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RazorBack::Distrapprox_ Class Reference

#include <Distrapprox.hh>

Inheritance diagram for RazorBack::Distrapprox_:

[legend]Collaboration diagram for RazorBack::Distrapprox_:

[legend]List of all members.

Public Methods
	Distrapprox_ (double W)
	Constructs an object so that it is ready to do an approximation with a bin width W. More...
void	reset (double W)
	reset(W): Resets the calling object so that it is ready to do an approximation with a bin width W. More...
void	clear ()
	clear(): clears the calling object. More...
Distrapprox_&	operator+= (double X)
	+=: adds the value X (a sample from the distribution to be approximated).
void	evaluate ()
	evaluate(): normalise the counts and make the PDF and CDF.
double	low () const
	Returns the lowest value covered by the approximation. More...
double	high () const
	Returns the highest value covered by the approximation. More...
virtual double	pdf (double X) const
	Returns a linearly interpolated value for the PDF. More...
virtual double	cdf (double X) const
	Returns a linearly interpolated value for the CDF. More...
virtual double	inv_cdf (double Y) const
	Returns an interpolated value for the inverse CDF, X where CDF(X)=Y. More...
virtual double	mean () const
	Returns the estimated mean of the distribution.
virtual double	var () const
	Returns the estimated variance of the distribution.
virtual double	skew () const
	Returns the skewness of the distribution.
virtual double	kurt () const
	Returns the kurtosis of the distribution.
virtual double	entropy () const
	entropy(): approximates the entropy of the distribution. More...
virtual double	random (void) const
	random(): returns a random value from the approximated distribution.
Protected Types
typedef list<Bin_>::iterator	Biniter_
Protected Methods
int	bin_index (double X) const
double	bin_midpoint (unsigned int Idx) const
int	locate_index (double X) const
double	lin_intp (double X, const vector< double > &YY, double YYmax) const
Private Attributes
list<Bin_>	Binlist
	histogram bins sorted in increasing center order.
double	Width
	bin width.
vector<double>	Pdf
	approximation of PDF.
vector<double>	Cdf
	approximation of CDF.
unsigned int	Binno
	length of Pdf and Cdf.
double	Low
double	High
	lowest and highest X value covered by the bins.
bool	Dirty
	true when a new value is added.
Randomuni_	Rand
	uniform random number generator.
Stat_	Stat
	statistics for average and SD.
Friends
ostream&	operator<< (ostream &Out, const Distrapprox_ &D)
	Writes (serializes) a Distrapprox_ object to Out. More...
istream&	operator>> (istream &In, Distrapprox_ &D)
	Reads (deserializes) a Distrapprox_ object from In. More...

Member Typedef Documentation

typedef list<Bin_>::iterator RazorBack::Distrapprox_::Biniter_ [protected]

Definition at line 101 of file Distrapprox.hh.

Constructor & Destructor Documentation

RazorBack::Distrapprox_::Distrapprox_ ( double W ) [inline, explicit]

Constructs an object so that it is ready to do an approximation with a bin width W.
If W<0.0, then its absolute value is used. If W==0.0, then a Badvalexc_ is thrown.
Definition at line 125 of file Distrapprox.hh.

Member Function Documentation

void RazorBack::Distrapprox_::reset ( double W )

reset(W): Resets the calling object so that it is ready to do an approximation with a bin width W.
All previous data are lost. If W<0.0, then its absolute value is used. If W==0.0, then a Badvalexc_ is thrown.
Referenced by Distrapprox_().

void RazorBack::Distrapprox_::clear ( )

clear(): clears the calling object.
All data are lost except the histogram bin width.

Distrapprox_ & RazorBack::Distrapprox_::operator+= ( double X )

+=: adds the value X (a sample from the distribution to be approximated).

void RazorBack::Distrapprox_::evaluate ( )

evaluate(): normalise the counts and make the PDF and CDF.

double RazorBack::Distrapprox_::low ( ) const [inline]

Returns the lowest value covered by the approximation.
Throws Forgottenexc_ if evaluate() was not invoked beforehand.
Definition at line 152 of file Distrapprox.hh.

double RazorBack::Distrapprox_::high ( ) const [inline]

Returns the highest value covered by the approximation.
Throws Forgottenexc_ if evaluate() was not invoked beforehand.
Definition at line 163 of file Distrapprox.hh.

double RazorBack::Distrapprox_::pdf ( double X ) const [inline, virtual]

Returns a linearly interpolated value for the PDF.
Throws Forgottenexc_ if evaluate() was not invoked beforehand.
Reimplemented from RazorBack::Distrbase_.
Definition at line 174 of file Distrapprox.hh.

double RazorBack::Distrapprox_::cdf ( double X ) const [inline, virtual]

Returns a linearly interpolated value for the CDF.
Throws Forgottenexc_ if evaluate() was not invoked beforehand.
Reimplemented from RazorBack::Distrbase_.
Definition at line 180 of file Distrapprox.hh.

double RazorBack::Distrapprox_::inv_cdf ( double Y ) const [virtual]

Returns an interpolated value for the inverse CDF, X where CDF(X)=Y.
Throws Forgottenexc_ if evaluate() was not invoked beforehand.
Reimplemented from RazorBack::Distrbase_.
Referenced by random().

double RazorBack::Distrapprox_::mean ( ) const [inline, virtual]

Returns the estimated mean of the distribution.

Reimplemented from RazorBack::Distrbase_.
Definition at line 189 of file Distrapprox.hh.

double RazorBack::Distrapprox_::var ( ) const [inline, virtual]

Returns the estimated variance of the distribution.

Reimplemented from RazorBack::Distrbase_.
Definition at line 192 of file Distrapprox.hh.

double RazorBack::Distrapprox_::skew ( ) const [inline, virtual]

Returns the skewness of the distribution.

Reimplemented from RazorBack::Distrbase_.
Definition at line 195 of file Distrapprox.hh.

double RazorBack::Distrapprox_::kurt ( ) const [inline, virtual]

Returns the kurtosis of the distribution.

Reimplemented from RazorBack::Distrbase_.
Definition at line 198 of file Distrapprox.hh.

double RazorBack::Distrapprox_::entropy ( ) const [virtual]

entropy(): approximates the entropy of the distribution.
Throws Forgottenexc_ if evaluate() was not invoked beforehand.
Reimplemented from RazorBack::Distrbase_.

double RazorBack::Distrapprox_::random ( void ) const [inline, virtual]

random(): returns a random value from the approximated distribution.

Reimplemented from RazorBack::Distrbase_.
Definition at line 207 of file Distrapprox.hh.

int RazorBack::Distrapprox_::bin_index ( double X ) const [inline, protected]

Definition at line 244 of file Distrapprox.hh.

double RazorBack::Distrapprox_::bin_midpoint ( unsigned int Idx ) const [inline, protected]

Definition at line 248 of file Distrapprox.hh.

int RazorBack::Distrapprox_::locate_index ( double X ) const [protected]

double RazorBack::Distrapprox_::lin_intp ( double X,

const vector< double > & YY,

double YYmax ) const [protected]

Referenced by cdf(), and pdf().

Friends And Related Function Documentation

ostream & operator<< ( ostream & Out,

const Distrapprox_ & D ) [friend]

Writes (serializes) a Distrapprox_ object to Out.
The format is:-
DISTRAPPROX WIDTH = 0.1 STAT N = 1000 MIN = -4.7362 MAX = 6.30655 SUM = 957.413 SUM2 = 4575.58 SUM3 = 11291.8 SUM4 = 57072.3 ENDSTAT -47 1 <-- bin offset index and bin count, see Bin_ -45 3 ... 61 2 63 1 ENDDISTRAPPROX

istream & operator>> ( istream & In,

Distrapprox_ & D ) [friend]

Reads (deserializes) a Distrapprox_ object from In.
See operator<< for a format description.

Member Data Documentation

list< Bin_ > RazorBack::Distrapprox_::Binlist<Bin_> [private]

histogram bins sorted in increasing center order.

Definition at line 106 of file Distrapprox.hh.

double RazorBack::Distrapprox_::Width [private]

bin width.

Definition at line 107 of file Distrapprox.hh.

vector< double > RazorBack::Distrapprox_::Pdf<double> [private]

approximation of PDF.

Definition at line 108 of file Distrapprox.hh.

vector< double > RazorBack::Distrapprox_::Cdf<double> [private]

approximation of CDF.

Definition at line 109 of file Distrapprox.hh.

unsigned int RazorBack::Distrapprox_::Binno [private]

length of Pdf and Cdf.

Definition at line 110 of file Distrapprox.hh.

double RazorBack::Distrapprox_::Low [private]

Definition at line 111 of file Distrapprox.hh.

double RazorBack::Distrapprox_::High [private]

lowest and highest X value covered by the bins.

Definition at line 111 of file Distrapprox.hh.

bool RazorBack::Distrapprox_::Dirty [private]

true when a new value is added.

Definition at line 112 of file Distrapprox.hh.

Randomuni_ RazorBack::Distrapprox_::Rand [private]

uniform random number generator.

Definition at line 113 of file Distrapprox.hh.
Referenced by random().

Stat_ RazorBack::Distrapprox_::Stat [private]

statistics for average and SD.

Definition at line 114 of file Distrapprox.hh.

The documentation for this class was generated from the following file:

Distrapprox.hh

Generated at Wed Aug 21 09:33:15 2002 for The Razorback C++ Library: Statistics by

RazorBack::Distrapprox_ Class Reference

Public Methods

Protected Types

Protected Methods

Private Attributes

Friends

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation