jdistlib

Class Kendall

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Kendall

public class Kendall
extends GenericDistribution

Kendall tau distribution

Constructor Summary

Constructors

Constructor and Description
Kendall(int n)

Method Summary

Modifier and Type	Method and Description
static double	calculate_count(double tau, int n)
static double	calculate_tau(double x, int n)
static double	cumulative_tau(double tau, int n) Cumulative distribution of Kendall distribution
double	cumulative(double p, boolean lower_tail, boolean log_p)
static double	cumulative(double x, int n) Cumulative density function of Kendall distribution.
static double	density_tau(double tau, int n) Density of Kendall distribution
double	density(double x, boolean log)
static double	density(double x, int n) Density of Kendall distribution
static double	quantile_tau(double p, int n)
double	quantile(double q, boolean lower_tail, boolean log_p)
static double	quantile(double p, int n) Quantile search.
double	random()
static double[]	random(int count, int n, RandomEngine random)
static double	random(int n, RandomEngine random) Kendall RNG by inversion

Methods inherited from class jdistlib.generic.GenericDistribution

cumulative_hazard, cumulative_hazard, cumulative, cumulative, cumulative, density, density, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, random, random, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Kendall

public Kendall(int n)

Method Detail

calculate_tau

public static final double calculate_tau(double x,
                                         int n)

calculate_count

public static final double calculate_count(double tau,
                                           int n)

density

public static final double density(double x,
                                   int n)

Density of Kendall distribution

Parameters:

x - This is count, not tau!

n -

Returns:

density

density_tau

public static final double density_tau(double tau,
                                       int n)

Density of Kendall distribution

Parameters:

tau - This is tau, not count!

n -

Returns:

density

cumulative

public static final double cumulative(double x,
                                      int n)

Cumulative density function of Kendall distribution.

Kendall statistics: x = round((rho + 1) * n * (n-1) / 4);

Two-sided test: min(1, 2*((q > n*(n-1)/4) ? 1-cumulative(x-1,n) : cumulative(x,n)));

Greater test: 1-cumulative(x-1,n)

Less test: cumulative(x,n)

Parameters:

x - This is count, not tau!

n -

Returns:

cumulative

cumulative_tau

public static final double cumulative_tau(double tau,
                                          int n)

Cumulative distribution of Kendall distribution

Parameters:

tau - This is tau, not count!

n -

Returns:

cumulative

quantile

public static final double quantile(double p,
                                    int n)

Quantile search.

Parameters:

p -

n -

Returns:

count

quantile_tau

public static final double quantile_tau(double p,
                                        int n)

random

public static final double random(int n,
                                  RandomEngine random)

Kendall RNG by inversion

Parameters:

n -

random -

Returns:

random variate

random

public static final double[] random(int count,
                                    int n,
                                    RandomEngine random)

density

public double density(double x,
                      boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double p,
                         boolean lower_tail,
                         boolean log_p)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double q,
                       boolean lower_tail,
                       boolean log_p)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution