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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.GammaDistributionImpl
public class GammaDistributionImpl
The default implementation of GammaDistribution
.
Field Summary | |
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static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
Constructor Summary | |
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GammaDistributionImpl(double alpha,
double beta)
Create a new gamma distribution with the given alpha and beta values. |
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GammaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
Create a new gamma distribution with the given alpha and beta values. |
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. |
double |
getAlpha()
Access the shape parameter, alpha |
double |
getBeta()
Access the scale parameter, beta |
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. |
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p . |
void |
setAlpha(double alpha)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setBeta(double newBeta)
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 GammaDistributionImpl(double alpha, double beta)
alpha
- the shape parameter.beta
- the scale parameter.public GammaDistributionImpl(double alpha, double beta, double inverseCumAccuracy)
alpha
- the shape parameter.beta
- the scale parameter.inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)Method Detail |
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public double cumulativeProbability(double x) throws MathException
cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.
MathException
- if the cumulative probability can not be
computed due to convergence or other numerical errors.public double inverseCumulativeProbability(double p) throws MathException
p
.
Returns 0 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.@Deprecated public void setAlpha(double alpha)
setAlpha
in interface GammaDistribution
alpha
- the new shape parameter.
IllegalArgumentException
- if alpha
is not positive.public double getAlpha()
getAlpha
in interface GammaDistribution
@Deprecated public void setBeta(double newBeta)
setBeta
in interface GammaDistribution
newBeta
- the new scale parameter.
IllegalArgumentException
- if newBeta
is not positive.public double getBeta()
getBeta
in interface GammaDistribution
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.
public double density(Double x)
density
in interface GammaDistribution
density
in interface HasDensity<Double>
x
- The point at which the density should be computed.
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
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractContinuousDistribution
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