probdist.hpp

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#ifndef PROBDIST_HPP
#define PROBDIST_HPP
 
#include <cmath>
#include <vector>
 
namespace gpmp {
namespace stats {
 
class ProbDist {
 
  public:
    double quantile_dist(double probability);
    double normal_PDF(double x, double mean, double stddev);
    double normal_CDF(double x, double mean, double stddev);
    double uniform_CDF(size_t k, size_t n);
    double exp_PDF(double x, size_t k, double lambda);
    double emp_CDF(const std::vector<double> &data, double x);
    double emp_PMF(const std::vector<double> &data, double x);
    double inverse_emp_CDF(const std::vector<double> &data, double p);
 
    double mle(const std::vector<double> &data);
 
    double mom(const std::vector<double> &data);
    double mle_est(const std::vector<double> &data);
 
    double mumv(const std::vector<double> &data);
    double median_uniased(const std::vector<double> &data);
 
    std::pair<double, double>
    ConfidenceInterval(const std::vector<double> &data, double alpha);
    double Pivot(const std::vector<double> &data,
                 double pivotFunction(const std::vector<double> &));
    double PivotFunctionForConfidenceInterval(const std::vector<double> &data);
    std::pair<double, double>
    LikelihoodInterval(const std::vector<double> &data, double alpha);
 
    std::pair<double, double>
    PredictionInterval(const std::vector<double> &data, double alpha);
 
    std::pair<double, double> ToleranceInterval(const std::vector<double> &data,
                                                double alpha);
};
 
} // namespace stats
} // namespace gpmp
 
#endif