Probabilities::JohnsonSBPDF Function

Overload List

#SignatureDescription
1double JohnsonSBPDF(double x, double gamma, double delta, double Lambda, double xi);Johnson bounded (S_B) probability density function (PDF).
2void JohnsonSBPDF(TDenseMtxVec *X, double gamma, double delta, double Lambda, double xi, TDenseMtxVec *Res);Johnson bounded (SB) distribution PDF (vectorized).

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

Johnson bounded (S_B) probability density function (PDF).

#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) PDF for shape parameters gamma, delta, scale Lambda and location xi. Returns NaN if Lambda<=0, delta<=0, or x outside [xi, xi+Lambda].

Remarks:

The Johnson S_B (bounded) density. With z=(x-xi)/lambda in (0,1),

PDF(x | gamma,delta,lambda,xi) = delta/(lambdasqrt(2pi) z(1-z)) exp[-1/2(gamma+deltaln[z/(1-z)])^2] , z=(x-xi)/lambda .

Equivalent to scipy.stats johnsonsb(a=gamma, b=delta, loc=xi, scale=Lambda). Returns NaN for Lambda<=0, delta<=0, or x outside [xi, xi+Lambda].

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

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

Johnson bounded (SB) distribution PDF (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 PDF 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