xgboost
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Interface for a probability distribution. More...
#include <probability_distribution.h>
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 ProbabilityDistribution * | Create (ProbabilityDistributionType dist) |
Factory function to instantiate a new probability distribution object. More... | |
Interface for a probability distribution.
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virtualdefault |
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pure virtual |
Evaluate Cumulative Distribution Function (CDF) at a particular point.
z | point at which to evaluate CDF |
Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.
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static |
Factory function to instantiate a new probability distribution object.
dist | kind of probability distribution |
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pure virtual |
Evaluate first derivative of PDF at a particular point.
z | point at which to evaluate first derivative of PDF |
Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.
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pure virtual |
Evaluate second derivative of PDF at a particular point.
z | point at which to evaluate second derivative of PDF |
Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.
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pure virtual |
Evaluate Probability Density Function (PDF) at a particular point.
z | point at which to evaluate PDF |
Implemented in xgboost::common::ExtremeDist, xgboost::common::LogisticDist, and xgboost::common::NormalDist.