Metalog
Identifies which member of the metalog family a pair of bounds describes, and supplies the transformation between the metalog's fitting space and the random variable's space.
The member is derived from the bounds rather than chosen. Infinite on both sides is unbounded, finite on both sides is bounded, and a single finite bound is semi-bounded on that side. This is why one distribution class per term count is sufficient to cover the unbounded, semi-bounded, and bounded members described in Keelin (2016).
The metalog quantile function produces a value in fitting space. Applying fromFittingSpace maps that value onto the support of the random variable. Applying toFittingSpace performs the inverse, which is what turns observed data into the response vector of the least squares problem. Multiplying the metalog density by densityFactor converts it to a density on the random variable's support.
Every density factor is strictly positive, so a coefficient vector that is feasible for the unbounded metalog is feasible for all four members.
Entries
Properties
Functions
The strictly positive multiplier that converts the metalog density in fitting space to a density on the support of the random variable. The argument is the fitting-space value, not the random variable's value.
Maps a value from the metalog's fitting space onto the support of the random variable. Bounds that this member does not use are ignored.
Maps a value on the support of the random variable into the metalog's fitting space. Bounds that this member does not use are ignored. The value must lie strictly inside any finite bound, because the transform is not defined at the bound itself.
Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)
Returns an array containing the constants of this enum type, in the order they're declared.