#include <gridpp.h>
Public Member Functions | |
float | backward (float value) const |
float | forward (float value) const |
Gamma (float shape, float scale, float tolerance=0.01) | |
Initialize Gamma transform. More... | |
Public Member Functions inherited from gridpp::Transform | |
vec | backward (const vec &input) const |
Backward transform a 1D vector. More... | |
vec2 | backward (const vec2 &input) const |
Backward transform a 2D vector. More... | |
vec3 | backward (const vec3 &input) const |
Backward transform a 3D vector. More... | |
vec | forward (const vec &input) const |
Forward transform a 1D vector. More... | |
vec2 | forward (const vec2 &input) const |
Forward transform a 2D vector. More... | |
vec3 | forward (const vec3 &input) const |
Forward transform a 3D vector. More... | |
Gamma transformation.
Transforms values to cdf from a gamma distribution and subsequantly extracts the cdf from a standard normal distribution.
gridpp::Gamma::Gamma | ( | float | shape, |
float | scale, | ||
float | tolerance = 0.01 |
||
) |
Initialize Gamma transform.
shape | Shape parameter |
scale | Scale parameter |
tolerance | Computation tolerance |
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virtual |
Reimplemented from gridpp::Transform.
|
virtual |
Reimplemented from gridpp::Transform.