xgboost
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xgboost::common::NormalDist Class Reference

The (standard) normal distribution. More...

#include <probability_distribution.h>

Inheritance diagram for xgboost::common::NormalDist:
Inheritance graph
Collaboration diagram for xgboost::common::NormalDist:
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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...
 
- Public Member Functions inherited from xgboost::common::ProbabilityDistribution
virtual ~ProbabilityDistribution ()=default
 

Additional Inherited Members

- Static Public Member Functions inherited from xgboost::common::ProbabilityDistribution
static ProbabilityDistributionCreate (ProbabilityDistributionType dist)
 Factory function to instantiate a new probability distribution object. More...
 

Detailed Description

The (standard) normal distribution.

Member Function Documentation

◆ CDF()

double xgboost::common::NormalDist::CDF ( double  z)
overridevirtual

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

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

Implements xgboost::common::ProbabilityDistribution.

◆ GradPDF()

double xgboost::common::NormalDist::GradPDF ( double  z)
overridevirtual

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

Implements xgboost::common::ProbabilityDistribution.

◆ HessPDF()

double xgboost::common::NormalDist::HessPDF ( double  z)
overridevirtual

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

Implements xgboost::common::ProbabilityDistribution.

◆ PDF()

double xgboost::common::NormalDist::PDF ( double  z)
overridevirtual

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

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

Implements xgboost::common::ProbabilityDistribution.


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