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trait Moments[+A] extends AnyRef

This class adds moment calculation methods to random variables.

A

the concrete type of the random variable.

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Abstract Value Members

  1. abstract def expectation(samples: Int = defaultNbSamples): Double

    Computes the expectation of the random variable.

    Computes the expectation of the random variable.

    samples

    the number of samples to compute the expectation

    returns

    the expected value of the random variable

  2. abstract def logExpectation(samples: Int = defaultNbSamples): Double

    Computes the logarithm of the expectation of the random variable.

    Computes the logarithm of the expectation of the random variable.

    This method is more precise than expectation when summing small values. Note that the random variable needs to be positive.

    samples

    the number of samples to compute the expectation

    returns

    the expected value of the random variable

  3. abstract def variance(samples: Int = defaultNbSamples): Double

    Computes the variance of the random variable.

    Computes the variance of the random variable.

    samples

    the number of samples to compute the variance

    returns

    the variance of the random variable

Concrete Value Members

  1. final def !=(arg0: Any): Boolean
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  2. final def ##(): Int
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  3. final def ==(arg0: Any): Boolean
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  4. final def asInstanceOf[T0]: T0
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  5. def clone(): AnyRef
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  6. final def eq(arg0: AnyRef): Boolean
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  7. def equals(arg0: Any): Boolean
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  8. def expectation: Double

    See expectation.

  9. def finalize(): Unit
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  10. final def getClass(): Class[_]
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  11. def hashCode(): Int
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  12. final def isInstanceOf[T0]: Boolean
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  13. def logExpectation: Double

    See logExpectation.

  14. final def ne(arg0: AnyRef): Boolean
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  15. final def notify(): Unit
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  16. final def notifyAll(): Unit
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  17. def std: Double

    See std.

  18. def std(samples: Int = defaultNbSamples): Double

    Computes the standard deviation of the random variable.

    Computes the standard deviation of the random variable.

    samples

    the number of samples to compute the standard deviation

    returns

    the standard deviation of the random variable

  19. final def synchronized[T0](arg0: ⇒ T0): T0
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  20. def toString(): String
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  21. def variance: Double

    See variance.

  22. final def wait(): Unit
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  23. final def wait(arg0: Long, arg1: Int): Unit
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  24. final def wait(arg0: Long): Unit
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