribution::GetDensity ( const std::vector< double > & Coordinates ) const

inlinevirtual

Computes the probability density function of the distribution in correspondence of the supplied coordinates.

Parameters

Coordinates A vector containing the coordinates of the point for which the pdf should be computed

Returns: The value of the probability density function

This is an overloaded version of GetDensity(const Eigen::VectorXd& Coordinates, bool GetLogDensity)const

Reimplemented from Multivariate::AbstarctDistribution.

Eigen::VectorXd UniformDistribution::GetQuantile ( double Prob ) const

virtual

Computes the inverse cumulative density function of the distribution in correspondence of the supplied probability.

Parameters

Prob	The probability for which the corresponding quantile must be found

Returns: A vector containing the coordinates of the quantile

This is a pure virtual function. Refer to child documentation for specific implementation details

Implements Multivariate::AbstarctDistribution.

bool UniformDistribution::SetDimension ( unsigned int Dimension )

virtual

Set the dimensionality of the distribution.

Parameters

Dimension the new dimensionality of the distribution

Returns: A boolean determining if the dimensionality was changed successfully

This is a pure virtual function. Refer to child documentation for specific implementation details

See Also: GetDimension()

Implements Multivariate::AbstarctDistribution.

Public Member Functions

Member Function Documentation