com.mockturtlesolutions.snifflib.stats

Class ProbabilityDensity

java.lang.Object

com.mockturtlesolutions.snifflib.stats.ProbabilityDensity

All Implemented Interfaces:

NamedParameters, OptimizableScalar, CDF, InvCDF

Direct Known Subclasses:

BernoulliDistribution, BinomialDistribution, ChiSqDistribution, DiscreteUniformDistribution, FDistribution, GammaDistribution, HypergeometricDistribution, NormalDistribution, PoissonDistribution, TDistribution, UniformDistribution

public abstract class ProbabilityDensity
extends java.lang.Object
implements CDF, InvCDF, NamedParameters, OptimizableScalar

Field Summary

Fields

Modifier and Type	Field and Description
static int	GET_CDF
static int	GET_ICDF
static int	GET_PDF
protected java.util.Random	rand

Constructor Summary

Constructors

Constructor and Description
ProbabilityDensity()

Method Summary

Methods

Modifier and Type	Method and Description
void	assumeProbability(DblMatrix a)
abstract DblMatrix	cdf(DblMatrix X)
abstract DblMatrix	criticalValue(DblMatrix Pvalue)
DblMatrix	getAssumedProbability()
java.lang.String	getName()
DblMatrix	getParam(java.lang.String name)
DblParamSet	getParams()
DblMatrix	getValueAt(DblMatrix X)
int	getValueToGet()
DblMatrix	getValueToMinimize()
DblMatrix	getVariableValue()
boolean	hasParameter(java.lang.String s)
abstract DblMatrix	hasSupport(DblMatrix X) Returns 1 if the density has the input value in its support set (domain) and 0 otherwise.
java.lang.String[]	parameterSet()
abstract DblMatrix	pdf(DblMatrix X)
DblMatrix	random(int N) Return N random draws from this distribution.
void	replaceParams(DblParamSet X) Replace parameters with those in X.
void	setName(java.lang.String nam)
void	setParam(java.lang.String name, DblMatrix value)
void	setValueToGet(int j)
void	setVariableValue(DblMatrix X)

Methods inherited from class java.lang.Object

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

Field Detail

GET_CDF

public static final int GET_CDF

See Also:

Constant Field Values

GET_PDF

public static final int GET_PDF

See Also:

Constant Field Values

GET_ICDF

public static final int GET_ICDF

See Also:

Constant Field Values

rand

protected java.util.Random rand

Constructor Detail

ProbabilityDensity

public ProbabilityDensity()

Method Detail

setName

public void setName(java.lang.String nam)

getName

public java.lang.String getName()

setValueToGet

public void setValueToGet(int j)

getValueToGet

public int getValueToGet()

setVariableValue

public void setVariableValue(DblMatrix X)

getVariableValue

public DblMatrix getVariableValue()

hasParameter

public boolean hasParameter(java.lang.String s)

Specified by:

hasParameter in interface NamedParameters

getParam

public DblMatrix getParam(java.lang.String name)

Specified by:

getParam in interface NamedParameters

setParam

public void setParam(java.lang.String name,
            DblMatrix value)

Specified by:

setParam in interface NamedParameters

getAssumedProbability

public DblMatrix getAssumedProbability()

assumeProbability

public void assumeProbability(DblMatrix a)

getValueToMinimize

public DblMatrix getValueToMinimize()

Specified by:

getValueToMinimize in interface OptimizableScalar

getValueAt

public DblMatrix getValueAt(DblMatrix X)

Specified by:

getValueAt in interface OptimizableScalar

replaceParams

public void replaceParams(DblParamSet X)

Replace parameters with those in X. Note only the parameters in X will be modified. All other parameters will remain unmodified.

Specified by:

replaceParams in interface NamedParameters

parameterSet

public java.lang.String[] parameterSet()

Specified by:

parameterSet in interface NamedParameters

getParams

public DblParamSet getParams()

random

public DblMatrix random(int N)

Return N random draws from this distribution. This default implementation uses the inversion method which may give suboptimal results.

hasSupport

public abstract DblMatrix hasSupport(DblMatrix X)

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

criticalValue

public abstract DblMatrix criticalValue(DblMatrix Pvalue)

Specified by:

criticalValue in interface InvCDF

cdf

public abstract DblMatrix cdf(DblMatrix X)

Specified by:

cdf in interface CDF

pdf

public abstract DblMatrix pdf(DblMatrix X)