Class prob_dens_func (o2scl)

O2scl : Class List

class prob_dens_func

A one-dimensional probability density function.

This class is experimental.

Todo

Future: Give functions for mean, median, mode, variance, etc?

Subclassed by o2scl::prob_dens_frange, o2scl::prob_dens_gaussian, o2scl::prob_dens_positive

Public Functions

inline virtual ~prob_dens_func()

inline virtual double operator()() const

Sample from the specified density.

inline virtual double pdf(double x) const

The normalized density.

inline virtual double log_pdf(double x) const

The log of the normalized density.

inline virtual double cdf(double x) const

The cumulative distribution function (from the lower tail)

inline virtual double invert_cdf(double cdf) const

The inverse cumulative distribution function.

inline virtual double entropy() const

Entropy of the distribution ( \( - \int f \ln f \) )