Probabilities::JohnsonSBCDF Function

Overload List

#SignatureDescription
1double JohnsonSBCDF(double x, double gamma, double delta, double Lambda, double xi);Johnson bounded (S_B) cumulative distribution function (CDF).
2void JohnsonSBCDF(TDenseMtxVec *X, double gamma, double delta, double Lambda, double xi, TDenseMtxVec *Res);Johnson bounded (SB) distribution CDF (vectorized).

Overload 1: double JohnsonSBCDF(double x, double gamma, double delta, double Lambda, double xi);

Johnson bounded (S_B) cumulative distribution function (CDF).

#NameTypeDescription
1xdoubleFunction domain, real value on the closed interval [xi, xi+Lambda].
2gammadoubleDistribution shape parameter, real value.
3deltadoubleDistribution shape parameter, real positive value (delta>0).
4LambdadoubleDistribution scale parameter, real positive value (Lambda>0).
5xidoubleDistribution location parameter, real value.

Returns: the Johnson bounded (S_B) CDF for shape parameters gamma, delta, scale Lambda and location xi. Returns NaN if Lambda<=0, delta<=0, or x outside [xi, xi+Lambda].

Remarks:

With z=(x-xi)/lambda in (0,1) and Phi the standard normal CDF,

CDF(x | gamma,delta,lambda,xi) = Phi[gamma+deltaln(z/(1-z))] , z=(x-xi)/lambda .

Equivalent to scipy.stats johnsonsb(a=gamma, b=delta, loc=xi, scale=Lambda); monotone non-decreasing on [xi, xi+Lambda]. Returns NaN for Lambda<=0, delta<=0, or x outside the support.

See Also: Probabilities::JohnsonSBPDF, Probabilities::JohnsonSBCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void JohnsonSBCDF(TDenseMtxVec *X, double gamma, double delta, double Lambda, double xi, TDenseMtxVec *Res);

Johnson bounded (SB) distribution CDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Defines distribution domain, vector or matrix with real values on closed interval [xi,xi+Lambda].
2gammadoubleDistribution shape parameter, real value.
3deltadoubleDistribution shape parameter, real positive value.
4LambdadoubleDistribution scale parameter, real positive value.
5xidoubleDistribution location parameter, real value.
6ResTDenseMtxVec *After calculation stores the CDF calculated from X, agmma, delta, Lambda and xi. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler