math.cpp File Reference

#include <vmcmc/math.hpp>
#include <vmcmc/numeric.hpp>
#include <vmcmc/exception.hpp>
#include <boost/math/distributions/chi_squared.hpp>
#include <boost/math/special_functions/pow.hpp>

Include dependency graph for math.cpp:

Functions
double	vmcmc::math::biVariateNormalPDF (double x1, double x2, double mean1=0.0, double mean2=0.0, double sigma1=1.0, double sigma2=1.0, double corr=0.0)
	A 2-dimensional normal distribution. More...
double	vmcmc::math::normal1SidedCDF (double nSigmas)
double	vmcmc::math::normal1SidedQuantile (double prob)
double	vmcmc::math::chiSquareQuantile (double prob, size_t nParams)
double	vmcmc::math::chiSquareQuantileFromSigmas (double nSigmas, size_t nParams)
double	vmcmc::math::chiSquareCDF (double value, size_t nParams)
double	vmcmc::math::chiSquareToSigmas (double value, size_t nParams)

Detailed Description

Copyright

Copyright 2016 Marco Kleesiek. Released under the GNU Lesser General Public License v3.

Date

03.09.2016

Author

marco.nosp@m.@kle.nosp@m.esiek.nosp@m..com

Function Documentation

double vmcmc::math::biVariateNormalPDF	(	double	x1,
		double	x2,
		double	mean1 = 0.0,
		double	mean2 = 0.0,
		double	sigma1 = 1.0,
		double	sigma2 = 1.0,
		double	corr = 0.0
	)

A 2-dimensional normal distribution.

Parameters

x1	function argument #1
x2	function argument #2
mean1	distribution mean in dim. 1
mean2	distribution mean in dim. 2
sigma1	standard deviation in dim. 1
sigma2	standard deviation in dim. 2
corr	correlation between x1 and x2

Returns