com.mockturtlesolutions.snifflib.stats

Class FDistribution

java.lang.Object

com.mockturtlesolutions.snifflib.stats.ProbabilityDensity

com.mockturtlesolutions.snifflib.stats.FDistribution

All Implemented Interfaces:

NamedParameters, OptimizableScalar, CDF, InvCDF

public class FDistribution
extends ProbabilityDensity

Field Summary

Fields inherited from class com.mockturtlesolutions.snifflib.stats.ProbabilityDensity

GET_CDF, GET_ICDF, GET_PDF, rand

Constructor Summary

Constructors

Constructor and Description
FDistribution()
FDistribution(DblMatrix ndf, DblMatrix ddf)
FDistribution(DblMatrix ndf, double ddf)
FDistribution(double ndf, DblMatrix ddf)
FDistribution(double ndf, double ddf)
FDistribution(int ndf, int ddf)

Method Summary

Methods

Modifier and Type	Method and Description
DblMatrix	cdf(DblMatrix F) CDF of the F distribution.
DblMatrix	criticalValue(DblMatrix cdfvals) For an input value C returns x such that P(X<=x) = C.
DblMatrix	getVariable()
DblMatrix	hasSupport(DblMatrix X) Returns 1 if the density has the input value in its support set (domain) and 0 otherwise.
DblMatrix	mean() Returns the expected value of the distribution for the currently configured parameters.
DblMatrix	mode() Returns the expected value of the distribution for the currently configured parameters.
DblMatrix	pdf(DblMatrix X) Returns the value of the density function at X.
DblMatrix	random(int N) Return N random draws from this distribution.
void	setDDF(DblMatrix m)
void	setDDF(int m)
void	setNDF(DblMatrix m)
void	setNDF(int m)
void	setVariable(DblMatrix ff)
DblMatrix	variance() Returns the variance of the distribution for the currently configured parameters.

Methods inherited from class com.mockturtlesolutions.snifflib.stats.ProbabilityDensity

assumeProbability, getAssumedProbability, getName, getParam, getParams, getValueAt, getValueToGet, getValueToMinimize, getVariableValue, hasParameter, parameterSet, replaceParams, setName, setParam, setValueToGet, setVariableValue

Methods inherited from class java.lang.Object

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

Constructor Detail

FDistribution

public FDistribution()

FDistribution

public FDistribution(DblMatrix ndf,
             DblMatrix ddf)

FDistribution

public FDistribution(double ndf,
             DblMatrix ddf)

FDistribution

public FDistribution(DblMatrix ndf,
             double ddf)

FDistribution

public FDistribution(double ndf,
             double ddf)

FDistribution

public FDistribution(int ndf,
             int ddf)

Method Detail

setVariable

public void setVariable(DblMatrix ff)

getVariable

public DblMatrix getVariable()

criticalValue

public DblMatrix criticalValue(DblMatrix cdfvals)

For an input value C returns x such that P(X<=x) = C. This is the inverse CDF of the distribution.

Specified by:

criticalValue in interface InvCDF

Specified by:

criticalValue in class ProbabilityDensity

pdf

public DblMatrix pdf(DblMatrix X)

Returns the value of the density function at X.

Specified by:

pdf in class ProbabilityDensity

hasSupport

public DblMatrix hasSupport(DblMatrix X)

Description copied from class: ProbabilityDensity

Returns 1 if the density has the input value in its support set (domain) and 0 otherwise.

Specified by:

hasSupport in class ProbabilityDensity

mean

public DblMatrix mean()

Returns the expected value of the distribution for the currently configured parameters.

mode

public DblMatrix mode()

Returns the expected value of the distribution for the currently configured parameters.

variance

public DblMatrix variance()

Returns the variance of the distribution for the currently configured parameters.

setNDF

public void setNDF(int m)

setNDF

public void setNDF(DblMatrix m)

setDDF

public void setDDF(int m)

setDDF

public void setDDF(DblMatrix m)

random

public DblMatrix random(int N)

Return N random draws from this distribution.

Overrides:

random in class ProbabilityDensity

cdf

public DblMatrix cdf(DblMatrix F)

CDF of the F distribution.

Specified by:

cdf in interface CDF

Specified by:

cdf in class ProbabilityDensity