discrete_distributions.hpp File Reference

Discrete probability distribution functions. More...

#include "statcpp/special_functions.hpp"
#include "statcpp/random_engine.hpp"
#include <algorithm>
#include <cmath>
#include <cstdint>
#include <limits>
#include <random>
#include <stdexcept>

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Namespaces
namespace	statcpp

Functions
double	statcpp::log_factorial (std::uint64_t n)
	Calculate log factorial.
double	statcpp::log_binomial_coef (std::uint64_t n, std::uint64_t k)
	Calculate log binomial coefficient.
double	statcpp::binomial_coef (std::uint64_t n, std::uint64_t k)
	Calculate binomial coefficient.
double	statcpp::binomial_pmf (std::uint64_t k, std::uint64_t n, double p)
	Binomial distribution probability mass function (PMF)
double	statcpp::binomial_cdf (std::uint64_t k, std::uint64_t n, double p)
	Binomial distribution cumulative distribution function (CDF)
std::uint64_t	statcpp::binomial_quantile (double prob, std::uint64_t n, double p)
	Binomial distribution quantile function.
template<typename Engine = default_random_engine>
std::uint64_t	statcpp::binomial_rand (std::uint64_t n, double p, Engine &engine)
	Binomial distribution random number generation.
std::uint64_t	statcpp::binomial_rand (std::uint64_t n, double p)
	Binomial distribution random number generation (using default engine)
double	statcpp::poisson_pmf (std::uint64_t k, double lambda)
	Poisson distribution probability mass function (PMF)
double	statcpp::poisson_cdf (std::uint64_t k, double lambda)
	Poisson distribution cumulative distribution function (CDF)
std::uint64_t	statcpp::poisson_quantile (double p, double lambda)
	Poisson distribution quantile function.
template<typename Engine = default_random_engine>
std::uint64_t	statcpp::poisson_rand (double lambda, Engine &engine)
	Poisson distribution random number generation.
std::uint64_t	statcpp::poisson_rand (double lambda)
	Poisson distribution random number generation (using default engine)
double	statcpp::geometric_pmf (std::uint64_t k, double p)
	Geometric distribution probability mass function (PMF)
double	statcpp::geometric_cdf (std::uint64_t k, double p)
	Geometric distribution cumulative distribution function (CDF)
std::uint64_t	statcpp::geometric_quantile (double prob, double p)
	Geometric distribution quantile function (inverse CDF)
template<typename Engine = default_random_engine>
std::uint64_t	statcpp::geometric_rand (double p, Engine &engine)
	Geometric distribution random number generation.
std::uint64_t	statcpp::geometric_rand (double p)
	Geometric distribution random number generation (using default engine)
double	statcpp::hypergeom_pmf (std::uint64_t k, std::uint64_t N, std::uint64_t K, std::uint64_t n)
	Hypergeometric distribution probability mass function (PMF)
double	statcpp::hypergeom_cdf (std::uint64_t k, std::uint64_t N, std::uint64_t K, std::uint64_t n)
	Hypergeometric distribution cumulative distribution function (CDF)
std::uint64_t	statcpp::hypergeom_quantile (double p, std::uint64_t N, std::uint64_t K, std::uint64_t n)
	Hypergeometric distribution quantile function (inverse CDF)
template<typename Engine = default_random_engine>
std::uint64_t	statcpp::hypergeom_rand (std::uint64_t N, std::uint64_t K, std::uint64_t n, Engine &engine)
	Hypergeometric distribution random number generation.
std::uint64_t	statcpp::hypergeom_rand (std::uint64_t N, std::uint64_t K, std::uint64_t n)
	Hypergeometric distribution random number generation (using default engine)
double	statcpp::nbinom_pmf (std::uint64_t k, double r, double p)
	Negative binomial distribution probability mass function (PMF)
double	statcpp::nbinom_cdf (std::uint64_t k, double r, double p)
	Negative binomial distribution cumulative distribution function (CDF)
std::uint64_t	statcpp::nbinom_quantile (double prob, double r, double p)
	Negative binomial distribution quantile function (inverse CDF)
template<typename Engine = default_random_engine>
std::uint64_t	statcpp::nbinom_rand (double r, double p, Engine &engine)
	Negative binomial distribution random number generation.
std::uint64_t	statcpp::nbinom_rand (double r, double p)
	Negative binomial distribution random number generation (using default engine)
double	statcpp::bernoulli_pmf (std::uint64_t k, double p)
	Bernoulli distribution probability mass function (PMF)
double	statcpp::bernoulli_cdf (std::uint64_t k, double p)
	Bernoulli distribution cumulative distribution function (CDF)
std::uint64_t	statcpp::bernoulli_quantile (double prob, double p)
	Bernoulli distribution quantile function.
template<typename Engine = default_random_engine>
std::uint64_t	statcpp::bernoulli_rand (double p, Engine &engine)
	Bernoulli distribution random number generation.
std::uint64_t	statcpp::bernoulli_rand (double p)
	Bernoulli distribution random number generation (using default engine)
double	statcpp::discrete_uniform_pmf (std::int64_t k, std::int64_t a, std::int64_t b)
	Discrete uniform distribution probability mass function (PMF)
double	statcpp::discrete_uniform_cdf (std::int64_t k, std::int64_t a, std::int64_t b)
	Discrete uniform distribution cumulative distribution function (CDF)
std::int64_t	statcpp::discrete_uniform_quantile (double p, std::int64_t a, std::int64_t b)
	Discrete uniform distribution quantile function.
template<typename Engine = default_random_engine>
std::int64_t	statcpp::discrete_uniform_rand (std::int64_t a, std::int64_t b, Engine &engine)
	Discrete uniform distribution random number generation.
std::int64_t	statcpp::discrete_uniform_rand (std::int64_t a, std::int64_t b)
	Discrete uniform distribution random number generation (using default engine)

Detailed Description

Discrete probability distribution functions.

This file provides probability mass functions (PMF), cumulative distribution functions (CDF), quantile functions, and random number generation for discrete probability distributions (binomial, Poisson, geometric, etc.).

Definition in file discrete_distributions.hpp.