NormalDistribution Class Reference

Normal distribution function. More...

#include <normaldistribution.hpp>

Collaboration diagram for NormalDistribution:

Public Member Functions
	NormalDistribution (Real average=0.0, Real sigma=1.0)
Real	operator() (Real x) const
Real	derivative (Real x) const

Private Attributes
Real	average_
Real	sigma_
Real	normalizationFactor_
Real	denominator_
Real	derNormalizationFactor_

Detailed Description

Normal distribution function.

Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.

Tests:

the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the CumulativeNormalDistribution and InverseCumulativeNormal classes.

Definition at line 44 of file normaldistribution.hpp.

Constructor & Destructor Documentation

NormalDistribution()

NormalDistribution	(	Real	average = 0.0,
		Real	sigma = 1.0
	)

Definition at line 262 of file normaldistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 275 of file normaldistribution.hpp.

derivative()

Real derivative

(

Real

x

)

const

Definition at line 283 of file normaldistribution.hpp.

Here is the caller graph for this function:

Member Data Documentation

average_

Real average_

private

Definition at line 52 of file normaldistribution.hpp.

sigma_

Real sigma_

private

Definition at line 52 of file normaldistribution.hpp.

normalizationFactor_

Real normalizationFactor_

private

Definition at line 52 of file normaldistribution.hpp.

denominator_

Real denominator_

private

Definition at line 52 of file normaldistribution.hpp.

derNormalizationFactor_

Real derNormalizationFactor_

private

Definition at line 53 of file normaldistribution.hpp.