KSLCore/ksl.utilities.random.rvariable.metalog/Metalog6PRV

Metalog6PRV

class Metalog6PRV @JvmOverloads constructor(val a1: Double = 0.0, val a2: Double = 1.0, val a3: Double = 0.0, val a4: Double = 0.0, val a5: Double = 0.0, val a6: Double = 0.0, val lowerBound: Double = Double.NEGATIVE_INFINITY, val upperBound: Double = Double.POSITIVE_INFINITY, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : ParameterizedRV(source)

A six-term metalog random variable.

Six terms is the largest arity with a registered random variable type.

Because the metalog quantile function is closed form, each variate costs one evaluation of it, with no root finding and no rejection. Which member of the family this represents follows from which bounds are finite rather than from a separate setting.

The coefficients are validated once here and are immutable thereafter, so generation performs no feasibility checking at all. That is safe because the parameters of a random variable are never mutated in place: a parameter change in a running model is applied by constructing a fresh instance, which revalidates. It is also necessary, since an invalid coefficient vector does not fail during generation but instead silently produces values that are not a sample from any distribution.

Parameters

the location, which is the median in fitting space

the scale, which must be 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

streamNum

the random number stream number, defaults to 0, which means the next stream

streamProvider

the provider of random number streams

name

an optional name

Constructors

Metalog6PRV

@JvmOverloads

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, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)