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boost::random::student_t_distribution< RealType > Class Template Reference

The Student t distribution is a real valued distribution with one parameter n, the number of degrees of freedom. More...

#include <student_t_distribution.hpp>

Classes

class  param_type
 

Public Types

typedef RealType result_type
 
typedef RealType input_type
 

Public Member Functions

 student_t_distribution (RealType n_arg=RealType(1.0))
 Constructs an student_t_distribution with "n" degrees of freedom. More...
 
 student_t_distribution (const param_type &parm)
 Constructs an student_t_distribution from its parameters. More...
 
template<class URNG >
RealType operator() (URNG &urng)
 Returns a random variate distributed according to the Student t distribution. More...
 
template<class URNG >
RealType operator() (URNG &urng, const param_type &parm) const
 Returns a random variate distributed accordint to the Student t distribution with parameters specified by param. More...
 
RealType n () const
 Returns the number of degrees of freedom. More...
 
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
 Returns the smallest value that the distribution can produce. More...
 
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
 Returns the largest value that the distribution can produce. More...
 
param_type param () const
 Returns the parameters of the distribution. More...
 
void param (const param_type &parm)
 Sets the parameters of the distribution. More...
 
void reset ()
 Effects: Subsequent uses of the distribution do not depend on values produced by any engine prior to invoking reset. More...
 
 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR (os, student_t_distribution, td)
 Writes a student_t_distribution to a std::ostream. More...
 
 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR (is, student_t_distribution, td)
 Reads a student_t_distribution from a std::istream. More...
 
 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR (student_t_distribution, lhs, rhs)
 Returns true if the two instances of student_t_distribution will return identical sequences of values given equal generators. More...
 

Detailed Description

template<class RealType = double>
class boost::random::student_t_distribution< RealType >

The Student t distribution is a real valued distribution with one parameter n, the number of degrees of freedom.

It has $\displaystyle p(x) = \frac{1}{\sqrt{n\pi}} \frac{\Gamma((n+1)/2)}{\Gamma(n/2)} \left(1+\frac{x^2}{n}\right)^{-(n+1)/2} $.

Member Typedef Documentation

template<class RealType = double>
typedef RealType boost::random::student_t_distribution< RealType >::input_type
template<class RealType = double>
typedef RealType boost::random::student_t_distribution< RealType >::result_type

Constructor & Destructor Documentation

template<class RealType = double>
boost::random::student_t_distribution< RealType >::student_t_distribution ( RealType  n_arg = RealType(1.0))
inlineexplicit

Constructs an student_t_distribution with "n" degrees of freedom.

Requires: n > 0

Referenced by boost::random::student_t_distribution< RealType >::operator()().

template<class RealType = double>
boost::random::student_t_distribution< RealType >::student_t_distribution ( const param_type &  parm)
inlineexplicit

Constructs an student_t_distribution from its parameters.

Member Function Documentation

template<class RealType = double>
RealType min boost::random::student_t_distribution< RealType >::BOOST_PREVENT_MACRO_SUBSTITUTION ( ) const
inline

Returns the smallest value that the distribution can produce.

template<class RealType = double>
RealType max boost::random::student_t_distribution< RealType >::BOOST_PREVENT_MACRO_SUBSTITUTION ( ) const
inline

Returns the largest value that the distribution can produce.

template<class RealType = double>
boost::random::student_t_distribution< RealType >::BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR ( student_t_distribution< RealType >  ,
lhs  ,
rhs   
)
inline

Returns true if the two instances of student_t_distribution will return identical sequences of values given equal generators.

template<class RealType = double>
boost::random::student_t_distribution< RealType >::BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR ( is  ,
student_t_distribution< RealType >  ,
td   
)
inline

Reads a student_t_distribution from a std::istream.

template<class RealType = double>
boost::random::student_t_distribution< RealType >::BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR ( os  ,
student_t_distribution< RealType >  ,
td   
)
inline

Writes a student_t_distribution to a std::ostream.

template<class RealType = double>
RealType boost::random::student_t_distribution< RealType >::n ( ) const
inline

Returns the number of degrees of freedom.

template<class RealType = double>
template<class URNG >
RealType boost::random::student_t_distribution< RealType >::operator() ( URNG &  urng)
inline

Returns a random variate distributed according to the Student t distribution.

References boost::random::student_t_distribution< RealType >::param_type::n(), and boost::geometry::math::sqrt().

template<class RealType = double>
template<class URNG >
RealType boost::random::student_t_distribution< RealType >::operator() ( URNG &  urng,
const param_type &  parm 
) const
inline

Returns a random variate distributed accordint to the Student t distribution with parameters specified by param.

References boost::random::student_t_distribution< RealType >::student_t_distribution().

template<class RealType = double>
param_type boost::random::student_t_distribution< RealType >::param ( ) const
inline

Returns the parameters of the distribution.

References boost::random::student_t_distribution< RealType >::param_type::n(), and boost::random::student_t_distribution< RealType >::param_type::param_type().

template<class RealType = double>
void boost::random::student_t_distribution< RealType >::param ( const param_type &  parm)
inline

Sets the parameters of the distribution.

References boost::random::student_t_distribution< RealType >::param_type::n(), and boost::random::chi_squared_distribution< RealType >::param().

template<class RealType = double>
void boost::random::student_t_distribution< RealType >::reset ( void  )
inline

Effects: Subsequent uses of the distribution do not depend on values produced by any engine prior to invoking reset.

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