Hyperbolic Secant Distribution Class
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.7
[SerializableAttribute]
public class HyperbolicSecantDistribution : ContinuousDistribution
- Inheritance
- Object → Distribution → ContinuousDistribution → HyperbolicSecantDistribution
Remarks
The hyperbolic secant distribution is a continuous probability distribution whose probability density function is proportional to the hyperbolic secant function. Like the normal distribution, it is bell-shaped and symmetric about its mean, but has heavier tails (higher kurtosis).
Common applications include:
- Modeling financial returns with higher kurtosis than the normal distribution
- Signal processing where data exhibits heavier tails
- Statistical modeling of error distributions in physical measurements
- Neuronal firing patterns in neuroscience
- Quantum mechanics where the wave function follows a sech profile
The distribution is parameterized by μ (location parameter) and σ (scale parameter). It has a fixed shape with kurtosis = 5.
The hyperbolic secant distribution is a useful alternative to the normal distribution when modeling data with heavier tails while maintaining symmetry
Constructors
Hyperbolic | Constructs a new HyperbolicSecantDistribution with location parameter equal to zero and scale parameter equal to 1. |
Hyperbolic | Constructs a new HyperbolicSecantDistribution with specified location parameter and scale parameter equal to 1. |
Hyperbolic | Constructs a new HyperbolicSecantDistribution with specified location and scale parameters. |
Properties
Capabilities |
Gets a value that indicates the capabilities of the distribution class.
(Inherited from Distribution) |
Entropy |
Gets the entropy of the distribution.
(Overrides Distribution.Entropy) |
Inter |
Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution) |
IsSymmetrical |
Gets whether the distribution is known to be symmetrical around the mean.
(Overrides ContinuousDistribution.IsSymmetrical) |
IsUnimodal |
Gets whether the distribution has one or more modes.
(Inherited from ContinuousDistribution) |
Kurtosis |
Gets the kurtosis of the distribution.
(Overrides Distribution.Kurtosis) |
Mean |
Gets the mean or expectation value of the distribution.
(Overrides Distribution.Mean) |
Median |
Gets the median of the distribution.
(Overrides ContinuousDistribution.Median) |
Mode |
Gets the mode of the distribution.
(Overrides ContinuousDistribution.Mode) |
Number |
Gets the number of modes of the distribution.
(Inherited from ContinuousDistribution) |
Skewness |
Gets the skewness of the distribution.
(Overrides Distribution.Skewness) |
Standard |
Gets the standard deviation of the distribution.
(Overrides Distribution.StandardDeviation) |
Statistic |
Gets the common symbol to describe a statistic
from the distribution.
(Inherited from Distribution) |
Support |
Gets the support of the distribution.
(Inherited from ContinuousDistribution) |
Variance |
Gets the variance of the distribution.
(Overrides Distribution.Variance) |
Methods
Cdf( |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Cdf( | Evaluates the cumulative distribution function (CDF) for the specified value. |
Distribution |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.DistributionFunction(Double)) |
Distribution | Evaluates the cumulative distribution function (CDF) for the specified value. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get |
Returns an array that contains all the modes of the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns the expectation value of a function.
(Inherited from ContinuousDistribution) |
Get |
Returns the un-normalized expectation value of a function over the specified interval.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector whose bins contain the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get | Serves as the default hash function. (Inherited from Object) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples of the specified length from the distribution.
(Inherited from ContinuousDistribution) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Hazard |
Returns the probability of failure at the specified value.
(Inherited from ContinuousDistribution) |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Inherited from ContinuousDistribution) |
Inverse | Returns the inverse of the cumulative distribution function. |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Overrides ContinuousDistribution.InverseDistributionFunction(Double)) |
Inverse | Returns the inverse of the cumulative distribution function. |
Left |
Returns the probability that a sample from the distribution
is less than the specified value.
(Inherited from ContinuousDistribution) |
Log |
Returns the logarithm of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Moment |
Returns the value of the moment function of the specified order.
(Inherited from ContinuousDistribution) |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) | |
Probability |
Returns the probability that a sample taken from the
distribution lies inside the specified interval.
(Inherited from ContinuousDistribution) |
Probability |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.ProbabilityDensityFunction(Double)) |
Right |
Returns the probability that a sample from the distribution
is larger than the specified value.
(Inherited from ContinuousDistribution) |
Sample() |
Returns a random sample from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a random sample from the distribution.
(Overrides ContinuousDistribution.Sample(Random)) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( | Returns a random sample from the distribution. |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills a span with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills part of a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Survivor |
Evaluates the survivor distribution function
(SDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
ToString | Returns a string that represents the current object. (Overrides Object.ToString()) |
Two |
Returns the probability that a sample from the distribution deviates from the mean more than
the specified value.
(Inherited from ContinuousDistribution) |
Fields
Standard | Represents the standard HyperbolicSecantDistribution. |