LossDistBinomial Class Reference

Binomial loss distribution. More...

#include <lossdistribution.hpp>

Inheritance diagram for LossDistBinomial:

Collaboration diagram for LossDistBinomial:

Public Member Functions
	LossDistBinomial (Size nBuckets, Real maximum)
Distribution	operator() (Size n, Real volume, Real probability) const
Distribution	operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const override
Size	buckets () const override
Real	maximum () const override
Real	volume () const
Size	size () const
std::vector< Real >	probability () const
std::vector< Real >	excessProbability () const
Public Member Functions inherited from LossDist
	LossDist ()=default
virtual	~LossDist ()=default
virtual Distribution	operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0
virtual Size	buckets () const =0
virtual Real	maximum () const =0

Private Attributes
Size	nBuckets_
Real	maximum_
Real	volume_
Size	n_
std::vector< Real >	probability_
std::vector< Real >	excessProbability_

Additional Inherited Members
Static Public Member Functions inherited from LossDist
static Real	binomialProbabilityOfNEvents (int n, std::vector< Real > &p)
static Real	binomialProbabilityOfAtLeastNEvents (int n, std::vector< Real > &p)
static std::vector< Real >	probabilityOfNEvents (std::vector< Real > &p)
static Real	probabilityOfNEvents (int n, std::vector< Real > &p)
static Real	probabilityOfAtLeastNEvents (int n, std::vector< Real > &p)

Detailed Description

Binomial loss distribution.

Definition at line 95 of file lossdistribution.hpp.

Constructor & Destructor Documentation

LossDistBinomial()

LossDistBinomial	(	Size	nBuckets,
		Real	maximum
	)

Definition at line 97 of file lossdistribution.hpp.

Member Function Documentation

operator()() [1/2]

Distribution operator()	(	Size	n,
		Real	volume,
		Real	probability
	)		const

Definition at line 146 of file lossdistribution.cpp.

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operator()() [2/2]

Distribution operator() ( const std::vector< Real > &  volumes, const std::vector< Real > &  probabilities  ) const

overridevirtual

Implements LossDist.

Definition at line 175 of file lossdistribution.cpp.

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buckets()

Size buckets ( ) const

overridevirtual

Implements LossDist.

Definition at line 102 of file lossdistribution.hpp.

maximum()

Real maximum ( ) const

overridevirtual

Implements LossDist.

Definition at line 103 of file lossdistribution.hpp.

volume()

Real volume

(

)

const

Definition at line 104 of file lossdistribution.hpp.

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size()

Size size

(

)

const

Definition at line 105 of file lossdistribution.hpp.

probability()

std::vector< Real > probability

(

)

const

Definition at line 106 of file lossdistribution.hpp.

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excessProbability()

std::vector< Real > excessProbability

(

)

const

Definition at line 107 of file lossdistribution.hpp.

Member Data Documentation

nBuckets_

Size nBuckets_

private

Definition at line 109 of file lossdistribution.hpp.

maximum_

Real maximum_

private

Definition at line 110 of file lossdistribution.hpp.

volume_

Real volume_

mutableprivate

Definition at line 111 of file lossdistribution.hpp.

n_

Size n_

mutableprivate

Definition at line 112 of file lossdistribution.hpp.

probability_

std::vector<Real> probability_

mutableprivate

Definition at line 113 of file lossdistribution.hpp.

excessProbability_

std::vector<Real> excessProbability_

mutableprivate

Definition at line 114 of file lossdistribution.hpp.