KSLCore/ksl.utilities.distributions.metalog/Metalog6P

Metalog6P

class Metalog6P(a1: Double = 0.0, a2: Double = 1.0, a3: Double = 0.0, a4: Double = 0.0, a5: Double = 0.0, a6: Double = 0.0, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null) : MetalogDistribution, RVParametersTypeIfc(source)

A six-term metalog distribution.

Six terms is the largest arity with a registered class, chosen to match the range of term counts the distribution fitting estimators search. The underlying basis functions place no limit on the number of terms, so an application needing more can extend the base class directly, forgoing the random variable type registration and the fitting pipeline.

No closed-form moment expressions cover this arity, so the mean and variance are obtained by numerical integration of the quantile function and cached.

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

the sixth coefficient, refining the scale 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

Metalog6P

constructor(a1: Double = 0.0, a2: Double = 1.0, a3: Double = 0.0, a4: Double = 0.0, a5: Double = 0.0, a6: Double = 0.0, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null)