Copyright	(c) A. V. H. McPhail 2010 2015 2016
License	BSD3
Maintainer	haskell.vivian.mcphail <at> gmail <dot> com
Stability	provisional
Portability	uses ffi
Safe Haskell	None
Language	Haskell2010

Numeric.GSL.Distribution.Continuous

Description

GSL continuous random distribution functions

http://www.gnu.org/software/gsl/manual/

Synopsis

data ZeroParamDist = Landau
data OneParamDist
- = Gaussian
- | Exponential
- | Laplace
- | Cauchy
- | Rayleigh
- | ChiSq
- | TDist
- | Logistic
data TwoParamDist
- = GaussianTail
- | ExpPower
- | RayleighTail
- | Levy
- | Gamma
- | Uniform
- | Lognormal
- | FDist
- | Beta
- | Pareto
- | Weibull
- | GumbellI
- | GumbellII
data ThreeParamDist = LevySkew
data MultiParamDist = Dirichlet
data BivariateDist = BiGaussian
data DistFunc
- = Density
- | Lower
- | Upper
- | LowInv
- | UppInv
random_0p :: ZeroParamDist -> Int -> Double
random_0p_s :: RNG -> ZeroParamDist -> IO Double
random_0p_v :: ZeroParamDist -> Int -> Int -> Vector Double
density_0p :: ZeroParamDist -> DistFunc -> Double -> Double
random_1p :: OneParamDist -> Int -> Double -> Double
random_1p_s :: RNG -> OneParamDist -> Double -> IO Double
random_1p_v :: OneParamDist -> Int -> Double -> Int -> Vector Double
density_1p :: OneParamDist -> DistFunc -> Double -> Double -> Double
random_2p :: TwoParamDist -> Int -> Double -> Double -> Double
random_2p_s :: RNG -> TwoParamDist -> Double -> Double -> IO Double
random_2p_v :: TwoParamDist -> Int -> Double -> Double -> Int -> Vector Double
density_2p :: TwoParamDist -> DistFunc -> Double -> Double -> Double -> Double
random_3p :: ThreeParamDist -> Int -> Double -> Double -> Double -> Double
random_3p_s :: RNG -> ThreeParamDist -> Double -> Double -> Double -> IO Double
random_3p_v :: ThreeParamDist -> Int -> Double -> Double -> Double -> Int -> Vector Double
density_3p :: ThreeParamDist -> DistFunc -> Double -> Double -> Double -> Double -> Double
random_mp :: MultiParamDist -> Int -> Vector Double -> Vector Double
random_mp_s :: RNG -> MultiParamDist -> Vector Double -> IO (Vector Double)
density_mp :: MultiParamDist -> DistFunc -> Vector Double -> Vector Double -> Double
random_biv :: BivariateDist -> Int -> Double -> Double -> Double -> (Double, Double)
random_biv_s :: RNG -> BivariateDist -> Double -> Double -> Double -> IO (Double, Double)
random_biv_v :: BivariateDist -> Int -> Double -> Double -> Double -> Int -> (Vector Double, Vector Double)
density_biv :: BivariateDist -> DistFunc -> Double -> Double -> Double -> (Double, Double) -> Double
spherical_vector :: Int -> Int -> Vector Double

Documentation

data ZeroParamDist #

Constructors

Landau

Instances

Enum ZeroParamDist #

Instance details

Defined in Numeric.GSL.Distribution.Continuous

Methods

succ :: ZeroParamDist -> ZeroParamDist #

pred :: ZeroParamDist -> ZeroParamDist #

toEnum :: Int -> ZeroParamDist #

fromEnum :: ZeroParamDist -> Int #

enumFrom :: ZeroParamDist -> [ZeroParamDist] #

enumFromThen :: ZeroParamDist -> ZeroParamDist -> [ZeroParamDist] #

enumFromTo :: ZeroParamDist -> ZeroParamDist -> [ZeroParamDist] #

enumFromThenTo :: ZeroParamDist -> ZeroParamDist -> ZeroParamDist -> [ZeroParamDist] #

data OneParamDist #

Constructors

Gaussian	standard deviation
Exponential	mean
Laplace	width
Cauchy	scale
Rayleigh	standard deviation
ChiSq	degrees of freedom
TDist	degrees of freedom
Logistic	scale

Instances

Enum OneParamDist #

Instance details

Defined in Numeric.GSL.Distribution.Continuous

Methods

succ :: OneParamDist -> OneParamDist #

pred :: OneParamDist -> OneParamDist #

toEnum :: Int -> OneParamDist #

fromEnum :: OneParamDist -> Int #

enumFrom :: OneParamDist -> [OneParamDist] #

enumFromThen :: OneParamDist -> OneParamDist -> [OneParamDist] #

enumFromTo :: OneParamDist -> OneParamDist -> [OneParamDist] #

enumFromThenTo :: OneParamDist -> OneParamDist -> OneParamDist -> [OneParamDist] #

data TwoParamDist #

Constructors

GaussianTail	limit, standard deviation
ExpPower	scale, exponent
RayleighTail	lower limit, standard deviation
Levy	scale, exponent
Gamma	par1, par2
Uniform	lower, upper
Lognormal	offset, standard deviation
FDist	degrees of freedom, degrees of freedom
Beta	parameter a, parameter b
Pareto	exponent, scale
Weibull	scale, exponent
GumbellI	A, B
GumbellII	A, B

Instances

Enum TwoParamDist #

Instance details

Defined in Numeric.GSL.Distribution.Continuous

Methods

succ :: TwoParamDist -> TwoParamDist #

pred :: TwoParamDist -> TwoParamDist #

toEnum :: Int -> TwoParamDist #

fromEnum :: TwoParamDist -> Int #

enumFrom :: TwoParamDist -> [TwoParamDist] #

enumFromThen :: TwoParamDist -> TwoParamDist -> [TwoParamDist] #

enumFromTo :: TwoParamDist -> TwoParamDist -> [TwoParamDist] #

enumFromThenTo :: TwoParamDist -> TwoParamDist -> TwoParamDist -> [TwoParamDist] #

data ThreeParamDist #

Constructors

LevySkew

scale, exponent, skewness

Instances

Enum ThreeParamDist #

Instance details

Defined in Numeric.GSL.Distribution.Continuous

Methods

succ :: ThreeParamDist -> ThreeParamDist #

pred :: ThreeParamDist -> ThreeParamDist #

toEnum :: Int -> ThreeParamDist #

fromEnum :: ThreeParamDist -> Int #

enumFrom :: ThreeParamDist -> [ThreeParamDist] #

enumFromThen :: ThreeParamDist -> ThreeParamDist -> [ThreeParamDist] #

enumFromTo :: ThreeParamDist -> ThreeParamDist -> [ThreeParamDist] #

enumFromThenTo :: ThreeParamDist -> ThreeParamDist -> ThreeParamDist -> [ThreeParamDist] #

data MultiParamDist #

Constructors

Dirichlet

size, alpha

Instances

Enum MultiParamDist #

Instance details

Defined in Numeric.GSL.Distribution.Continuous

Methods

succ :: MultiParamDist -> MultiParamDist #

pred :: MultiParamDist -> MultiParamDist #

toEnum :: Int -> MultiParamDist #

fromEnum :: MultiParamDist -> Int #

enumFrom :: MultiParamDist -> [MultiParamDist] #

enumFromThen :: MultiParamDist -> MultiParamDist -> [MultiParamDist] #

enumFromTo :: MultiParamDist -> MultiParamDist -> [MultiParamDist] #

enumFromThenTo :: MultiParamDist -> MultiParamDist -> MultiParamDist -> [MultiParamDist] #

data BivariateDist #

Constructors

BiGaussian

standard deviation, standard deviation, correlation coefficient

Instances

Enum BivariateDist #

Instance details

Defined in Numeric.GSL.Distribution.Continuous

Methods

succ :: BivariateDist -> BivariateDist #

pred :: BivariateDist -> BivariateDist #

toEnum :: Int -> BivariateDist #

fromEnum :: BivariateDist -> Int #

enumFrom :: BivariateDist -> [BivariateDist] #

enumFromThen :: BivariateDist -> BivariateDist -> [BivariateDist] #

enumFromTo :: BivariateDist -> BivariateDist -> [BivariateDist] #

enumFromThenTo :: BivariateDist -> BivariateDist -> BivariateDist -> [BivariateDist] #

data DistFunc #

Constructors

Density	pdf
Lower	lower cdf
Upper	upper cdf
LowInv	lower inverse cdf
UppInv	upper inverse cdf

Instances

Enum DistFunc #
Instance details Defined in Numeric.GSL.Distribution.Common Methods succ :: DistFunc -> DistFunc # pred :: DistFunc -> DistFunc # toEnum :: Int -> DistFunc # fromEnum :: DistFunc -> Int # enumFrom :: DistFunc -> [DistFunc] # enumFromThen :: DistFunc -> DistFunc -> [DistFunc] # enumFromTo :: DistFunc -> DistFunc -> [DistFunc] # enumFromThenTo :: DistFunc -> DistFunc -> DistFunc -> [DistFunc] #
Eq DistFunc #
Instance details Defined in Numeric.GSL.Distribution.Common Methods (==) :: DistFunc -> DistFunc -> Bool # (/=) :: DistFunc -> DistFunc -> Bool #

random_0p #

Arguments

:: ZeroParamDist	distribution type
-> Int	random seed
-> Double	result

draw a sample from a zero parameter distribution

random_0p_s #

Arguments

:: RNG	the random number generator
-> ZeroParamDist	distribution type
-> IO Double	result

draw a sample from a zero parameter distribution

random_0p_v #

Arguments

:: ZeroParamDist	distribution type
-> Int	random seed
-> Int	number of samples
-> Vector Double	result

draw samples from a zero parameter distribution

density_0p #

Arguments

:: ZeroParamDist	density type
-> DistFunc	distribution function type
-> Double	value
-> Double	result

probability of a variate take a value outside the argument

random_1p #

Arguments

:: OneParamDist	distribution type
-> Int	random seed
-> Double	parameter
-> Double	result

draw a sample from a one parameter distribution

random_1p_s #

Arguments

:: RNG	the random number generator
-> OneParamDist	distribution type
-> Double	parameter
-> IO Double	result

draw a sample from a one parameter distribution

random_1p_v #

Arguments

:: OneParamDist	distribution type
-> Int	random seed
-> Double	parameter
-> Int	number of samples
-> Vector Double	result

draw samples from a one parameter distribution

density_1p #

Arguments

:: OneParamDist	density type
-> DistFunc	distribution function type
-> Double	parameter
-> Double	value
-> Double	result

probability of a variate take a value outside the argument

random_2p #

Arguments

:: TwoParamDist	distribution type
-> Int	random seed
-> Double	parameter 1
-> Double	parameter 2
-> Double	result

draw a sample from a two parameter distribution

random_2p_s #

Arguments

:: RNG	the random number generator
-> TwoParamDist	distribution type
-> Double	parameter 1
-> Double	parameter 2
-> IO Double	result

draw a sample from a two parameter distribution

random_2p_v #

Arguments

:: TwoParamDist	distribution type
-> Int	random seed
-> Double	parameter 1
-> Double	parameter 2
-> Int	number of samples
-> Vector Double	result

draw samples from a two parameter distribution

density_2p #

Arguments

:: TwoParamDist	density type
-> DistFunc	distribution function type
-> Double	parameter 1
-> Double	parameter 2
-> Double	value
-> Double	result

probability of a variate take a value outside the argument

random_3p #

Arguments

:: ThreeParamDist	distribution type
-> Int	random seed
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> Double	result

draw a sample from a three parameter distribution

random_3p_s #

Arguments

:: RNG	the random number generator
-> ThreeParamDist	distribution type
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> IO Double	result

draw a sample from a three parameter distribution

random_3p_v #

Arguments

:: ThreeParamDist	distribution type
-> Int	random seed
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> Int	number of samples
-> Vector Double	result

draw samples from a three parameter distribution

density_3p #

Arguments

:: ThreeParamDist	density type
-> DistFunc	distribution function type
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> Double	value
-> Double	result

probability of a variate take a value outside the argument

random_mp #

Arguments

:: MultiParamDist	distribution type
-> Int	random seed
-> Vector Double	parameters
-> Vector Double	result

draw a sample from a multi parameter distribution

random_mp_s #

Arguments

:: RNG	the random number generator
-> MultiParamDist	distribution type
-> Vector Double	parameters
-> IO (Vector Double)	result

draw a sample from a multi parameter distribution

density_mp #

Arguments

:: MultiParamDist	density type
-> DistFunc	distribution function type
-> Vector Double	parameters
-> Vector Double	values
-> Double	result

probability of a variate take a value outside the argument

random_biv #

Arguments

:: BivariateDist	distribution type
-> Int	random seed
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> (Double, Double)	result

draw a sample from a bivariate distribution

random_biv_s #

Arguments

:: RNG	the random number generator
-> BivariateDist	distribution type
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> IO (Double, Double)	result

draw a sample from a bivariate distribution

random_biv_v #

Arguments

:: BivariateDist	distribution type
-> Int	random seed
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> Int	number of samples
-> (Vector Double, Vector Double)	result

draw a sample from a bivariate distribution

density_biv #

Arguments

:: BivariateDist	density type
-> DistFunc	distribution function type
-> Double	parameter 1
-> Double	parameter 2
-> Double	parameter 3
-> (Double, Double)	value
-> Double	result

probability of a variate take a value outside the argument

spherical_vector #

Arguments

:: Int	seed
-> Int	vector size
-> Vector Double

returns a normalised random direction vector from a multivariate gaussian distribution