Internal helpers shared by the per-family Distribution implementations under src/distributions/. More...

#include <cmath>
#include <limits>
#include "Distribution.h"

Include dependency graph for DistributionCommon.h:

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Classes
class	provsql::BaseDistribution
	Base holding the two parameters; subclasses add closed forms. More...

Namespaces
namespace	provsql

Functions
double	provsql::binomial_coeff (unsigned n, unsigned k)
	C(n, k) as a double (exact for the small moment orders used here).
double	provsql::lbeta (double a, double b)
	ln B(a, b) = lnΓ(a) + lnΓ(b) − lnΓ(a+b), for a, b > 0.
double	provsql::phi (double z)
	Standard normal pdf φ(z) = exp(-z²/2)/√(2π).
double	provsql::Phi (double z)
	Standard normal CDF Φ(z) = ½(1 + erf(z/√2)).
double	provsql::inv_phi (double p)
	Inverse standard-normal CDF, Beasley-Springer-Moro (1995).
double	provsql::gammaP (double a, double x)
	Regularised lower incomplete gamma \(P(a, x) = \gamma(a, x) / \Gamma(a)\) for `a` > 0, `x` >= 0.

Variables
constexpr double	provsql::kNaN = std::numeric_limits<double>::quiet_NaN()
constexpr double	provsql::kInf = std::numeric_limits<double>::infinity()

Detailed Description

Internal helpers shared by the per-family Distribution implementations under src/distributions/.

Not part of the public Distribution interface – include only from the family implementation files.

Classes