Detailed Description
Implementation of special functions, including log Gamma, factorial, binomial coefficients, beta, incomplete beta, and error functions, as well as probability density functions (PDFs) for various distributions, with their cumulative distribution (CDF) and percent point (inverse CDF) functions; these include the Chi square, Student t and F distributions. The percent point function PPf() is the inverse of the CDF() : PPf(alpha,N1,N2) == F where alpha=CDF(F,N1,N2). References: the NIST Engineering Statistics Handbook, 2006 http://www.itl.nist.gov/div898/handbook/ and Abramowitz and Stegun.
Definition in file SpecialFuncs.hpp.
#include "Exception.hpp"
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Namespaces | |
| gnsstk | |
| For Sinex::InputHistory. | |
Functions | |
| double | gnsstk::beta (double x, double y) |
| double | gnsstk::binomialCoeff (int n, int k) |
| double | gnsstk::cfIBeta (double x, double a, double b) |
| double | gnsstk::ChisqCDF (double x, int n) |
| double | gnsstk::ChisqPDF (double x, int n) |
| double | gnsstk::compErrorFunc (double x) |
| double | gnsstk::compIncompGamma (double a, double x) |
| double | gnsstk::contfracIncompGamma (double a, double x) |
| double | gnsstk::errorFunc (double x) |
| double | gnsstk::factorial (int n) |
| double | gnsstk::FDistCDF (double F, int n1, int n2) |
| double | gnsstk::FDistPDF (double x, int n1, int n2) |
| double | gnsstk::Gamma (double x) |
| double | gnsstk::incompGamma (double a, double x) |
| double | gnsstk::incompleteBeta (double x, double a, double b) |
| double | gnsstk::invChisqCDF (double alpha, int n) |
| double | gnsstk::invFDistCDF (double prob, int n1, int n2) |
| double | gnsstk::invNormalCDF (double prob, double mu, double sig) |
| double | gnsstk::invStudentsCDF (double prob, int n) |
| double | gnsstk::lnFactorial (int n) |
| double | gnsstk::lnGamma (double x) |
| double | gnsstk::NormalCDF (double x, double mu, double sig) |
| double | gnsstk::NormalPDF (double x, double mu, double sig) |
| double | gnsstk::seriesIncompGamma (double a, double x) |
| double | gnsstk::StudentsCDF (double t, int n) |
| double | gnsstk::StudentsPDF (double X, int n) |