hmatrix-gsl-stats-0.3.0.1: GSL Statistics interface

Copyright (c) A. V. H. McPhail 2010, 2015 BSD3 haskell.vivian.mcphail gmail com provisional uses ffi None Haskell2010

Numeric.GSL.Distribution.Continuous

Description

GSL continuous random distribution functions

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

Synopsis

# Documentation

Constructors

 Landau

Instances

 Enum ZeroParamDist

Constructors

 Gaussian standard deviation Exponential mean Laplace width Cauchy scale Rayleigh standard deviation ChiSq degrees of freedom TDist degrees of freedom Logistic scale

Instances

 Enum OneParamDist

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

 Enum TwoParamDist

Constructors

 LevySkew scale, exponent, skewness

Instances

 Enum ThreeParamDist

Constructors

 Dirichlet size, alpha

Instances

 Enum MultiParamDist

Constructors

 BiGaussian standard deviation, standard deviation, correlation coefficient

Instances

 Enum BivariateDist

data DistFunc Source

Constructors

 Density pdf Lower lower cdf Upper upper cdf LowInv lower inverse cdf UppInv upper inverse cdf

Instances

 Enum DistFunc Eq DistFunc

Arguments

 :: ZeroParamDist distribution type -> Int random seed -> Double result

draw a sample from a zero parameter distribution

Arguments

 :: ZeroParamDist distribution type -> Int random seed -> Int number of samples -> Vector Double result

draw samples from a zero parameter distribution

Arguments

 :: ZeroParamDist density type -> DistFunc distribution function type -> Double value -> Double result

probability of a variate take a value outside the argument

Arguments

 :: OneParamDist distribution type -> Int random seed -> Double parameter -> Double result

draw a sample from a one parameter distribution

Arguments

 :: OneParamDist distribution type -> Int random seed -> Double parameter -> Int number of samples -> Vector Double result

draw samples from a one parameter distribution

Arguments

 :: OneParamDist density type -> DistFunc distribution function type -> Double parameter -> Double value -> Double result

probability of a variate take a value outside the argument

Arguments

 :: TwoParamDist distribution type -> Int random seed -> Double parameter 1 -> Double parameter 2 -> Double result

draw a sample from a two parameter distribution

Arguments

 :: TwoParamDist distribution type -> Int random seed -> Double parameter 1 -> Double parameter 2 -> Int number of samples -> Vector Double result

draw samples from a two parameter distribution

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

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

Arguments

 :: ThreeParamDist distribution type -> Int random seed -> Double parameter 1 -> Double parameter 2 -> Double parameter 3 -> Int number of samples -> Vector Double result

draw samples from a three parameter distribution

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

Arguments

 :: MultiParamDist distribution type -> Int random seed -> Vector Double parameters -> Vector Double result

draw a sample from a multi parameter distribution

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

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

Arguments

 :: BivariateDist distribution type -> Int random seed -> Double parameter 1 -> Double parameter 2 -> Double parameter 3 -> Int number of samples -> (Vector Double, Vector Double) result

draw a sample from a bivariate distribution

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

Arguments

 :: Int seed -> Int vector size -> Vector Double

returns a normalised random direction vector from a multivariate gaussian distribution