hmatrix-gsl-stats-0.2.1: GSL Statistics interface

Copyright(c) A. V. H. McPhail 2010
LicenseBSD3
Maintainerhaskell.vivian.mcphail <at> gmail <dot> com
Stabilityprovisional
Portabilityuses ffi
Safe HaskellNone
LanguageHaskell2010

Numeric.GSL.Distribution.Continuous

Description

GSL continuous random distribution functions

http://www.gnu.org/software/gsl/manual/

Synopsis

Documentation

data ZeroParamDist Source

Constructors

Landau 

Instances

data OneParamDist Source

Constructors

Gaussian

standard deviation

Exponential

mean

Laplace

width

Cauchy

scale

Rayleigh

standard deviation

ChiSq

degrees of freedom

TDist

degrees of freedom

Logistic

scale

Instances

data TwoParamDist Source

Constructors

GaussianTail

limit, standard deviation

ExpPower

scale, exponent

RayleighTail

lower limit, standard deviation

Levy

scale, exponent

Gamma

par1, par2

Uniform

lower, upper

Lognormal

offset, standard deviation

FDist

degrees of freedom, degrees of freedom

Beta

parameter a, parameter b

Pareto

exponent, scale

Weibull

scale, exponent

GumbellI

A, B

GumbellII

A, B

Instances

data ThreeParamDist Source

Constructors

LevySkew

scale, exponent, skewness

Instances

data MultiParamDist Source

Constructors

Dirichlet

size, alpha

Instances

data BivariateDist Source

Constructors

BiGaussian

standard deviation, standard deviation, correlation coefficient

Instances

data DistFunc Source

Constructors

Density

pdf

Lower

lower cdf

Upper

upper cdf

LowInv

lower inverse cdf

UppInv

upper inverse cdf

Instances

random_0p Source

Arguments

:: ZeroParamDist

distribution type

-> Int

random seed

-> Double

result

draw a sample from a zero parameter distribution

density_0p Source

Arguments

:: ZeroParamDist

density type

-> DistFunc

distribution function type

-> Double

value

-> Double

result

probability of a variate take a value outside the argument

random_1p Source

Arguments

:: OneParamDist

distribution type

-> Int

random seed

-> Double

parameter

-> Double

result

draw a sample from a one parameter distribution

density_1p Source

Arguments

:: OneParamDist

density type

-> DistFunc

distribution function type

-> Double

parameter

-> Double

value

-> Double

result

probability of a variate take a value outside the argument

random_2p Source

Arguments

:: TwoParamDist

distribution type

-> Int

random seed

-> Double

parameter 1

-> Double

parameter 2

-> Double

result

draw a sample from a two parameter distribution

density_2p Source

Arguments

:: TwoParamDist

density type

-> DistFunc

distribution function type

-> Double

parameter 1

-> Double

parameter 2

-> Double

value

-> Double

result

probability of a variate take a value outside the argument

random_3p Source

Arguments

:: ThreeParamDist

distribution type

-> Int

random seed

-> Double

parameter 1

-> Double

parameter 2

-> Double

parameter 3

-> Double

result

draw a sample from a three parameter distribution

density_3p Source

Arguments

:: ThreeParamDist

density type

-> DistFunc

distribution function type

-> Double

parameter 1

-> Double

parameter 2

-> Double

parameter 3

-> Double

value

-> Double

result

probability of a variate take a value outside the argument

random_mp Source

Arguments

:: MultiParamDist

distribution type

-> Int

random seed

-> Vector Double

parameters

-> Vector Double

result

draw a sample from a three parameter distribution

density_mp Source

Arguments

:: MultiParamDist

density type

-> DistFunc

distribution function type

-> Vector Double

parameters

-> Vector Double

values

-> Double

result

probability of a variate take a value outside the argument

random_biv Source

Arguments

:: BivariateDist

distribution type

-> Int

random seed

-> Double

parameter 1

-> Double

parameter 2

-> Double

parameter 3

-> (Double, Double)

result

draw a sample from a bivariate distribution

density_biv Source

Arguments

:: BivariateDist

density type

-> DistFunc

distribution function type

-> Double

parameter 1

-> Double

parameter 2

-> Double

parameter 3

-> (Double, Double)

value

-> Double

result

probability of a variate take a value outside the argument

spherical_vector Source

Arguments

:: Int

seed

-> Int

vector size

-> Vector Double 

returns a normalised random direction vector from a multivariate gaussian distribution