CumulativeDistribution.h

#pragma once
 
#include <functional>
#include <vector>
 
namespace marenv::calc
{
class CumulativeDistribution
{
public:
 
    using probabilityDensity = std::function<double(double)>;
    CumulativeDistribution(probabilityDensity pdf, double xMin, double xMax, int numBins);
 
    double ValueAtCumulativeProbability(double probability) const;
 
private:
    std::vector<double> m_distribution;
    double m_h;
    double m_xMin;
    double m_xMax;
};
} // namespace marenv::calc