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| <h2 title="Class GammaDistribution" class="title">Class GammaDistribution</h2> |
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| <li><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">org.apache.commons.math3.distribution.AbstractRealDistribution</a></li> |
| <li> |
| <ul class="inheritance"> |
| <li>org.apache.commons.math3.distribution.GammaDistribution</li> |
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| <pre>public class <span class="strong">GammaDistribution</span> |
| extends <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractRealDistribution</a></pre> |
| <div class="block">Implementation of the Gamma distribution.</div> |
| <dl><dt><span class="strong">Version:</span></dt> |
| <dd>$Id: GammaDistribution.java 1534362 2013-10-21 20:23:54Z tn $</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="http://en.wikipedia.org/wiki/Gamma_distribution">Gamma distribution (Wikipedia)</a>, |
| <a href="http://mathworld.wolfram.com/GammaDistribution.html">Gamma distribution (MathWorld)</a>, |
| <a href="../../../../../serialized-form.html#org.apache.commons.math3.distribution.GammaDistribution">Serialized Form</a></dd></dl> |
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| <th class="colLast" scope="col">Field and Description</th> |
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| <tr class="altColor"> |
| <td class="colFirst"><code>static double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#DEFAULT_INVERSE_ABSOLUTE_ACCURACY">DEFAULT_INVERSE_ABSOLUTE_ACCURACY</a></strong></code> |
| <div class="block">Default inverse cumulative probability accuracy.</div> |
| </td> |
| </tr> |
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| <code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#random">random</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#randomData">randomData</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#SOLVER_DEFAULT_ABSOLUTE_ACCURACY">SOLVER_DEFAULT_ABSOLUTE_ACCURACY</a></code></li> |
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| <th class="colOne" scope="col">Constructor and Description</th> |
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| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#GammaDistribution(double, double)">GammaDistribution</a></strong>(double shape, |
| double scale)</code> |
| <div class="block">Creates a new gamma distribution with specified values of the shape and |
| scale parameters.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#GammaDistribution(double, double, double)">GammaDistribution</a></strong>(double shape, |
| double scale, |
| double inverseCumAccuracy)</code> |
| <div class="block">Creates a new gamma distribution with specified values of the shape and |
| scale parameters.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#GammaDistribution(org.apache.commons.math3.random.RandomGenerator, double, double)">GammaDistribution</a></strong>(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> rng, |
| double shape, |
| double scale)</code> |
| <div class="block">Creates a Gamma distribution.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#GammaDistribution(org.apache.commons.math3.random.RandomGenerator, double, double, double)">GammaDistribution</a></strong>(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> rng, |
| double shape, |
| double scale, |
| double inverseCumAccuracy)</code> |
| <div class="block">Creates a Gamma distribution.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
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| <h3>Method Summary</h3> |
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| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#cumulativeProbability(double)">cumulativeProbability</a></strong>(double x)</code> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(X <= x)</code>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#density(double)">density</a></strong>(double x)</code> |
| <div class="block">Returns the probability density function (PDF) of this distribution |
| evaluated at the specified point <code>x</code>.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getAlpha()">getAlpha</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>as of version 3.1, <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getShape()"><code>getShape()</code></a> should be preferred. |
| This method will be removed in version 4.0.</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getBeta()">getBeta</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>as of version 3.1, <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getScale()"><code>getScale()</code></a> should be preferred. |
| This method will be removed in version 4.0.</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getNumericalMean()">getNumericalMean</a></strong>()</code> |
| <div class="block">Use this method to get the numerical value of the mean of this |
| distribution.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getNumericalVariance()">getNumericalVariance</a></strong>()</code> |
| <div class="block">Use this method to get the numerical value of the variance of this |
| distribution.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getScale()">getScale</a></strong>()</code> |
| <div class="block">Returns the scale parameter of <code>this</code> distribution.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getShape()">getShape</a></strong>()</code> |
| <div class="block">Returns the shape parameter of <code>this</code> distribution.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>protected double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getSolverAbsoluteAccuracy()">getSolverAbsoluteAccuracy</a></strong>()</code> |
| <div class="block">Returns the solver absolute accuracy for inverse cumulative computation.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getSupportLowerBound()">getSupportLowerBound</a></strong>()</code> |
| <div class="block">Access the lower bound of the support.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getSupportUpperBound()">getSupportUpperBound</a></strong>()</code> |
| <div class="block">Access the upper bound of the support.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#isSupportConnected()">isSupportConnected</a></strong>()</code> |
| <div class="block">Use this method to get information about whether the support is connected, |
| i.e.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#isSupportLowerBoundInclusive()">isSupportLowerBoundInclusive</a></strong>()</code> |
| <div class="block">Whether or not the lower bound of support is in the domain of the density |
| function.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#isSupportUpperBoundInclusive()">isSupportUpperBoundInclusive</a></strong>()</code> |
| <div class="block">Whether or not the upper bound of support is in the domain of the density |
| function.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#logDensity(double)">logDensity</a></strong>(double x)</code> |
| <div class="block">Returns the natural logarithm of the probability density function (PDF) of this distribution |
| evaluated at the specified point <code>x</code>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#sample()">sample</a></strong>()</code> |
| <div class="block">This implementation uses the following algorithms:</div> |
| </td> |
| </tr> |
| </table> |
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| </a> |
| <h3>Methods inherited from class org.apache.commons.math3.distribution.<a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractRealDistribution</a></h3> |
| <code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#cumulativeProbability(double, double)">cumulativeProbability</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#inverseCumulativeProbability(double)">inverseCumulativeProbability</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#probability(double)">probability</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#probability(double, double)">probability</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#reseedRandomGenerator(long)">reseedRandomGenerator</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#sample(int)">sample</a></code></li> |
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| <h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> |
| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
| </ul> |
| </li> |
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| <a name="DEFAULT_INVERSE_ABSOLUTE_ACCURACY"> |
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| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>DEFAULT_INVERSE_ABSOLUTE_ACCURACY</h4> |
| <pre>public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY</pre> |
| <div class="block">Default inverse cumulative probability accuracy.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.1</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../constant-values.html#org.apache.commons.math3.distribution.GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY">Constant Field Values</a></dd></dl> |
| </li> |
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| <h4>GammaDistribution</h4> |
| <pre>public GammaDistribution(double shape, |
| double scale) |
| throws <a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Creates a new gamma distribution with specified values of the shape and |
| scale parameters.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>shape</code> - the shape parameter</dd><dd><code>scale</code> - the scale parameter</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>shape <= 0</code> or |
| <code>scale <= 0</code>.</dd></dl> |
| </li> |
| </ul> |
| <a name="GammaDistribution(double, double, double)"> |
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| <h4>GammaDistribution</h4> |
| <pre>public GammaDistribution(double shape, |
| double scale, |
| double inverseCumAccuracy) |
| throws <a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Creates a new gamma distribution with specified values of the shape and |
| scale parameters.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>shape</code> - the shape parameter</dd><dd><code>scale</code> - the scale parameter</dd><dd><code>inverseCumAccuracy</code> - the maximum absolute error in inverse |
| cumulative probability estimates (defaults to |
| <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#DEFAULT_INVERSE_ABSOLUTE_ACCURACY"><code>DEFAULT_INVERSE_ABSOLUTE_ACCURACY</code></a>).</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>shape <= 0</code> or |
| <code>scale <= 0</code>.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>2.1</dd></dl> |
| </li> |
| </ul> |
| <a name="GammaDistribution(org.apache.commons.math3.random.RandomGenerator, double, double)"> |
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| <h4>GammaDistribution</h4> |
| <pre>public GammaDistribution(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> rng, |
| double shape, |
| double scale) |
| throws <a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Creates a Gamma distribution.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rng</code> - Random number generator.</dd><dd><code>shape</code> - the shape parameter</dd><dd><code>scale</code> - the scale parameter</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>shape <= 0</code> or |
| <code>scale <= 0</code>.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.3</dd></dl> |
| </li> |
| </ul> |
| <a name="GammaDistribution(org.apache.commons.math3.random.RandomGenerator, double, double, double)"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
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| <h4>GammaDistribution</h4> |
| <pre>public GammaDistribution(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> rng, |
| double shape, |
| double scale, |
| double inverseCumAccuracy) |
| throws <a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Creates a Gamma distribution.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rng</code> - Random number generator.</dd><dd><code>shape</code> - the shape parameter</dd><dd><code>scale</code> - the scale parameter</dd><dd><code>inverseCumAccuracy</code> - the maximum absolute error in inverse |
| cumulative probability estimates (defaults to |
| <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#DEFAULT_INVERSE_ABSOLUTE_ACCURACY"><code>DEFAULT_INVERSE_ABSOLUTE_ACCURACY</code></a>).</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>shape <= 0</code> or |
| <code>scale <= 0</code>.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ============ METHOD DETAIL ========== --> |
| <ul class="blockList"> |
| <li class="blockList"><a name="method_detail"> |
| <!-- --> |
| </a> |
| <h3>Method Detail</h3> |
| <a name="getAlpha()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getAlpha</h4> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| public double getAlpha()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>as of version 3.1, <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getShape()"><code>getShape()</code></a> should be preferred. |
| This method will be removed in version 4.0.</i></div> |
| <div class="block">Returns the shape parameter of <code>this</code> distribution.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the shape parameter</dd></dl> |
| </li> |
| </ul> |
| <a name="getShape()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getShape</h4> |
| <pre>public double getShape()</pre> |
| <div class="block">Returns the shape parameter of <code>this</code> distribution.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the shape parameter</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="getBeta()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getBeta</h4> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| public double getBeta()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>as of version 3.1, <a href="../../../../../org/apache/commons/math3/distribution/GammaDistribution.html#getScale()"><code>getScale()</code></a> should be preferred. |
| This method will be removed in version 4.0.</i></div> |
| <div class="block">Returns the scale parameter of <code>this</code> distribution.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the scale parameter</dd></dl> |
| </li> |
| </ul> |
| <a name="getScale()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getScale</h4> |
| <pre>public double getScale()</pre> |
| <div class="block">Returns the scale parameter of <code>this</code> distribution.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the scale parameter</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="density(double)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>density</h4> |
| <pre>public double density(double x)</pre> |
| <div class="block">Returns the probability density function (PDF) of this distribution |
| evaluated at the specified point <code>x</code>. In general, the PDF is |
| the derivative of the <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#cumulativeProbability(double)"><code>CDF</code></a>. |
| If the derivative does not exist at <code>x</code>, then an appropriate |
| replacement should be returned, e.g. <code>Double.POSITIVE_INFINITY</code>, |
| <code>Double.NaN</code>, or the limit inferior or limit superior of the |
| difference quotient.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the point at which the PDF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the value of the probability density function at point <code>x</code></dd></dl> |
| </li> |
| </ul> |
| <a name="logDensity(double)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>logDensity</h4> |
| <pre>public double logDensity(double x)</pre> |
| <div class="block">Returns the natural logarithm of the probability density function (PDF) of this distribution |
| evaluated at the specified point <code>x</code>. In general, the PDF is the derivative of the |
| <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#cumulativeProbability(double)"><code>CDF</code></a>. If the derivative does not exist at <code>x</code>, |
| then an appropriate replacement should be returned, e.g. <code>Double.POSITIVE_INFINITY</code>, |
| <code>Double.NaN</code>, or the limit inferior or limit superior of the difference quotient. Note |
| that due to the floating point precision and under/overflow issues, this method will for some |
| distributions be more precise and faster than computing the logarithm of |
| <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#density(double)"><code>RealDistribution.density(double)</code></a>. The default implementation simply computes the logarithm of |
| <code>density(x)</code>.</div> |
| <dl> |
| <dt><strong>Overrides:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#logDensity(double)">logDensity</a></code> in class <code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractRealDistribution</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the point at which the PDF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the logarithm of the value of the probability density function at point <code>x</code></dd></dl> |
| </li> |
| </ul> |
| <a name="cumulativeProbability(double)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>cumulativeProbability</h4> |
| <pre>public double cumulativeProbability(double x)</pre> |
| <div class="block">For a random variable <code>X</code> whose values are distributed according |
| to this distribution, this method returns <code>P(X <= x)</code>. In other |
| words, this method represents the (cumulative) distribution function |
| (CDF) for this distribution. |
| |
| The implementation of this method is based on: |
| <ul> |
| <li> |
| <a href="http://mathworld.wolfram.com/Chi-SquaredDistribution.html"> |
| Chi-Squared Distribution</a>, equation (9). |
| </li> |
| <li>Casella, G., & Berger, R. (1990). <i>Statistical Inference</i>. |
| Belmont, CA: Duxbury Press. |
| </li> |
| </ul></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>x</code> - the point at which the CDF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the probability that a random variable with this |
| distribution takes a value less than or equal to <code>x</code></dd></dl> |
| </li> |
| </ul> |
| <a name="getSolverAbsoluteAccuracy()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getSolverAbsoluteAccuracy</h4> |
| <pre>protected double getSolverAbsoluteAccuracy()</pre> |
| <div class="block">Returns the solver absolute accuracy for inverse cumulative computation. |
| You can override this method in order to use a Brent solver with an |
| absolute accuracy different from the default.</div> |
| <dl> |
| <dt><strong>Overrides:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#getSolverAbsoluteAccuracy()">getSolverAbsoluteAccuracy</a></code> in class <code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractRealDistribution</a></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the maximum absolute error in inverse cumulative probability estimates</dd></dl> |
| </li> |
| </ul> |
| <a name="getNumericalMean()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getNumericalMean</h4> |
| <pre>public double getNumericalMean()</pre> |
| <div class="block">Use this method to get the numerical value of the mean of this |
| distribution. |
| |
| For shape parameter <code>alpha</code> and scale parameter <code>beta</code>, the |
| mean is <code>alpha * beta</code>.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the mean or <code>Double.NaN</code> if it is not defined</dd></dl> |
| </li> |
| </ul> |
| <a name="getNumericalVariance()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getNumericalVariance</h4> |
| <pre>public double getNumericalVariance()</pre> |
| <div class="block">Use this method to get the numerical value of the variance of this |
| distribution. |
| |
| For shape parameter <code>alpha</code> and scale parameter <code>beta</code>, the |
| variance is <code>alpha * beta^2</code>.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the variance (possibly <code>Double.POSITIVE_INFINITY</code> as |
| for certain cases in <a href="../../../../../org/apache/commons/math3/distribution/TDistribution.html" title="class in org.apache.commons.math3.distribution"><code>TDistribution</code></a>) or <code>Double.NaN</code> if it |
| is not defined</dd></dl> |
| </li> |
| </ul> |
| <a name="getSupportLowerBound()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getSupportLowerBound</h4> |
| <pre>public double getSupportLowerBound()</pre> |
| <div class="block">Access the lower bound of the support. This method must return the same |
| value as <code>inverseCumulativeProbability(0)</code>. In other words, this |
| method must return |
| <p><code>inf {x in R | P(X <= x) > 0}</code>.</p> |
| |
| The lower bound of the support is always 0 no matter the parameters.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>lower bound of the support (always 0)</dd></dl> |
| </li> |
| </ul> |
| <a name="getSupportUpperBound()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getSupportUpperBound</h4> |
| <pre>public double getSupportUpperBound()</pre> |
| <div class="block">Access the upper bound of the support. This method must return the same |
| value as <code>inverseCumulativeProbability(1)</code>. In other words, this |
| method must return |
| <p><code>inf {x in R | P(X <= x) = 1}</code>.</p> |
| |
| The upper bound of the support is always positive infinity |
| no matter the parameters.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>upper bound of the support (always Double.POSITIVE_INFINITY)</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportLowerBoundInclusive()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isSupportLowerBoundInclusive</h4> |
| <pre>public boolean isSupportLowerBoundInclusive()</pre> |
| <div class="block">Whether or not the lower bound of support is in the domain of the density |
| function. Returns true iff <code>getSupporLowerBound()</code> is finite and |
| <code>density(getSupportLowerBound())</code> returns a non-NaN, non-infinite |
| value.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>true if the lower bound of support is finite and the density |
| function returns a non-NaN, non-infinite value there</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportUpperBoundInclusive()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isSupportUpperBoundInclusive</h4> |
| <pre>public boolean isSupportUpperBoundInclusive()</pre> |
| <div class="block">Whether or not the upper bound of support is in the domain of the density |
| function. Returns true iff <code>getSupportUpperBound()</code> is finite and |
| <code>density(getSupportUpperBound())</code> returns a non-NaN, non-infinite |
| value.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>true if the upper bound of support is finite and the density |
| function returns a non-NaN, non-infinite value there</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportConnected()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isSupportConnected</h4> |
| <pre>public boolean isSupportConnected()</pre> |
| <div class="block">Use this method to get information about whether the support is connected, |
| i.e. whether all values between the lower and upper bound of the support |
| are included in the support. |
| |
| The support of this distribution is connected.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd><code>true</code></dd></dl> |
| </li> |
| </ul> |
| <a name="sample()"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>sample</h4> |
| <pre>public double sample()</pre> |
| <div class="block"><p>This implementation uses the following algorithms: </p> |
| |
| <p>For 0 < shape < 1: <br/> |
| Ahrens, J. H. and Dieter, U., <i>Computer methods for |
| sampling from gamma, beta, Poisson and binomial distributions.</i> |
| Computing, 12, 223-246, 1974.</p> |
| |
| <p>For shape >= 1: <br/> |
| Marsaglia and Tsang, <i>A Simple Method for Generating |
| Gamma Variables.</i> ACM Transactions on Mathematical Software, |
| Volume 26 Issue 3, September, 2000.</p></div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#sample()">sample</a></code> in interface <code><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html" title="interface in org.apache.commons.math3.distribution">RealDistribution</a></code></dd> |
| <dt><strong>Overrides:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#sample()">sample</a></code> in class <code><a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html" title="class in org.apache.commons.math3.distribution">AbstractRealDistribution</a></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>random value sampled from the Gamma(shape, scale) distribution</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </div> |
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