Class describing the Vavilov quantile function.
The probability density function of the Vavilov distribution is given by:
\[ p(\lambda; \kappa, \beta^2) = \frac{1}{2 \pi i}\int_{c-i\infty}^{c+i\infty} \phi(s) e^{\lambda s} ds\]
where \(\phi(s) = e^{C} e^{\psi(s)}\) with \( C = \kappa (1+\beta^2 \gamma )\) and
\[\psi(s) = s \ln \kappa + (s+\beta^2 \kappa) \cdot \left ( \int \limits_{0}^{1} \frac{1 - e^{\frac{-st}{\kappa}}}{t} \, dt- \gamma \right ) - \kappa \, e^{\frac{-s}{\kappa}}\]
. \( \gamma = 0.5772156649\dots\) is Euler's constant.
The parameters are:
Benno List, June 2010
Definition at line 72 of file VavilovAccurateQuantile.h.
Public Member Functions | |
| VavilovAccurateQuantile () | |
| Default constructor.   | |
| VavilovAccurateQuantile (const double *p) | |
| Constructor with parameter values.   | |
| ~VavilovAccurateQuantile () override | |
| Destructor.   | |
| IBaseFunctionOneDim * | Clone () const override | 
| Return a clone of the object.   | |
| double | DoEval (double x) const override | 
| Evaluate the function.   | |
| double | DoEvalPar (double x, const double *p) const override | 
| Evaluate the function, using parameters p.   | |
| unsigned int | NPar () const override | 
| Return the number of Parameters.   | |
| std::string | ParameterName (unsigned int i) const override | 
| Return the name of the i-th parameter (starting from zero)   | |
| const double * | Parameters () const override | 
| Access the parameter values.   | |
| void | SetParameters (const double *p) override | 
| Set the parameter values.   | |
  Public Member Functions inherited from ROOT::Math::IParametricFunctionOneDim | |
| double | operator() (const double *x, const double *p) const | 
| multidim-like interface   | |
| double | operator() (double x, const double *p) const | 
| Evaluate function at a point x and for given parameters p.   | |
  Public Member Functions inherited from ROOT::Math::IBaseFunctionOneDim | |
| virtual | ~IBaseFunctionOneDim ()=default | 
| virtual bool | HasGradient () const | 
| double | operator() (const double *x) const | 
| Evaluate the function at a point x[].   | |
| double | operator() (double x) const | 
| Evaluate the function at a point x.   | |
  Public Member Functions inherited from ROOT::Math::IBaseParam | |
| virtual | ~IBaseParam () | 
| Virtual Destructor (no operations)   | |
Private Attributes | |
| double | fP [5] | 
Additional Inherited Members | |
  Public Types inherited from ROOT::Math::IParametricFunctionOneDim | |
| typedef IBaseFunctionOneDim | BaseFunc | 
  Public Types inherited from ROOT::Math::IBaseFunctionOneDim | |
| typedef IBaseFunctionOneDim | BaseFunc | 
#include <Math/VavilovAccurateQuantile.h>
| ROOT::Math::VavilovAccurateQuantile::VavilovAccurateQuantile | ( | ) | 
Default constructor.
Definition at line 40 of file VavilovAccurateQuantile.cxx.
Constructor with parameter values.
| p | vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2). | 
Definition at line 48 of file VavilovAccurateQuantile.cxx.
      
  | 
  override | 
Destructor.
Definition at line 61 of file VavilovAccurateQuantile.cxx.
      
  | 
  overridevirtual | 
Return a clone of the object.
Implements ROOT::Math::IBaseFunctionOneDim.
Definition at line 101 of file VavilovAccurateQuantile.cxx.
Evaluate the function.
| x | The Quantile \(z\) , \(0 \le z \le 1\) | 
Reimplemented from ROOT::Math::IParametricFunctionOneDim.
Definition at line 89 of file VavilovAccurateQuantile.cxx.
      
  | 
  overridevirtual | 
Evaluate the function, using parameters p.
| x | The Quantile \(z\), \(0 \le z \le 1\) | 
| p | vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2). | 
Implements ROOT::Math::IParametricFunctionOneDim.
Definition at line 94 of file VavilovAccurateQuantile.cxx.
      
  | 
  overridevirtual | 
Return the number of Parameters.
Implements ROOT::Math::IBaseParam.
Definition at line 74 of file VavilovAccurateQuantile.cxx.
      
  | 
  overridevirtual | 
Return the name of the i-th parameter (starting from zero)
Reimplemented from ROOT::Math::IBaseParam.
Definition at line 78 of file VavilovAccurateQuantile.cxx.
Access the parameter values.
Implements ROOT::Math::IBaseParam.
Definition at line 64 of file VavilovAccurateQuantile.cxx.
Set the parameter values.
| p | vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2). | 
Implements ROOT::Math::IBaseParam.
Definition at line 68 of file VavilovAccurateQuantile.cxx.
      
  | 
  private | 
Definition at line 134 of file VavilovAccurateQuantile.h.