This class keeps track of a univariate distribution by storing its quantiles in a matrix. More...

Public Member Functions
void	LoadFromXmlArray (TextReader reader)

void	FillGaussianQuantiles (double spacing, double StdDev, double Mean)
	The following function fills in the quantiles, using the Mean and Variance, assuming that the distribution is Gaussian. More...

DistributionApproximation	MixWith (DistributionApproximation other, double p1, int histBins)
	Creates a new distribution summary which corresponds to a mixture distribution: with probability p1 we get the original (this) with probability (1-p1) we get the other distribution More...

DistributionSummary	ConvoluteWith (DistributionSummary other)

override string	ToString ()

Properties
Matrix< double >	Quantiles `[get, set]`
	This matrix defines quantiles, with InvCDF(first column) = second column More...

StepFunction	CDF `[get]`
	The CDF is automatically computed when quantiles are set. More...

Detailed Description

This class keeps track of a univariate distribution by storing its quantiles in a matrix.

Member Function Documentation

◆ FillGaussianQuantiles()

void CronoSeries.TimeSeries.Models.DistributionApproximation.FillGaussianQuantiles	(	double	spacing,
		double	StdDev,
		double	Mean
	)

inline

The following function fills in the quantiles, using the Mean and Variance, assuming that the distribution is Gaussian.

Parameters

spacing

◆ MixWith()

DistributionApproximation CronoSeries.TimeSeries.Models.DistributionApproximation.MixWith	(	DistributionApproximation	other,
		double	p1,
		int	histBins
	)

inline

Creates a new distribution summary which corresponds to a mixture distribution: with probability p1 we get the original (this) with probability (1-p1) we get the other distribution

Parameters

other	other distribution
p1	weight assigned to this distribution

Returns

Property Documentation

◆ CDF

StepFunction CronoSeries.TimeSeries.Models.DistributionApproximation.CDF

get

The CDF is automatically computed when quantiles are set.

◆ Quantiles

Matrix<double> CronoSeries.TimeSeries.Models.DistributionApproximation.Quantiles

getset

This matrix defines quantiles, with InvCDF(first column) = second column

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

TimeSeries/Models/DistributionApproximation.cs

Public Member Functions