|
||||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | |||||||||
java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.NormalDistributionImpl
public class NormalDistributionImpl
Default implementation of
NormalDistribution.
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
| Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
|---|
randomData |
| Constructor Summary | |
|---|---|
NormalDistributionImpl()
Creates normal distribution with the mean equal to zero and standard deviation equal to one. |
|
NormalDistributionImpl(double mean,
double sd)
Create a normal distribution using the given mean and standard deviation. |
|
NormalDistributionImpl(double mean,
double sd,
double inverseCumAccuracy)
Create a normal distribution using the given mean, standard deviation and inverse cumulative distribution accuracy. |
|
| Method Summary | |
|---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(double x)
Returns the probability density for a particular point. |
double |
density(Double x)
Deprecated. |
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p, used to
bracket a CDF root. |
double |
getMean()
Access the mean. |
double |
getNumericalVariance()
Returns the variance. |
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities. |
double |
getStandardDeviation()
Access the standard deviation. |
double |
getSupportLowerBound()
Returns the lower bound of the support for the distribution. |
double |
getSupportUpperBound()
Returns the upper bound of the support for the distribution. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
double |
sample()
Generates a random value sampled from this distribution. |
void |
setMean(double mean)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setStandardDeviation(double sd)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
| Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
|---|
reseedRandomGenerator, sample |
| Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
|---|
cumulativeProbability |
| 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.math.distribution.Distribution |
|---|
cumulativeProbability |
| Field Detail |
|---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
| Constructor Detail |
|---|
public NormalDistributionImpl(double mean,
double sd)
mean - mean for this distributionsd - standard deviation for this distribution
public NormalDistributionImpl(double mean,
double sd,
double inverseCumAccuracy)
mean - mean for this distributionsd - standard deviation for this distributioninverseCumAccuracy - inverse cumulative probability accuracypublic NormalDistributionImpl()
| Method Detail |
|---|
public double getMean()
getMean in interface NormalDistribution@Deprecated public void setMean(double mean)
setMean in interface NormalDistributionmean - for this distributionpublic double getStandardDeviation()
getStandardDeviation in interface NormalDistribution@Deprecated public void setStandardDeviation(double sd)
setStandardDeviation in interface NormalDistributionsd - standard deviation for this distribution
IllegalArgumentException - if sd is not positive.@Deprecated public double density(Double x)
density in interface HasDensity<Double>density in interface NormalDistributionx - The point at which the density should be computed.
public double density(double x)
density in class AbstractContinuousDistributionx - The point at which the density should be computed.
public double cumulativeProbability(double x)
throws MathException
x).
If xis more than 40 standard deviations from the mean, 0 or 1 is returned,
as in these cases the actual value is within Double.MIN_VALUE of 0 or 1.
cumulativeProbability in interface Distributionx - the value at which the CDF is evaluated.
x.
MathException - if the algorithm fails to convergeprotected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
public double inverseCumulativeProbability(double p)
throws MathException
p.
Returns Double.NEGATIVE_INFINITY for p=0 and
Double.POSITIVE_INFINITY for p=1.
inverseCumulativeProbability in interface ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - the desired probability
p
MathException - if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException - if p is not a valid
probability.
public double sample()
throws MathException
sample in class AbstractContinuousDistributionMathException - if an error occurs generating the random valueprotected double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainLowerBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
public double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalVariance()
s,
the variance is s^2
|
||||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | |||||||||