KSLCore/ksl.utilities.distributions.metalog/Metalog5P

Metalog5P

class Metalog5P(a1: Double = 0.0, a2: Double = 1.0, a3: Double = 0.0, a4: Double = 0.0, a5: Double = 0.0, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null) : MetalogDistribution, RVParametersTypeIfc(source)

A five-term metalog distribution.

Five terms is the point at which the family can represent multimodal shapes and match moments beyond the fourth. It is also the largest arity for which Keelin (2016) gives closed-form central moments, so the mean and variance of the unbounded member are computed exactly here rather than by numerical integration.

Parameters

the location coefficient

the scale coefficient, which must remain strictly positive

the skewness coefficient

the kurtosis coefficient

the fifth coefficient, refining the location series of the quantile function

lowerBound

the lower bound, or negative infinity when unbounded below

upperBound

the upper bound, or positive infinity when unbounded above

name

an optional name

Constructors

Metalog5P

constructor(a1: Double = 0.0, a2: Double = 1.0, a3: Double = 0.0, a4: Double = 0.0, a5: Double = 0.0, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null)

Properties

var a1: Double

The location coefficient.

var a2: Double

The scale coefficient, which must remain strictly positive.

var a3: Double

The skewness coefficient.

var a4: Double

The kurtosis coefficient.

var a5: Double

The fifth coefficient, refining the location series of the quantile function.

Functions

instance

open override fun instance(): Metalog5P

randomVariable

open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): Metalog5PRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider