FisherTippettDistribution (FsODE)

FsODE

Documentation for 0.0.2

FisherTippettDistribution Type

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore.Redist.dll
Base Type: ContinuousDistribution

Provides generation of Fisher-Tippett distributed random numbers (also known as ExtremeValueDistribution).

The implementation of the FisherTippettDistribution type bases upon information presented on Wikipedia - Fisher-Tippett distribution.

Constructors

Constructor Description


                
                  
                    
                      FisherTippettDistribution()

Full Usage: FisherTippettDistribution()

Initializes a new instance of the FisherTippettDistribution class, using a StandardGenerator as underlying random number generator.


                
                  
                    
                      FisherTippettDistribution(generator)

Full Usage: FisherTippettDistribution(generator)

Parameters:

generator : Generator - A Generator object.

Initializes a new instance of the FisherTippettDistribution class, using the specified Generator as underlying random number generator.

generator : Generator: A Generator object.

ArgumentNullException

generator is NULL ( in Visual Basic).


                
                  
                    
                      FisherTippettDistribution(mu, alpha)

Full Usage: FisherTippettDistribution(mu, alpha)

Parameters:

mu : float

alpha : float

mu : float
alpha : float


                
                  
                    
                      FisherTippettDistribution(mu, alpha, generator)

Full Usage: FisherTippettDistribution(mu, alpha, generator)

Parameters:

mu : float

alpha : float

generator : Generator

mu : float
alpha : float
generator : Generator

Instance members

Instance member	Description
`this.Alpha` Full Usage: `this.Alpha`	Gets or sets the parameter alpha which is used for generation of Fisher-Tippett distributed random numbers. Call FisherTippettDistribution.IsValidAlpha to determine whether a value is valid and therefor assignable.
`this.CDF` Full Usage: `this.CDF` Parameters: x : `float` Returns: `float` Modifiers: abstract	x : `float` Returns: `float`
`this.Initialize` Full Usage: `this.Initialize` Parameters: mu : `float` alpha : `float`	mu : `float` alpha : `float`
`this.IsValidAlpha` Full Usage: `this.IsValidAlpha` Parameters: value : `float` - The value to check. Returns: `bool` if value is greater than 0.0; otherwise, .	Determines whether the specified value is valid for parameter FisherTippettDistribution.Alpha. value : `float` The value to check. Returns: `bool` if value is greater than 0.0; otherwise, .
`this.IsValidMu` Full Usage: `this.IsValidMu` Parameters: value : `float` - The value to check. Returns: `bool` .	Determines whether the specified value is valid for parameter FisherTippettDistribution.Mu. value : `float` The value to check. Returns: `bool` .
`this.Maximum` Full Usage: `this.Maximum` Returns: `float` Modifiers: abstract	Gets the maximum possible value of Fisher-Tippett distributed random numbers. Returns: `float`
`this.Mean` Full Usage: `this.Mean` Returns: `float` Modifiers: abstract	Gets the mean value of Fisher-Tippett distributed random numbers. Returns: `float`
`this.Median` Full Usage: `this.Median` Returns: `float` Modifiers: abstract	Gets the median of Fisher-Tippett distributed random numbers. Returns: `float`
`this.Minimum` Full Usage: `this.Minimum` Returns: `float` Modifiers: abstract	Gets the minimum possible value of Fisher-Tippett distributed random numbers. Returns: `float`
`this.Mode` Full Usage: `this.Mode` Returns: `float[]` Modifiers: abstract	Gets the mode of Fisher-Tippett distributed random numbers. Returns: `float[]`
`this.Mu` Full Usage: `this.Mu`	Gets or sets the parameter mu which is used for generation of Fisher-Tippett distributed random numbers. Call FisherTippettDistribution.IsValidMu to determine whether a value is valid and therefor assignable.
`this.NextDouble` Full Usage: `this.NextDouble` Returns: `float` A Fisher-Tippett distributed double-precision floating point number. Modifiers: abstract	Returns a Fisher-Tippett distributed floating point random number. Returns: `float` A Fisher-Tippett distributed double-precision floating point number.
`this.PDF` Full Usage: `this.PDF` Parameters: x : `float` Returns: `float` Modifiers: abstract	x : `float` Returns: `float`
`this.Quantile` Full Usage: `this.Quantile` Parameters: p : `float` Returns: `float` Modifiers: abstract	p : `float` Returns: `float`
`this.Variance` Full Usage: `this.Variance` Returns: `float` Modifiers: abstract	Gets the variance of Fisher-Tippett distributed random numbers. Returns: `float`

Static members

Static member	Description
`FisherTippettDistribution.CDF(x, alpha, beta)` Full Usage: `FisherTippettDistribution.CDF(x, alpha, beta)` Parameters: x : `float` alpha : `float` beta : `float` Returns: `float`	x : `float` alpha : `float` beta : `float` Returns: `float`
`FisherTippettDistribution.PDF(x, alpha, beta)` Full Usage: `FisherTippettDistribution.PDF(x, alpha, beta)` Parameters: x : `float` alpha : `float` beta : `float` Returns: `float`	x : `float` alpha : `float` beta : `float` Returns: `float`
`FisherTippettDistribution.Quantile(p, alpha, beta)` Full Usage: `FisherTippettDistribution.Quantile(p, alpha, beta)` Parameters: p : `float` alpha : `float` beta : `float` Returns: `float`	p : `float` alpha : `float` beta : `float` Returns: `float`