8 #ifndef XGBOOST_COMMON_PROBABILITY_DISTRIBUTION_H_ 9 #define XGBOOST_COMMON_PROBABILITY_DISTRIBUTION_H_ 14 namespace probability_constant {
17 const double kPI = 3.14159265358979323846;
36 virtual double PDF(
double z) = 0;
42 virtual double CDF(
double z) = 0;
48 virtual double GradPDF(
double z) = 0;
54 virtual double HessPDF(
double z) = 0;
68 double PDF(
double z)
override;
69 double CDF(
double z)
override;
70 double GradPDF(
double z)
override;
71 double HessPDF(
double z)
override;
77 double PDF(
double z)
override;
78 double CDF(
double z)
override;
79 double GradPDF(
double z)
override;
80 double HessPDF(
double z)
override;
86 double PDF(
double z)
override;
87 double CDF(
double z)
override;
88 double GradPDF(
double z)
override;
89 double HessPDF(
double z)
override;
95 #endif // XGBOOST_COMMON_PROBABILITY_DISTRIBUTION_H_ const double kEulerMascheroni
The Euler-Mascheroni_constant.
Definition: probability_distribution.h:19
const double kPI
Constant PI.
Definition: probability_distribution.h:17
Interface for a probability distribution.
Definition: probability_distribution.h:29
ProbabilityDistributionType
Enum encoding possible choices of probability distribution.
Definition: probability_distribution.h:24
The (standard) normal distribution.
Definition: probability_distribution.h:66
namespace of xgboost
Definition: base.h:102
The (standard) logistic distribution.
Definition: probability_distribution.h:75
The extreme distribution, also known as the Gumbel (minimum) distribution.
Definition: probability_distribution.h:84