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java.lang.Objectorg.apache.commons.math3.distribution.AbstractRealDistribution
public abstract class AbstractRealDistribution
Base class for probability distributions on the reals. Default implementations are provided for some of the methods that do not vary from distribution to distribution.
| Field Summary | |
|---|---|
protected RandomGenerator |
random
RNG instance used to generate samples from the distribution. |
protected RandomDataImpl |
randomData
Deprecated. As of 3.1, to be removed in 4.0. Please use the random instance variable instead. |
static double |
SOLVER_DEFAULT_ABSOLUTE_ACCURACY
Default accuracy. |
| Constructor Summary | |
|---|---|
protected |
AbstractRealDistribution()
Deprecated. As of 3.1, to be removed in 4.0. Please use AbstractRealDistribution(RandomGenerator) instead. |
protected |
AbstractRealDistribution(RandomGenerator rng)
|
| Method Summary | |
|---|---|
double |
cumulativeProbability(double x0,
double x1)
Deprecated. As of 3.1 (to be removed in 4.0). Please use probability(double,double) instead. |
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cumulative computation. |
double |
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution. |
double |
probability(double x)
For a random variable X whose values are distributed according
to this distribution, this method returns P(X = x). |
double |
probability(double x0,
double x1)
For a random variable X whose values are distributed according
to this distribution, this method returns P(x0 < X <= x1). |
void |
reseedRandomGenerator(long seed)
Reseed the random generator used to generate samples. |
double |
sample()
Generate a random value sampled from this distribution. |
double[] |
sample(int sampleSize)
Generate a random sample from the distribution. |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math3.distribution.RealDistribution |
|---|
cumulativeProbability, density, getNumericalMean, getNumericalVariance, getSupportLowerBound, getSupportUpperBound, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive |
| Field Detail |
|---|
public static final double SOLVER_DEFAULT_ABSOLUTE_ACCURACY
@Deprecated protected RandomDataImpl randomData
random instance variable instead.
protected final RandomGenerator random
| Constructor Detail |
|---|
@Deprecated protected AbstractRealDistribution()
AbstractRealDistribution(RandomGenerator) instead.
protected AbstractRealDistribution(RandomGenerator rng)
rng - Random number generator.| Method Detail |
|---|
@Deprecated
public double cumulativeProbability(double x0,
double x1)
throws NumberIsTooLargeException
probability(double,double) instead.
X whose values are distributed according
to this distribution, this method returns P(x0 < X <= x1).
The default implementation uses the identity
P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)
cumulativeProbability in interface RealDistributionx0 - the exclusive lower boundx1 - the inclusive upper bound
x0 and x1,
excluding the lower and including the upper endpoint
NumberIsTooLargeException - if x0 > x1
public double probability(double x0,
double x1)
X whose values are distributed according
to this distribution, this method returns P(x0 < X <= x1).
x0 - Lower bound (excluded).x1 - Upper bound (included).
x0 and x1, excluding the lower
and including the upper endpoint.
NumberIsTooLargeException - if x0 > x1.
The default implementation uses the identity
P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)
public double inverseCumulativeProbability(double p)
throws OutOfRangeException
X distributed according to this distribution, the
returned value is
inf{x in R | P(X<=x) >= p} for 0 < p <= 1,inf{x in R | P(X<=x) > 0} for p = 0.RealDistribution.getSupportLowerBound() for p = 0,RealDistribution.getSupportUpperBound() for p = 1.
inverseCumulativeProbability in interface RealDistributionp - the cumulative probability
p-quantile of this distribution
(largest 0-quantile for p = 0)
OutOfRangeException - if p < 0 or p > 1protected double getSolverAbsoluteAccuracy()
public void reseedRandomGenerator(long seed)
reseedRandomGenerator in interface RealDistributionseed - the new seedpublic double sample()
sample in interface RealDistributionpublic double[] sample(int sampleSize)
sample() in a loop.
sample in interface RealDistributionsampleSize - the number of random values to generate
public double probability(double x)
X whose values are distributed according
to this distribution, this method returns P(X = x). In other
words, this method represents the probability mass function (PMF)
for the distribution.
probability in interface RealDistributionx - the point at which the PMF is evaluated
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