ROL::Gamma< Real > Class Template Reference

#include <ROL_Gamma.hpp>

Inheritance diagram for ROL::Gamma< Real >:

Public Member Functions
	Gamma (const Real shape=1., const Real scale=1.)
	Gamma (ROL::ParameterList &parlist)
Real	evaluatePDF (const Real input) const
Real	evaluateCDF (const Real input) const
Real	integrateCDF (const Real input) const
Real	invertCDF (const Real input) const
Real	moment (const size_t m) const
Real	lowerBound (void) const
Real	upperBound (void) const
void	test (std::ostream &outStream=std::cout) const
Public Member Functions inherited from ROL::Distribution< Real >
virtual	~Distribution (void)

Private Member Functions
Real	igamma (const Real s, const Real x) const

Private Attributes
Real	shape_
Real	scale_
Real	gamma_shape_
Real	coeff_

Additional Inherited Members
Protected Member Functions inherited from ROL::Distribution< Real >
void	test (const std::vector< Real > &X, const std::vector< int > &T, std::ostream &outStream=std::cout) const

Detailed Description

template<class Real>
class ROL::Gamma< Real >

Definition at line 21 of file ROL_Gamma.hpp.

Constructor & Destructor Documentation

Gamma() [1/2]

template<class Real>

ROL::Gamma< Real >::Gamma ( const Real shape = 1., const Real scale = 1. )

inline

Definition at line 40 of file ROL_Gamma.hpp.

References coeff_, gamma_shape_, scale_, and shape_.

Gamma() [2/2]

template<class Real>

ROL::Gamma< Real >::Gamma ( ROL::ParameterList & parlist )

inline

Definition at line 46 of file ROL_Gamma.hpp.

References coeff_, gamma_shape_, scale_, and shape_.

Member Function Documentation

igamma()

template<class Real>

Real ROL::Gamma< Real >::igamma ( const Real s, const Real x ) const

inlineprivate

Definition at line 28 of file ROL_Gamma.hpp.

Referenced by evaluateCDF(), and integrateCDF().

evaluatePDF()

template<class Real>

Real ROL::Gamma< Real >::evaluatePDF ( const Real input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 55 of file ROL_Gamma.hpp.

References coeff_, scale_, and shape_.

Referenced by invertCDF().

evaluateCDF()

template<class Real>

Real ROL::Gamma< Real >::evaluateCDF ( const Real input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 59 of file ROL_Gamma.hpp.

References gamma_shape_, igamma(), scale_, and shape_.

Referenced by invertCDF().

integrateCDF()

template<class Real>

Real ROL::Gamma< Real >::integrateCDF ( const Real input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 63 of file ROL_Gamma.hpp.

References igamma(), scale_, and shape_.

invertCDF()

template<class Real>

Real ROL::Gamma< Real >::invertCDF ( const Real input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 68 of file ROL_Gamma.hpp.

References evaluateCDF(), evaluatePDF(), gamma_shape_, and ROL::ROL_EPSILON().

moment()

template<class Real>

Real ROL::Gamma< Real >::moment ( const size_t m ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 92 of file ROL_Gamma.hpp.

References gamma_shape_, scale_, and shape_.

lowerBound()

template<class Real>

Real ROL::Gamma< Real >::lowerBound ( void ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 102 of file ROL_Gamma.hpp.

upperBound()

template<class Real>

Real ROL::Gamma< Real >::upperBound ( void ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 106 of file ROL_Gamma.hpp.

References ROL::ROL_INF().

test()

template<class Real>

void ROL::Gamma< Real >::test ( std::ostream & outStream = std::cout ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 110 of file ROL_Gamma.hpp.

References ROL::Distribution< Real >::test().

Member Data Documentation

shape_

template<class Real>

Real ROL::Gamma< Real >::shape_

private

Definition at line 23 of file ROL_Gamma.hpp.

Referenced by evaluateCDF(), evaluatePDF(), Gamma(), Gamma(), integrateCDF(), and moment().

scale_

template<class Real>

Real ROL::Gamma< Real >::scale_

private

Definition at line 24 of file ROL_Gamma.hpp.

Referenced by evaluateCDF(), evaluatePDF(), Gamma(), Gamma(), integrateCDF(), and moment().

gamma_shape_

template<class Real>

Real ROL::Gamma< Real >::gamma_shape_

private

Definition at line 25 of file ROL_Gamma.hpp.

Referenced by evaluateCDF(), Gamma(), Gamma(), invertCDF(), and moment().

coeff_

template<class Real>

Real ROL::Gamma< Real >::coeff_

private

Definition at line 26 of file ROL_Gamma.hpp.

Referenced by evaluatePDF(), Gamma(), and Gamma().

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The documentation for this class was generated from the following file:

• ROL_Gamma.hpp