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Public Types | Public Member Functions | Static Public Attributes | Protected Member Functions | Protected Attributes | Private Member Functions | Private Attributes | Static Private Attributes

OpenTURNS::Uncertainty::Distribution::Normal Class Reference

#include <Normal.hxx>

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List of all members.

Public Types

typedef
EllipticalDistribution::CorrelationMatrix 
CorrelationMatrix
typedef
EllipticalDistribution::CovarianceMatrix 
CovarianceMatrix
typedef Base::Type::Description Description
typedef
Model::EllipticalDistribution 
EllipticalDistribution
typedef Base::Graph::Graph Graph
typedef
EllipticalDistribution::Implementation 
Implementation
typedef
EllipticalDistribution::Indices 
Indices
typedef
DistributionImplementation::InternalException 
InternalException
typedef
EllipticalDistribution::Interval 
Interval
typedef
EllipticalDistribution::InvalidArgumentException 
InvalidArgumentException
typedef
EllipticalDistribution::InvalidDimensionException 
InvalidDimensionException
typedef
EllipticalDistribution::InverseIsoProbabilisticTransformation 
InverseIsoProbabilisticTransformation
typedef
EllipticalDistribution::IsoProbabilisticTransformation 
IsoProbabilisticTransformation
typedef
EllipticalDistribution::NotDefinedException 
NotDefinedException
typedef
EllipticalDistribution::NumericalPoint 
NumericalPoint
typedef
UsualDistribution::NumericalPointCollection 
NumericalPointCollection
typedef
Base::Type::NumericalPointWithDescription 
NumericalPointWithDescription
typedef
ContinuousDistribution::NumericalPointWithDescriptionCollection 
NumericalPointWithDescriptionCollection
typedef
EllipticalDistribution::NumericalSample 
NumericalSample
typedef
EllipticalDistribution::SquareMatrix 
SquareMatrix
typedef
EllipticalDistribution::StorageManager 
StorageManager
typedef
EllipticalDistribution::SymmetricMatrix 
SymmetricMatrix

Public Member Functions

Normalclone () const
NumericalScalar computeCDF (const NumericalPoint &point, const Bool tail=false) const
virtual NumericalScalar computeCDF (const NumericalScalar scalar, const Bool tail=false) const
virtual NumericalSample computeCDF (const NumericalSample &sample, const Bool tail=false) const
NumericalPoint computeCDFGradient (const NumericalPoint &point) const
virtual NumericalComplex computeCharacteristicFunction (const NumericalScalar x) const
NumericalComplex computeCharacteristicFunction (const NumericalPoint &point) const
NumericalScalar computeConditionalCDF (const NumericalScalar x, const NumericalPoint &y) const
virtual NumericalScalar computeConditionalDDF (const NumericalScalar x, const NumericalPoint &y) const
NumericalScalar computeConditionalPDF (const NumericalScalar x, const NumericalPoint &y) const
NumericalScalar computeConditionalQuantile (const NumericalScalar q, const NumericalPoint &y) const
virtual NumericalPoint computeDDF (const NumericalPoint &point) const
virtual NumericalScalar computeDDF (const NumericalScalar scalar) const
virtual NumericalSample computeDDF (const NumericalSample &sample) const
NumericalScalar computeDensityGenerator (const NumericalScalar betaSquare) const
NumericalScalar computeDensityGeneratorDerivative (const NumericalScalar betaSquare) const
NumericalScalar computeDensityGeneratorSecondDerivative (const NumericalScalar betaSquare) const
virtual NumericalScalar computePDF (const NumericalPoint &point) const
virtual NumericalScalar computePDF (const NumericalScalar scalar) const
virtual NumericalSample computePDF (const NumericalSample &sample) const
virtual NumericalPoint computePDFGradient (const NumericalPoint &point) const
NumericalScalar computeProbability (const Interval &interval) const
virtual NumericalPoint computeQuantile (const NumericalScalar prob) const
NumericalScalar computeRadialDistributionCDF (const NumericalScalar radius) const
NumericalPoint denormalize (const NumericalPoint &u) const
virtual Graph drawCDF () const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber=DefaultPointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const UnsignedLong pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &xMin, const NumericalPoint &xMax) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawMarginal1DCDF (const UnsignedLong marginalIndex, const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal1DPDF (const UnsignedLong marginalIndex, const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal2DCDF (const UnsignedLong firstMarginal, const UnsignedLong secondMarginal, const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal2DPDF (const UnsignedLong firstMarginal, const UnsignedLong secondMarginal, const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidArgumentException)
virtual Graph drawPDF () const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber=DefaultPointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const UnsignedLong pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &xMin, const NumericalPoint &xMax) const throw (InvalidDimensionException, InvalidArgumentException)
NumericalScalar getCDFEpsilon () const
SquareMatrix getCholesky () const
Implementation getCopula () const
CorrelationMatrix getCorrelationMatrix () const
CovarianceMatrix getCovariance () const throw (NotDefinedException)
Description getDescription () const
UnsignedLong getDimension () const
NumericalScalar getDispersionIndicator () const
NumericalSample getGaussNodesAndWeights () const
Id getId () const
UnsignedLong getIntegrationNodesNumber () const
SquareMatrix getInverseCholesky () const
SquareMatrix getInverseCorrelation () const
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation () const
IsoProbabilisticTransformation getIsoProbabilisticTransformation () const
NumericalPoint getKurtosis () const throw (NotDefinedException)
Implementation getMarginal (const UnsignedLong i) const throw (InvalidArgumentException)
Implementation getMarginal (const Indices &indices) const throw (InvalidArgumentException)
NumericalPoint getMean () const throw (NotDefinedException)
String getName () const
virtual NumericalSample getNumericalSample (const UnsignedLong size) const
NumericalPointWithDescriptionCollection getParametersCollection () const
virtual UnsignedLong getParametersNumber () const
NumericalScalar getPDFEpsilon () const
NumericalScalar getPositionIndicator () const
virtual Interval getRange () const
NumericalPoint getRealization () const
NumericalScalar getRoughness () const
Id getShadowedId () const
NumericalPoint getSigma () const
NumericalPoint getSkewness () const throw (NotDefinedException)
NumericalPoint getStandardDeviation () const throw (NotDefinedException)
Implementation getStandardDistribution () const
Bool getVisibility () const
NumericalScalar getWeight () const
virtual Bool hasEllipticalCopula () const
Bool hasIndependentCopula () const
Bool is (const PersistentObject &other) const
virtual Bool isContinuous () const
virtual Bool isElliptical () const
void load (const StorageManager::Advocate &adv)
 Normal (const NumericalScalar mu, const NumericalScalar sd) throw (InvalidArgumentException)
 Normal (const NumericalPoint &mean, const CovarianceMatrix &C) throw (InvalidArgumentException)
 Normal (const NumericalPoint &mean, const NumericalPoint &sigma, const CorrelationMatrix &R) throw (InvalidArgumentException)
 Normal (const UnsignedLong dimension=1) throw (InvalidArgumentException)
NumericalPoint normalize (const NumericalPoint &x) const
Bool operator== (const DistributionImplementation &other) const
Bool operator== (const ContinuousDistribution &other) const
Bool operator== (const PersistentObject &other) const
Bool operator== (const UsualDistribution &other) const
Bool operator== (const EllipticalDistribution &other) const
void save (const StorageManager &mgr, bool fromStudy=false) const
void save (const StorageManager::Advocate &adv) const
void setCorrelationMatrix (const CorrelationMatrix &R) throw (InvalidArgumentException)
void setDescription (const Description &description)
void setIntegrationNodesNumber (const UnsignedLong integrationNodesNumber)
void setMean (const NumericalPoint &mean) throw (InvalidArgumentException)
void setName (const String &name)
virtual void setRange (const Interval &range)
void setShadowedId (Id id)
void setSigma (const NumericalPoint &sigma) throw (InvalidArgumentException)
void setVisibility (Bool visible)
void setWeight (NumericalScalar w) throw (InvalidArgumentException)
String str () const

Static Public Attributes

static const NumericalScalar DefaultCDFEpsilon = 1e-14
static const UnsignedLong DefaultLevelNumber = 10
static const NumericalScalar DefaultPDFEpsilon = 1e-14
static const UnsignedLong DefaultPointNumber = 129
static const NumericalScalar DefaultQuantileEpsilon = 1e-12
static const UnsignedLong DefaultQuantileIteration = 10
static const NumericalScalar QMax = 8.5e-1
static const NumericalScalar QMin = 1.5e-1

Protected Member Functions

virtual NumericalSample computeCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber, const Bool tail=false) const
virtual NumericalComplex computeCharacteristicFunction (const UnsignedLong index, const NumericalScalar step) const
virtual void computeCovariance () const throw (NotDefinedException)
virtual void computeGaussNodesAndWeights () const
virtual void computeMean () const throw (NotDefinedException)
virtual NumericalSample computePDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const
void setDimension (UnsignedLong dim) throw (InvalidArgumentException)

Protected Attributes

NumericalScalar cdfEpsilon_
SquareMatrix cholesky_
CovarianceMatrix covariance_
NumericalSample gaussNodesAndWeights_
UnsignedLong integrationNodesNumber_
SquareMatrix inverseCholesky_
SymmetricMatrix inverseR_
Bool isAlreadyComputedCovariance_
Bool isAlreadyComputedGaussNodesAndWeights_
Bool isAlreadyComputedMean_
NumericalPoint mean_
NumericalScalar pdfEpsilon_
NumericalScalar quantileEpsilon_
CorrelationMatrix R_
NumericalPoint sigma_

Private Member Functions

void checkIndependentCopula ()
void computeRange ()
NumericalScalar computeScalarQuantile (const NumericalScalar prob, const NumericalScalar initialGuess=0.0, const NumericalScalar initialStep=1.0) const

Private Attributes

 CLASSNAME
Bool hasIndependentCopula_
NumericalScalar normalizationFactor_

Static Private Attributes

static const NumericalScalar MaximumCDFEpsilon = 5.0e-6
static const UnsignedLong MaximumNumberOfPoints = 10000000
static const NumericalScalar MinimumCDFEpsilon = 5.0e-2
static const UnsignedLong MinimumNumberOfPoints = 1000000

Detailed Description

The Normal (gaussian) distribution.

Definition at line 43 of file Normal.hxx.


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

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