PiecewiseLinear

Base class: Distribution

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

The probability density is given by,

$$f(x | I, w) = \frac{x}{(I_{k+1} - I_k)\frac{1}{2}\sum_j (w_j + w_{j+1})(I_{j+1} - I_{j})}\left(I_{k+1}w_k + I_{k}w_{k+1} \right),\quad \text{if } I_k \leq x < I_{k+1}.$$

where $I_k$ represent the elements of the intervals parameter and a $w_k$ represents the elements of the densities parameter.

Constructors

PiecewiseLinear(const PiecewiseLinear distribution) -> PiecewiseLinear

Copy constructor for PiecewiseLinear distribution.

Parameters

• distribution: PiecewiseLinear distribution to be copied

Symbols

Name	Description
=	Copy assignment operator for PiecewiseLinear distribution.

Members

Name	Description
densities	Weights of each interval.
intervals	Boundaries of each interval.
max	Returns the maximum possible value from the distribution
min	Returns the minimum possible value from the distribution
sample	Sample from distribution.