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#ifndef _theplu_yat_statistics_ln_pdf_ |
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#define _theplu_yat_statistics_ln_pdf_ |
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// $Id$ |
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/* |
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Copyright (C) 2023 Peter Johansson |
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This file is part of the yat library, https://dev.thep.lu.se/trac/yat |
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|
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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|
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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|
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <https://www.gnu.org/licenses/>. |
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*/ |
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|
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namespace theplu { |
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namespace yat { |
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namespace statistics { |
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|
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/** |
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\f$ \ln (P) = k \ln (p) + (1-k) \ln (1-p) \f$ |
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\return logarithm of probability to draw \c k from a Bernoulli(p) |
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|
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\since New in yat 0.21 |
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*/ |
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double bernoulli_ln_pdf(unsigned int k, double p); |
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|
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/** |
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\f$ \ln (P) = \ln \left( {n \choose k} \right) |
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+ k \ln (p) + (n-k) \ln (1-p) \f$ |
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|
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\return logarithm of probability to draw \c k from a Binomial(p, n) |
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|
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\since New in yat 0.21 |
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*/ |
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double binomial_ln_pdf(unsigned int k, double p, unsigned int n); |
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|
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/** |
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\f$ \ln (pdf) = -\ln (m) - x/m \f$ |
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|
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\return logarithm of probability density function at \c x |
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|
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\since New in yat 0.21 |
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*/ |
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double exponential_ln_pdf(double x, double m); |
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|
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/** |
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\f$ \ln (pdf) = - \frac{1}{2} \ln(2\pi s^2) - |
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\frac{1}{2} \frac{x^2}{s^2}\f$ |
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|
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\return logarithm of probability density function at \c x |
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|
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\since New in yat 0.21 |
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*/ |
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double gaussian_ln_pdf(double x, double s); |
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/** |
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\f$ \ln (pdf) = \ln(p) + (k-1)\ln(1-p) \f$ |
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|
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\return logarithm of probability to draw \c k from Geometric(p) |
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|
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\since New in yat 0.21 |
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*/ |
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double geometric_ln_pdf(unsigned int k, double p); |
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/** |
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\f$ \ln (pdf) = \ln \left({n1 \choose k}\right) + |
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\ln \left({n2 \choose t-k}\right) + |
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\ln \left({n1+n2 \choose t}\right) \f$ |
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\return logarithm of probability to draw \c k from |
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HyperGeometric(n1, n2, t) |
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|
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\since New in yat 0.21 |
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*/ |
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double hypergeometric_ln_pdf(unsigned int k, unsigned int n1, |
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unsigned int n2, unsigned int t); |
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|
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/** |
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When \c n is an integer |
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\f$ \ln (pdf) = \ln \left({n+k-1 \choose k}\right) + |
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n \ln (p) + k \ln (1-p) \f$ |
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\return logarithm of probability to draw \c k from |
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NegativeBinomial(p,n) |
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|
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\since New in yat 0.21 |
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*/ |
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double negative_binomial_ln_pdf(unsigned int k, double p, double n); |
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/** |
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\f$ \ln(pdf) = \ln \left({k+t+1 \choose k} \right) + |
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\ln \left({n1+n2-t-k \choose n1-k} \right) - |
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\ln \left({n1+n2 \choose n1} \right) \f$ |
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\return logarithm of probability to draw \c k from |
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NegativeHyperGeometric(n1, n2, t) |
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\since New in yat 0.21 |
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*/ |
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double negative_hypergeometric_ln_pdf(unsigned int k, unsigned int n1, |
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unsigned int n2, unsigned int t); |
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/** |
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\f$ \ln(pdf) = k \ln(m) - m - \ln(k!) \f$ |
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\return logarithm of probability to draw \c k from |
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NegativeHyperGeometric(n1, n2, t) |
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\since New in yat 0.21 |
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*/ |
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double poisson_ln_pdf(unsigned int k, double m); |
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/** |
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\f$ \ln (pdf) = - \frac{1}{2} \ln(2\pi) - \frac{x^2}{2}\f$ |
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\return logarithm of probability density function at \c x |
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\since New in yat 0.21 |
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*/ |
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double ugaussian_ln_pdf(double x); |
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}}} // of namespace statistics, yat, and theplu |
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#endif |