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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 | |
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static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
Constructor Summary | |
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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 | |
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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. |
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities. |
double |
getStandardDeviation()
Access the standard deviation. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p . |
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.AbstractDistribution |
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cumulativeProbability |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.distribution.Distribution |
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cumulativeProbability |
Field Detail |
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public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Constructor Detail |
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public NormalDistributionImpl(double mean, double sd)
mean
- mean for this distributionsd
- standard deviation for this distributionpublic 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 NormalDistribution
mean
- for this distributionpublic double getStandardDeviation()
getStandardDeviation
in interface NormalDistribution
@Deprecated public void setStandardDeviation(double sd)
setStandardDeviation
in interface NormalDistribution
sd
- standard deviation for this distribution
IllegalArgumentException
- if sd
is not positive.public double density(Double x)
density
in interface HasDensity<Double>
density
in interface NormalDistribution
x
- The point at which the density should be computed.
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.
public double cumulativeProbability(double x) throws MathException
x
).
cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.
x
.
MathException
- if the algorithm fails to converge; unless
x is more than 20 standard deviations from the mean, in which case the
convergence exception is caught and 0 or 1 is returned.protected 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 ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- 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.protected 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 AbstractContinuousDistribution
p
- the desired probability for the critical value
p
protected 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 AbstractContinuousDistribution
p
- the desired probability for the critical value
p
protected 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 AbstractContinuousDistribution
p
- the desired probability for the critical value
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