nk 1.0.0
C++ Numerical Computing Runtime
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geometric.hpp
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1
3// toolboxes/stats/include/nk/stats/distributions/geometric.hpp
4//
5// Geometric distribution (number of failures before the first success).
6// Convention: f(k; p) = (1-p)^k ยท p, k = 0, 1, 2, ...
7
8#pragma once
9
10#include <memory_resource>
11#include <nk/value/value.hpp>
12
13#include <tuple>
14
15namespace nk {
16
19 namespace ops { class RngContext; } }
20
21namespace nk::stats {
22
34Value geopdf(const Value &k, double p,
35 std::pmr::memory_resource *mr = nullptr);
36
46Value geocdf(const Value &k, double p,
47 std::pmr::memory_resource *mr = nullptr);
48
58Value geoinv(const Value &q, double p,
59 std::pmr::memory_resource *mr = nullptr);
60
69Value geornd(::nk::ops::RngContext &rng, double p, size_t rows = 1, size_t cols = 1,
70 std::pmr::memory_resource *mr = nullptr);
71
79std::tuple<double, double> geostat(double p);
80
81
83} // namespace nk::stats
nk::Value
Core MATLAB-compatible multidimensional array and scalar value type.
Definition value.hpp:61
nk::stats::geornd
Value geornd(::nk::ops::RngContext &rng, double p, size_t rows=1, size_t cols=1, std::pmr::memory_resource *mr=nullptr)
Geometric random samples (r = geornd(p, rows, cols)).
nk::stats::geoinv
Value geoinv(const Value &q, double p, std::pmr::memory_resource *mr=nullptr)
Geometric inverse cdf (k = geoinv(q, p)).
nk::stats::geocdf
Value geocdf(const Value &k, double p, std::pmr::memory_resource *mr=nullptr)
Geometric cdf (F = geocdf(k, p)).
nk::stats::geopdf
Value geopdf(const Value &k, double p, std::pmr::memory_resource *mr=nullptr)
Geometric pmf (y = geopdf(k, p)).
nk::stats::geostat
std::tuple< double, double > geostat(double p)
Geometric mean and variance ([m, v] = geostat(p)).