xgboost
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The extreme distribution, also known as the Gumbel (minimum) distribution. More...
#include <probability_distribution.h>
Public Member Functions | |
double | PDF (double z) override |
Evaluate Probability Density Function (PDF) at a particular point. More... | |
double | CDF (double z) override |
Evaluate Cumulative Distribution Function (CDF) at a particular point. More... | |
double | GradPDF (double z) override |
Evaluate first derivative of PDF at a particular point. More... | |
double | HessPDF (double z) override |
Evaluate second derivative of PDF at a particular point. More... | |
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virtual | ~ProbabilityDistribution ()=default |
Additional Inherited Members | |
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static ProbabilityDistribution * | Create (ProbabilityDistributionType dist) |
Factory function to instantiate a new probability distribution object. More... | |
The extreme distribution, also known as the Gumbel (minimum) distribution.
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overridevirtual |
Evaluate Cumulative Distribution Function (CDF) at a particular point.
z | point at which to evaluate CDF |
Implements xgboost::common::ProbabilityDistribution.
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overridevirtual |
Evaluate first derivative of PDF at a particular point.
z | point at which to evaluate first derivative of PDF |
Implements xgboost::common::ProbabilityDistribution.
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overridevirtual |
Evaluate second derivative of PDF at a particular point.
z | point at which to evaluate second derivative of PDF |
Implements xgboost::common::ProbabilityDistribution.
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overridevirtual |
Evaluate Probability Density Function (PDF) at a particular point.
z | point at which to evaluate PDF |
Implements xgboost::common::ProbabilityDistribution.