Copyright | (c) A. V. H. McPhail 2010, 2015 |
---|---|
License | BSD3 |
Maintainer | haskell.vivian.mcphail <at> gmail <dot> com |
Stability | provisional |
Portability | uses ffi |
Safe Haskell | None |
Language | Haskell2010 |
GSL continuous random distribution functions
- data ZeroParamDist = Landau
- data OneParamDist
- data TwoParamDist
- data ThreeParamDist = LevySkew
- data MultiParamDist = Dirichlet
- data BivariateDist = BiGaussian
- data DistFunc
- random_0p :: ZeroParamDist -> Int -> Double
- random_0p_s :: RNG -> ZeroParamDist -> IO Double
- random_0p_v :: ZeroParamDist -> Int -> Int -> Vector Double
- density_0p :: ZeroParamDist -> DistFunc -> Double -> Double
- random_1p :: OneParamDist -> Int -> Double -> Double
- random_1p_s :: RNG -> OneParamDist -> Double -> IO Double
- random_1p_v :: OneParamDist -> Int -> Double -> Int -> Vector Double
- density_1p :: OneParamDist -> DistFunc -> Double -> Double -> Double
- random_2p :: TwoParamDist -> Int -> Double -> Double -> Double
- random_2p_s :: RNG -> TwoParamDist -> Double -> Double -> IO Double
- random_2p_v :: TwoParamDist -> Int -> Double -> Double -> Int -> Vector Double
- density_2p :: TwoParamDist -> DistFunc -> Double -> Double -> Double -> Double
- random_3p :: ThreeParamDist -> Int -> Double -> Double -> Double -> Double
- random_3p_s :: RNG -> ThreeParamDist -> Double -> Double -> Double -> IO Double
- random_3p_v :: ThreeParamDist -> Int -> Double -> Double -> Double -> Int -> Vector Double
- density_3p :: ThreeParamDist -> DistFunc -> Double -> Double -> Double -> Double -> Double
- random_mp :: MultiParamDist -> Int -> Vector Double -> Vector Double
- random_mp_s :: RNG -> MultiParamDist -> Vector Double -> IO (Vector Double)
- density_mp :: MultiParamDist -> DistFunc -> Vector Double -> Vector Double -> Double
- random_biv :: BivariateDist -> Int -> Double -> Double -> Double -> (Double, Double)
- random_biv_s :: RNG -> BivariateDist -> Double -> Double -> Double -> IO (Double, Double)
- random_biv_v :: BivariateDist -> Int -> Double -> Double -> Double -> Int -> (Vector Double, Vector Double)
- density_biv :: BivariateDist -> DistFunc -> Double -> Double -> Double -> (Double, Double) -> Double
- spherical_vector :: Int -> Int -> Vector Double
Documentation
data OneParamDist Source
data TwoParamDist Source
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 |
data BivariateDist Source
BiGaussian | standard deviation, standard deviation, correlation coefficient |
:: ZeroParamDist | distribution type |
-> Int | random seed |
-> Double | result |
draw a sample from a zero parameter distribution
:: RNG | the random number generator |
-> ZeroParamDist | distribution type |
-> IO Double | result |
draw a sample from a zero parameter distribution
:: ZeroParamDist | distribution type |
-> Int | random seed |
-> Int | number of samples |
-> Vector Double | result |
draw samples from a zero parameter distribution
:: ZeroParamDist | density type |
-> DistFunc | distribution function type |
-> Double | value |
-> Double | result |
probability of a variate take a value outside the argument
:: OneParamDist | distribution type |
-> Int | random seed |
-> Double | parameter |
-> Double | result |
draw a sample from a one parameter distribution
:: RNG | the random number generator |
-> OneParamDist | distribution type |
-> Double | parameter |
-> IO Double | result |
draw a sample from a one parameter distribution
:: OneParamDist | distribution type |
-> Int | random seed |
-> Double | parameter |
-> Int | number of samples |
-> Vector Double | result |
draw samples from a one parameter distribution
:: OneParamDist | density type |
-> DistFunc | distribution function type |
-> Double | parameter |
-> Double | value |
-> Double | result |
probability of a variate take a value outside the argument
:: TwoParamDist | distribution type |
-> Int | random seed |
-> Double | parameter 1 |
-> Double | parameter 2 |
-> Double | result |
draw a sample from a two parameter distribution
:: RNG | the random number generator |
-> TwoParamDist | distribution type |
-> Double | parameter 1 |
-> Double | parameter 2 |
-> IO Double | result |
draw a sample from a two parameter distribution
:: 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
:: 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
:: 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
:: RNG | the random number generator |
-> ThreeParamDist | distribution type |
-> Double | parameter 1 |
-> Double | parameter 2 |
-> Double | parameter 3 |
-> IO Double | result |
draw a sample from a three parameter distribution
:: 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
:: 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
draw a sample from a multi parameter distribution
:: RNG | the random number generator |
-> MultiParamDist | distribution type |
-> Vector Double | parameters |
-> IO (Vector Double) | result |
draw a sample from a multi parameter distribution
:: 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
:: 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
:: RNG | the random number generator |
-> BivariateDist | distribution type |
-> Double | parameter 1 |
-> Double | parameter 2 |
-> Double | parameter 3 |
-> IO (Double, Double) | result |
draw a sample from a bivariate distribution
:: 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