jdistlib.generic

Class GenericDistribution

java.lang.Object

jdistlib.generic.GenericDistribution

Direct Known Subclasses:

Ansari, Arcsine, Beta, BetaBinomial, BetaPrime, Binomial, Cauchy, Chi, ChiSquare, Exponential, Extreme, F, Fretchet, Gamma, GeneralizedPareto, Geometric, GEV, Gumbel, HyperGeometric, InvGamma, InvNormal, Kendall, Kumaraswamy, Laplace, Logarithmic, Logistic, LogNormal, Nakagami, NegBinomial, NonCentralBeta, NonCentralChiSquare, NonCentralF, NonCentralT, Normal, Order, Poisson, Rayleigh, ReverseWeibull, SignRank, Spearman, T, Tukey, Uniform, Weibull, Wilcoxon, Zipf

public abstract class GenericDistribution
extends java.lang.Object

An interface for a generic distribution. All parameters have to be encoded (either as fields or otherwise). Treat this interface as an adapter to the other distributions.

Author:

Roby Joehanes

Constructor Summary

Constructors

Constructor and Description
GenericDistribution()

Method Summary

Modifier and Type	Method and Description
double	cumulative_hazard(double p) Cumulative hazard function, which is basically -ln(1-CDF).
double[]	cumulative_hazard(double[] p)
double	cumulative(double p) Assume lower tail and non-log
double[]	cumulative(double[] p) Assume lower tail and non-log
double[]	cumulative(double[] p, boolean lower_tail, boolean log_p)
abstract double	cumulative(double p, boolean lower_tail, boolean log_p)
double[]	density(double[] x) Assume non-log
double[]	density(double[] x, boolean log)
abstract double	density(double x, boolean log)
RandomEngine	getRandomEngine()
double[]	hazard(double[] t, boolean give_log)
double	hazard(double t, boolean give_log) Hazard function of a distribution.
double[]	inverse_survival(double[] p, boolean log_p)
double	inverse_survival(double p, boolean log_p) Inverse survival function, which is basically quantile(1-p).
double	quantile(double q) Assume lower tail and non-log
double[]	quantile(double[] q) Assume lower tail and non-log
double[]	quantile(double[] q, boolean lower_tail, boolean log_p)
abstract double	quantile(double q, boolean lower_tail, boolean log_p)
abstract double	random()
double[]	random(int n)
double	random(RandomEngine r) Deprecated.
void	setRandomEngine(RandomEngine r)
double[]	survival(double[] p) Survival function, which is basically 1-CDF.
double[]	survival(double[] p, boolean log_p)
double	survival(double p, boolean log_p) Survival function, which is basically 1-CDF.

Methods inherited from class java.lang.Object

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

Constructor Detail

GenericDistribution

public GenericDistribution()

Method Detail

density

public abstract double density(double x,
                               boolean log)

cumulative

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

quantile

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

random

public abstract double random()

density

public double[] density(double[] x,
                        boolean log)

density

public double[] density(double[] x)

Assume non-log

Parameters:

x -

Returns:

density

cumulative

public double cumulative(double p)

Assume lower tail and non-log

Parameters:

p -

Returns:

cdf

cumulative

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

cumulative

public double[] cumulative(double[] p)

Assume lower tail and non-log

Parameters:

p -

Returns:

cdf

quantile

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

quantile

public double[] quantile(double[] q)

Assume lower tail and non-log

Parameters:

q -

Returns:

quantile

quantile

public double quantile(double q)

Assume lower tail and non-log

Parameters:

q -

Returns:

quantile

random

public double[] random(int n)

hazard

public double hazard(double t,
                     boolean give_log)

Hazard function of a distribution. Defined as: pdf / (1-cdf)

Parameters:

t -

give_log -

Returns:

hazard value

hazard

public double[] hazard(double[] t,
                       boolean give_log)

cumulative_hazard

public double cumulative_hazard(double p)

Cumulative hazard function, which is basically -ln(1-CDF).

Parameters:

p -

Returns:

survival function

cumulative_hazard

public double[] cumulative_hazard(double[] p)

survival

public double survival(double p,
                       boolean log_p)

Survival function, which is basically 1-CDF.

Parameters:

p -

Returns:

survival function

survival

public double[] survival(double[] p,
                         boolean log_p)

survival

public double[] survival(double[] p)

Survival function, which is basically 1-CDF. Assume non-log.

Parameters:

p -

Returns:

survival function

inverse_survival

public double inverse_survival(double p,
                               boolean log_p)

Inverse survival function, which is basically quantile(1-p).

Parameters:

p -

log_p - true if the p-value is in log scale

Returns:

Inverse survival function

inverse_survival

public double[] inverse_survival(double[] p,
                                 boolean log_p)

setRandomEngine

public void setRandomEngine(RandomEngine r)

getRandomEngine

public RandomEngine getRandomEngine()

random

public double random(RandomEngine r)

Deprecated.

Old RNG API

Parameters:

r - random number generator

Returns:

Random number for the distribution