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xgboost::common::ProbabilityDistribution Class Referenceabstract

Interface for a probability distribution. More...

#include <probability_distribution.h>

Inheritance diagram for xgboost::common::ProbabilityDistribution:
Inheritance graph
Collaboration diagram for xgboost::common::ProbabilityDistribution:
Collaboration graph

Public Member Functions

virtual double PDF (double z)=0
 Evaluate Probability Density Function (PDF) at a particular point. More...
 
virtual double CDF (double z)=0
 Evaluate Cumulative Distribution Function (CDF) at a particular point. More...
 
virtual double GradPDF (double z)=0
 Evaluate first derivative of PDF at a particular point. More...
 
virtual double HessPDF (double z)=0
 Evaluate second derivative of PDF at a particular point. More...
 
virtual ~ProbabilityDistribution ()=default
 

Static Public Member Functions

static ProbabilityDistributionCreate (ProbabilityDistributionType dist)
 Factory function to instantiate a new probability distribution object. More...
 

Detailed Description

Interface for a probability distribution.

Constructor & Destructor Documentation

◆ ~ProbabilityDistribution()

virtual xgboost::common::ProbabilityDistribution::~ProbabilityDistribution ( )
virtualdefault

Member Function Documentation

◆ CDF()

virtual double xgboost::common::ProbabilityDistribution::CDF ( double  z)
pure virtual

Evaluate Cumulative Distribution Function (CDF) at a particular point.

Parameters
zpoint at which to evaluate CDF
Returns
Value of CDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

◆ Create()

static ProbabilityDistribution* xgboost::common::ProbabilityDistribution::Create ( ProbabilityDistributionType  dist)
static

Factory function to instantiate a new probability distribution object.

Parameters
distkind of probability distribution
Returns
Reference to the newly created probability distribution object

◆ GradPDF()

virtual double xgboost::common::ProbabilityDistribution::GradPDF ( double  z)
pure virtual

Evaluate first derivative of PDF at a particular point.

Parameters
zpoint at which to evaluate first derivative of PDF
Returns
Value of first derivative of PDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

◆ HessPDF()

virtual double xgboost::common::ProbabilityDistribution::HessPDF ( double  z)
pure virtual

Evaluate second derivative of PDF at a particular point.

Parameters
zpoint at which to evaluate second derivative of PDF
Returns
Value of second derivative of PDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.

◆ PDF()

virtual double xgboost::common::ProbabilityDistribution::PDF ( double  z)
pure virtual

Evaluate Probability Density Function (PDF) at a particular point.

Parameters
zpoint at which to evaluate PDF
Returns
Value of PDF evaluated

Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.


The documentation for this class was generated from the following file: