HyperbolicSecantDistribution Class |
Namespace: Accord.Statistics.Distributions.Univariate
[SerializableAttribute] public class HyperbolicSecantDistribution : UnivariateContinuousDistribution
The HyperbolicSecantDistribution type exposes the following members.
Name | Description | |
---|---|---|
HyperbolicSecantDistribution |
Constructs a Hyperbolic Secant (Sech) distribution.
|
Name | Description | |
---|---|---|
Entropy |
Gets the entropy for this distribution.
(Overrides UnivariateContinuousDistributionEntropy.) | |
Mean |
Gets the mean for this distribution (always zero).
(Overrides UnivariateContinuousDistributionMean.) | |
Median |
Gets the median for this distribution (always zero).
(Overrides UnivariateContinuousDistributionMedian.) | |
Mode |
Gets the mode for this distribution (always zero).
(Overrides UnivariateContinuousDistributionMode.) | |
Quartiles |
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.) | |
StandardDeviation |
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Overrides UnivariateContinuousDistributionStandardDeviation.) | |
Support |
Gets the support interval for this distribution (-inf, +inf).
(Overrides UnivariateContinuousDistributionSupport.) | |
Variance |
Gets the variance for this distribution (always one).
(Overrides UnivariateContinuousDistributionVariance.) |
Name | Description | |
---|---|---|
Clone |
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.) | |
ComplementaryDistributionFunction |
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.) | |
CumulativeHazardFunction |
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
DistributionFunction(Double) |
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
DistributionFunction(Double, Double) |
Gets the cumulative distribution function (cdf) for this
distribution in the semi-closed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.) | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
Fit(Double) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |
Fit(Double, IFittingOptions) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |
Fit(Double, Double) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |
Fit(Double, Int32) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |
Fit(Double, Double, IFittingOptions) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |
Fit(Double, Int32, IFittingOptions) |
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.) | |
Generate |
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |
Generate(Int32) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |
Generate(Random) |
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |
Generate(Int32, Double) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |
Generate(Int32, Random) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |
Generate(Int32, Double, Random) |
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetRange |
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
HazardFunction |
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
InnerComplementaryDistributionFunction |
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.) | |
InnerDistributionFunction |
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerDistributionFunction(Double).) | |
InnerInverseDistributionFunction |
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.) | |
InnerLogProbabilityDensityFunction |
Gets the log-probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
InnerProbabilityDensityFunction |
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerProbabilityDensityFunction(Double).) | |
InverseDistributionFunction |
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.) | |
LogCumulativeHazardFunction |
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
LogProbabilityDensityFunction |
Gets the log-probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ProbabilityDensityFunction |
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.) | |
QuantileDensityFunction |
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.) | |
ToString |
Returns a String that represents this instance.
(Inherited from DistributionBase.) | |
ToString(IFormatProvider) |
Returns a String that represents this instance.
(Inherited from DistributionBase.) | |
ToString(String) |
Returns a String that represents this instance.
(Inherited from DistributionBase.) | |
ToString(String, IFormatProvider) |
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) |
Name | Description | |
---|---|---|
HasMethod |
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.) | |
IsEqual |
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.) | |
To(Type) | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) | |
ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |
In probability theory and statistics, the hyperbolic secant distribution is a continuous probability distribution whose probability density function and characteristic function are proportional to the hyperbolic secant function. The hyperbolic secant function is equivalent to the inverse hyperbolic cosine, and thus this distribution is also called the inverse-cosh distribution.
References:
This examples shows how to create a Sech distribution, compute some of its properties and generate a number of random samples from it.
// Create a new hyperbolic secant distribution var sech = new HyperbolicSecantDistribution(); double mean = sech.Mean; // 0.0 double median = sech.Median; // 0.0 double mode = sech.Mode; // 0.0 double var = sech.Variance; // 1.0 double cdf = sech.DistributionFunction(x: 1.4); // 0.92968538268895873 double pdf = sech.ProbabilityDensityFunction(x: 1.4); // 0.10955386512899701 double lpdf = sech.LogProbabilityDensityFunction(x: 1.4); // -2.2113389316917877 double ccdf = sech.ComplementaryDistributionFunction(x: 1.4); // 0.070314617311041272 double icdf = sech.InverseDistributionFunction(p: cdf); // 1.40 double hf = sech.HazardFunction(x: 1.4); // 1.5580524977385339 string str = sech.ToString(); // Sech(x)