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PiecewiseConstant

Base class: Distribution

Returns random real numbers uniformly distributed within the given intervals (with default value [0.0, 1.0]), and densities (with default value [1.0]).

The probability density is given by,

f(x∣I,w)=wk(Ik+1−Ik)∑kwk,if Ik≤x<Ik+1.f(x | I, w) = \frac{w_k}{(I_{k+1} - I_{k})\sum_k w_k},\quad \text{if } I_k \leq x < I_{k+1}.

where IkI_k represent the elements of the intervals parameter and a wkw_k represents the elements of the densities parameter.

Constructors​

PiecewiseConstant(const PiecewiseConstant distribution) -> PiecewiseConstant​

Copy constructor for PiecewiseConstant distribution.

Parameters​

Symbols​

NameDescription
=Copy assignment operator for PiecewiseConstant distribution.

Members​

NameDescription
densitiesWeights of each interval.
intervalsBoundaries of each interval.
maxReturns the maximum possible value from the distribution
minReturns the minimum possible value from the distribution
sampleSample from distribution.