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sgpp::base::DistributionNormal Class Reference

#include <DistributionNormal.hpp>

Inheritance diagram for sgpp::base::DistributionNormal:
sgpp::base::Distribution

Public Member Functions

 DistributionNormal (double mean, double stddev)
 Constructor.
 
double eval (double x)
 
sgpp::base::DataVector getBounds ()
 According to Wikipedia (https://de.wikipedia.org/wiki/Normalverteilung#Streuintervalle) inside the interval [mean-z*sigma,mean+z*sigma] lie 2*Phi(z)-1 of the mass of the normal distribution.
 
sgpp::base::DataVector getCharacteristics ()
 return all relevant characteristic values (e.g.
 
sgpp::base::DistributionType getType ()
 
double sample ()
 
virtual ~DistributionNormal ()
 Destructor.
 
- Public Member Functions inherited from sgpp::base::Distribution
 Distribution (typename std::chrono::system_clock::duration::rep seed=777)
 Constructor.
 
sgpp::base::DataVector samples (size_t num)
 
virtual ~Distribution ()
 Destructor.
 

Additional Inherited Members

- Protected Attributes inherited from sgpp::base::Distribution
std::default_random_engine gen
 

Constructor & Destructor Documentation

◆ DistributionNormal()

sgpp::base::DistributionNormal::DistributionNormal ( double  mean,
double  stddev 
)
inline

Constructor.

◆ ~DistributionNormal()

virtual sgpp::base::DistributionNormal::~DistributionNormal ( )
inlinevirtual

Destructor.

Member Function Documentation

◆ eval()

double sgpp::base::DistributionNormal::eval ( double  x)
inlinevirtual

◆ getBounds()

sgpp::base::DataVector sgpp::base::DistributionNormal::getBounds ( )
inlinevirtual

According to Wikipedia (https://de.wikipedia.org/wiki/Normalverteilung#Streuintervalle) inside the interval [mean-z*sigma,mean+z*sigma] lie 2*Phi(z)-1 of the mass of the normal distribution.

For z = 7 less than 10^(-9) are outside [mean - 7*sigma, mean + 7*sigma] For z = 8 less than 10^(-14) are outside [mean - 8*sigma, mean + 8*sigma] For z = 9 less than 10^(-18) are outside [mean - 9*sigma, mean + 9*sigma]

Implements sgpp::base::Distribution.

Referenced by python.uq.dists.J.J::discretize(), and python.uq.dists.Dist.Dist::l2error().

◆ getCharacteristics()

sgpp::base::DataVector sgpp::base::DistributionNormal::getCharacteristics ( )
inlinevirtual

return all relevant characteristic values (e.g.

mean and standarddeviation for normal distribution)

Implements sgpp::base::Distribution.

◆ getType()

sgpp::base::DistributionType sgpp::base::DistributionNormal::getType ( )
inlinevirtual

◆ sample()

double sgpp::base::DistributionNormal::sample ( )
inlinevirtual

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