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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
public abstract class AbstractContinuousDistribution
Base class for continuous distributions. Default implementations are provided for some of the methods that do not vary from distribution to distribution.
| Field Summary | |
|---|---|
protected RandomDataImpl |
randomData
RandomData instance used to generate samples from the distribution |
| Constructor Summary | |
|---|---|
protected |
AbstractContinuousDistribution()
Default constructor. |
| Method Summary | |
|---|---|
double |
density(double x)
Return the probability density for a particular point. |
protected abstract double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to
bracket a CDF root. |
protected abstract double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to
bracket a CDF root. |
protected abstract double |
getInitialDomain(double p)
Access the initial domain value, based on p, used to
bracket a CDF root. |
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cumulative computation. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
void |
reseedRandomGenerator(long seed)
Reseeds the random generator used to generate samples. |
double |
sample()
Generates a random value sampled from this distribution. |
double[] |
sample(int sampleSize)
Generates a random sample from the distribution. |
| 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, cumulativeProbability |
| Field Detail |
|---|
protected final RandomDataImpl randomData
| Constructor Detail |
|---|
protected AbstractContinuousDistribution()
| Method Detail |
|---|
public double density(double x)
throws MathRuntimeException
x - The point at which the density should be computed.
MathRuntimeException - if the specialized class hasn't implemented this function
public double inverseCumulativeProbability(double p)
throws MathException
p.
inverseCumulativeProbability in interface ContinuousDistributionp - 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 void reseedRandomGenerator(long seed)
seed - the new seed
public double sample()
throws MathException
MathException - if an error occurs generating the random value
public double[] sample(int sampleSize)
throws MathException
sample() in a loop.
sampleSize - number of random values to generate
MathException - if an error occurs generating the sample
IllegalArgumentException - if sampleSize is not positiveprotected abstract double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
p - the desired probability for the critical value
protected abstract double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
p - the desired probability for the critical value
pprotected abstract double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
p - the desired probability for the critical value
pprotected double getSolverAbsoluteAccuracy()
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