stoch::simulate Namespace Reference


Classes

class  Ranvar
class  Ranvec

Enumerations

enum  RanvarType { Normal = 1, LogNormal, Uniform, Triangular, Gumbel, Exponential, Chisquare }
enum  SimulationType { Plain = 1, Sobol }

Functions

double CDFChisquare (double xm, double *params)
double CDFExponential (double xm, double *params)
double CDFGumbel (double xm, double *params)
double CDFLogNormal (double xm, double *params)
double CDFNormal (double xm, double *params)
double CDFTriangular (double xm, double *params)
double CDFUniform (double xm, double *params)
double ICDFChisquare (double phi, double *params)
double ICDFExponential (double phi, double *params)
double ICDFGumbel (double phi, double *params)
double ICDFLogNormal (double phi, double *params)
double ICDFNormal (double phi, double *params)
double ICDFTriangular (double phi, double *params)
double ICDFUniform (double phi, double *params)
void P2SChisquare (double *stats, double *params)
void P2SExponential (double *stats, double *params)
void P2SGumbel (double *stats, double *params)
void P2SLogNormal (double *stats, double *params)
void P2SNormal (double *stats, double *params)
void P2STriangular (double *stats, double *params)
void P2SUniform (double *stats, double *params)
double PDFChisquare (double x, double *params)
double PDFExponential (double x, double *params)
double PDFGumbel (double x, double *params)
double PDFLogNormal (double x, double *params)
double PDFNormal (double x, double *params)
double PDFTriangular (double x, double *params)
double PDFUniform (double x, double *params)
void S2PChisquare (double *stats, double *params)
void S2PExponential (double *stats, double *params)
void S2PGumbel (double *stats, double *params)
void S2PLogNormal (double *stats, double *params)
void S2PNormal (double *stats, double *params)
void S2PTriangular (double *stats, double *params)
void S2PUniform (double *stats, double *params)
tmath::Matrix Simulate (const int &n, const int &m, SimulationType t=Plain)


Detailed Description

encapsulates external statistical functions

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