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| <div class="subTitle">org.apache.commons.math3.random</div> |
| <h2 title="Class EmpiricalDistribution" class="title">Class EmpiricalDistribution</h2> |
| </div> |
| <div class="contentContainer"> |
| <ul class="inheritance"> |
| <li><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li> |
| <li> |
| <ul class="inheritance"> |
| <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.random.EmpiricalDistribution</li> |
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| <dd><a href="http://docs.oracle.com/javase/6/docs/api/java/io/Serializable.html?is-external=true" title="class or interface in java.io">Serializable</a>, <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html" title="interface in org.apache.commons.math3.distribution">RealDistribution</a></dd> |
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| <hr> |
| <br> |
| <pre>public class <span class="strong">EmpiricalDistribution</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"><p>Represents an <a href="http://http://en.wikipedia.org/wiki/Empirical_distribution_function"> |
| empirical probability distribution</a> -- a probability distribution derived |
| from observed data without making any assumptions about the functional form |
| of the population distribution that the data come from.</p> |
| |
| <p>An <code>EmpiricalDistribution</code> maintains data structures, called |
| <i>distribution digests</i>, that describe empirical distributions and |
| support the following operations: <ul> |
| <li>loading the distribution from a file of observed data values</li> |
| <li>dividing the input data into "bin ranges" and reporting bin frequency |
| counts (data for histogram)</li> |
| <li>reporting univariate statistics describing the full set of data values |
| as well as the observations within each bin</li> |
| <li>generating random values from the distribution</li> |
| </ul> |
| Applications can use <code>EmpiricalDistribution</code> to build grouped |
| frequency histograms representing the input data or to generate random values |
| "like" those in the input file -- i.e., the values generated will follow the |
| distribution of the values in the file.</p> |
| |
| <p>The implementation uses what amounts to the |
| <a href="http://nedwww.ipac.caltech.edu/level5/March02/Silverman/Silver2_6.html"> |
| Variable Kernel Method</a> with Gaussian smoothing:<p> |
| <strong>Digesting the input file</strong> |
| <ol><li>Pass the file once to compute min and max.</li> |
| <li>Divide the range from min-max into <code>binCount</code> "bins."</li> |
| <li>Pass the data file again, computing bin counts and univariate |
| statistics (mean, std dev.) for each of the bins </li> |
| <li>Divide the interval (0,1) into subintervals associated with the bins, |
| with the length of a bin's subinterval proportional to its count.</li></ol> |
| <strong>Generating random values from the distribution</strong><ol> |
| <li>Generate a uniformly distributed value in (0,1) </li> |
| <li>Select the subinterval to which the value belongs. |
| <li>Generate a random Gaussian value with mean = mean of the associated |
| bin and std dev = std dev of associated bin.</li></ol></p> |
| |
| <p>EmpiricalDistribution implements the <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html" title="interface in org.apache.commons.math3.distribution"><code>RealDistribution</code></a> interface |
| as follows. Given x within the range of values in the dataset, let B |
| be the bin containing x and let K be the within-bin kernel for B. Let P(B-) |
| be the sum of the probabilities of the bins below B and let K(B) be the |
| mass of B under K (i.e., the integral of the kernel density over B). Then |
| set P(X < x) = P(B-) + P(B) * K(x) / K(B) where K(x) is the kernel distribution |
| evaluated at x. This results in a cdf that matches the grouped frequency |
| distribution at the bin endpoints and interpolates within bins using |
| within-bin kernels.</p> |
| |
| <strong>USAGE NOTES:</strong><ul> |
| <li>The <code>binCount</code> is set by default to 1000. A good rule of thumb |
| is to set the bin count to approximately the length of the input file divided |
| by 10. </li> |
| <li>The input file <i>must</i> be a plain text file containing one valid numeric |
| entry per line.</li> |
| </ul></p></div> |
| <dl><dt><span class="strong">Version:</span></dt> |
| <dd>$Id: EmpiricalDistribution.java 1587494 2014-04-15 10:02:54Z erans $</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../serialized-form.html#org.apache.commons.math3.random.EmpiricalDistribution">Serialized Form</a></dd></dl> |
| </li> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
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| <tr class="altColor"> |
| <td class="colFirst"><code>static int</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#DEFAULT_BIN_COUNT">DEFAULT_BIN_COUNT</a></strong></code> |
| <div class="block">Default bin count</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../org/apache/commons/math3/random/RandomDataGenerator.html" title="class in org.apache.commons.math3.random">RandomDataGenerator</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#randomData">randomData</a></strong></code> |
| <div class="block">RandomDataGenerator instance to use in repeated calls to getNext()</div> |
| </td> |
| </tr> |
| </table> |
| <ul class="blockList"> |
| <li class="blockList"><a name="fields_inherited_from_class_org.apache.commons.math3.distribution.AbstractRealDistribution"> |
| <!-- --> |
| </a> |
| <h3>Fields 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#random">random</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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| <h3>Constructor Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> |
| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colOne" scope="col">Constructor and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution()">EmpiricalDistribution</a></strong>()</code> |
| <div class="block">Creates a new EmpiricalDistribution with the default bin count.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(int)">EmpiricalDistribution</a></strong>(int binCount)</code> |
| <div class="block">Creates a new EmpiricalDistribution with the specified bin count.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(int, org.apache.commons.math3.random.RandomDataImpl)">EmpiricalDistribution</a></strong>(int binCount, |
| <a href="../../../../../org/apache/commons/math3/random/RandomDataImpl.html" title="class in org.apache.commons.math3.random">RandomDataImpl</a> randomData)</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>As of 3.1. Please use <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(int, org.apache.commons.math3.random.RandomGenerator)"><code>EmpiricalDistribution(int,RandomGenerator)</code></a> instead.</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(int, org.apache.commons.math3.random.RandomGenerator)">EmpiricalDistribution</a></strong>(int binCount, |
| <a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> generator)</code> |
| <div class="block">Creates a new EmpiricalDistribution with the specified bin count using the |
| provided <a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random"><code>RandomGenerator</code></a> as the source of random data.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(org.apache.commons.math3.random.RandomDataImpl)">EmpiricalDistribution</a></strong>(<a href="../../../../../org/apache/commons/math3/random/RandomDataImpl.html" title="class in org.apache.commons.math3.random">RandomDataImpl</a> randomData)</code> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>As of 3.1. Please use <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(org.apache.commons.math3.random.RandomGenerator)"><code>EmpiricalDistribution(RandomGenerator)</code></a> instead.</i></div> |
| </div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(org.apache.commons.math3.random.RandomGenerator)">EmpiricalDistribution</a></strong>(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> generator)</code> |
| <div class="block">Creates a new EmpiricalDistribution with default bin count using the |
| provided <a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random"><code>RandomGenerator</code></a> as the source of random data.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
| <!-- ========== METHOD SUMMARY =========== --> |
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| </a> |
| <h3>Method Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <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/random/EmpiricalDistribution.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/random/EmpiricalDistribution.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>int</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getBinCount()">getBinCount</a></strong>()</code> |
| <div class="block">Returns the number of bins.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a><<a href="../../../../../org/apache/commons/math3/stat/descriptive/SummaryStatistics.html" title="class in org.apache.commons.math3.stat.descriptive">SummaryStatistics</a>></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getBinStats()">getBinStats</a></strong>()</code> |
| <div class="block">Returns a List of <a href="../../../../../org/apache/commons/math3/stat/descriptive/SummaryStatistics.html" title="class in org.apache.commons.math3.stat.descriptive"><code>SummaryStatistics</code></a> instances containing |
| statistics describing the values in each of the bins.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getGeneratorUpperBounds()">getGeneratorUpperBounds</a></strong>()</code> |
| <div class="block">Returns a fresh copy of the array of upper bounds of the subintervals |
| of [0,1] used in generating data from the empirical distribution.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html" title="interface in org.apache.commons.math3.distribution">RealDistribution</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getKernel(org.apache.commons.math3.stat.descriptive.SummaryStatistics)">getKernel</a></strong>(<a href="../../../../../org/apache/commons/math3/stat/descriptive/SummaryStatistics.html" title="class in org.apache.commons.math3.stat.descriptive">SummaryStatistics</a> bStats)</code> |
| <div class="block">The within-bin smoothing kernel.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getNextValue()">getNextValue</a></strong>()</code> |
| <div class="block">Generates a random value from 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/random/EmpiricalDistribution.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="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.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="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/stat/descriptive/StatisticalSummary.html" title="interface in org.apache.commons.math3.stat.descriptive">StatisticalSummary</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getSampleStats()">getSampleStats</a></strong>()</code> |
| <div class="block">Returns a <a href="../../../../../org/apache/commons/math3/stat/descriptive/StatisticalSummary.html" title="interface in org.apache.commons.math3.stat.descriptive"><code>StatisticalSummary</code></a> describing 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/random/EmpiricalDistribution.html#getSupportLowerBound()">getSupportLowerBound</a></strong>()</code> |
| <div class="block">Access the lower bound of the support.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getSupportUpperBound()">getSupportUpperBound</a></strong>()</code> |
| <div class="block">Access the upper 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/random/EmpiricalDistribution.html#getUpperBounds()">getUpperBounds</a></strong>()</code> |
| <div class="block">Returns a fresh copy of the array of upper bounds for the bins.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#inverseCumulativeProbability(double)">inverseCumulativeProbability</a></strong>(double p)</code> |
| <div class="block">Computes the quantile function of this distribution.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#isLoaded()">isLoaded</a></strong>()</code> |
| <div class="block">Property indicating whether or not the distribution has been loaded.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>boolean</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.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/random/EmpiricalDistribution.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/random/EmpiricalDistribution.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>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#load(double[])">load</a></strong>(double[] in)</code> |
| <div class="block">Computes the empirical distribution from the provided |
| array of numbers.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#load(java.io.File)">load</a></strong>(<a href="http://docs.oracle.com/javase/6/docs/api/java/io/File.html?is-external=true" title="class or interface in java.io">File</a> file)</code> |
| <div class="block">Computes the empirical distribution from the input file.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#load(java.net.URL)">load</a></strong>(<a href="http://docs.oracle.com/javase/6/docs/api/java/net/URL.html?is-external=true" title="class or interface in java.net">URL</a> url)</code> |
| <div class="block">Computes the empirical distribution using data read from a URL.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#probability(double)">probability</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="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#reSeed(long)">reSeed</a></strong>(long seed)</code> |
| <div class="block">Reseeds the random number generator used by <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getNextValue()"><code>getNextValue()</code></a>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#reseedRandomGenerator(long)">reseedRandomGenerator</a></strong>(long seed)</code> |
| <div class="block">Reseed the random generator used to generate samples.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#sample()">sample</a></strong>()</code> |
| <div class="block">Generate a random value sampled from this distribution.</div> |
| </td> |
| </tr> |
| </table> |
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| <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#getSolverAbsoluteAccuracy()">getSolverAbsoluteAccuracy</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#logDensity(double)">logDensity</a>, <a href="../../../../../org/apache/commons/math3/distribution/AbstractRealDistribution.html#probability(double, double)">probability</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> |
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| <h4>DEFAULT_BIN_COUNT</h4> |
| <pre>public static final int DEFAULT_BIN_COUNT</pre> |
| <div class="block">Default bin count</div> |
| <dl><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../constant-values.html#org.apache.commons.math3.random.EmpiricalDistribution.DEFAULT_BIN_COUNT">Constant Field Values</a></dd></dl> |
| </li> |
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| <a name="randomData"> |
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| <h4>randomData</h4> |
| <pre>protected final <a href="../../../../../org/apache/commons/math3/random/RandomDataGenerator.html" title="class in org.apache.commons.math3.random">RandomDataGenerator</a> randomData</pre> |
| <div class="block">RandomDataGenerator instance to use in repeated calls to getNext()</div> |
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| <h4>EmpiricalDistribution</h4> |
| <pre>public EmpiricalDistribution()</pre> |
| <div class="block">Creates a new EmpiricalDistribution with the default bin count.</div> |
| </li> |
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| <a name="EmpiricalDistribution(int)"> |
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| <pre>public EmpiricalDistribution(int binCount)</pre> |
| <div class="block">Creates a new EmpiricalDistribution with the specified bin count.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>binCount</code> - number of bins</dd></dl> |
| </li> |
| </ul> |
| <a name="EmpiricalDistribution(int, org.apache.commons.math3.random.RandomGenerator)"> |
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| <h4>EmpiricalDistribution</h4> |
| <pre>public EmpiricalDistribution(int binCount, |
| <a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> generator)</pre> |
| <div class="block">Creates a new EmpiricalDistribution with the specified bin count using the |
| provided <a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random"><code>RandomGenerator</code></a> as the source of random data.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>binCount</code> - number of bins</dd><dd><code>generator</code> - random data generator (may be null, resulting in default JDK generator)</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd></dl> |
| </li> |
| </ul> |
| <a name="EmpiricalDistribution(org.apache.commons.math3.random.RandomGenerator)"> |
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| <h4>EmpiricalDistribution</h4> |
| <pre>public EmpiricalDistribution(<a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> generator)</pre> |
| <div class="block">Creates a new EmpiricalDistribution with default bin count using the |
| provided <a href="../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random"><code>RandomGenerator</code></a> as the source of random data.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>generator</code> - random data generator (may be null, resulting in default JDK generator)</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd></dl> |
| </li> |
| </ul> |
| <a name="EmpiricalDistribution(int, org.apache.commons.math3.random.RandomDataImpl)"> |
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| <h4>EmpiricalDistribution</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 EmpiricalDistribution(int binCount, |
| <a href="../../../../../org/apache/commons/math3/random/RandomDataImpl.html" title="class in org.apache.commons.math3.random">RandomDataImpl</a> randomData)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>As of 3.1. Please use <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(int, org.apache.commons.math3.random.RandomGenerator)"><code>EmpiricalDistribution(int,RandomGenerator)</code></a> instead.</i></div> |
| <div class="block">Creates a new EmpiricalDistribution with the specified bin count using the |
| provided <a href="../../../../../org/apache/commons/math3/random/RandomDataImpl.html" title="class in org.apache.commons.math3.random"><code>RandomDataImpl</code></a> instance as the source of random data.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>binCount</code> - number of bins</dd><dd><code>randomData</code> - random data generator (may be null, resulting in default JDK generator)</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd></dl> |
| </li> |
| </ul> |
| <a name="EmpiricalDistribution(org.apache.commons.math3.random.RandomDataImpl)"> |
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| <h4>EmpiricalDistribution</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 EmpiricalDistribution(<a href="../../../../../org/apache/commons/math3/random/RandomDataImpl.html" title="class in org.apache.commons.math3.random">RandomDataImpl</a> randomData)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> <i>As of 3.1. Please use <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#EmpiricalDistribution(org.apache.commons.math3.random.RandomGenerator)"><code>EmpiricalDistribution(RandomGenerator)</code></a> instead.</i></div> |
| <div class="block">Creates a new EmpiricalDistribution with default bin count using the |
| provided <a href="../../../../../org/apache/commons/math3/random/RandomDataImpl.html" title="class in org.apache.commons.math3.random"><code>RandomDataImpl</code></a> as the source of random data.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>randomData</code> - random data generator (may be null, resulting in default JDK generator)</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd></dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ============ METHOD DETAIL ========== --> |
| <ul class="blockList"> |
| <li class="blockList"><a name="method_detail"> |
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| </a> |
| <h3>Method Detail</h3> |
| <a name="load(double[])"> |
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| <h4>load</h4> |
| <pre>public void load(double[] in) |
| throws <a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></pre> |
| <div class="block">Computes the empirical distribution from the provided |
| array of numbers.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>in</code> - the input data array</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if in is null</dd></dl> |
| </li> |
| </ul> |
| <a name="load(java.net.URL)"> |
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| </a> |
| <ul class="blockList"> |
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| <h4>load</h4> |
| <pre>public void load(<a href="http://docs.oracle.com/javase/6/docs/api/java/net/URL.html?is-external=true" title="class or interface in java.net">URL</a> url) |
| throws <a href="http://docs.oracle.com/javase/6/docs/api/java/io/IOException.html?is-external=true" title="class or interface in java.io">IOException</a>, |
| <a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a>, |
| <a href="../../../../../org/apache/commons/math3/exception/ZeroException.html" title="class in org.apache.commons.math3.exception">ZeroException</a></pre> |
| <div class="block">Computes the empirical distribution using data read from a URL. |
| |
| <p>The input file <i>must</i> be an ASCII text file containing one |
| valid numeric entry per line.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>url</code> - url of the input file</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/6/docs/api/java/io/IOException.html?is-external=true" title="class or interface in java.io">IOException</a></code> - if an IO error occurs</dd> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if url is null</dd> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/ZeroException.html" title="class in org.apache.commons.math3.exception">ZeroException</a></code> - if URL contains no data</dd></dl> |
| </li> |
| </ul> |
| <a name="load(java.io.File)"> |
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| </a> |
| <ul class="blockList"> |
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| <h4>load</h4> |
| <pre>public void load(<a href="http://docs.oracle.com/javase/6/docs/api/java/io/File.html?is-external=true" title="class or interface in java.io">File</a> file) |
| throws <a href="http://docs.oracle.com/javase/6/docs/api/java/io/IOException.html?is-external=true" title="class or interface in java.io">IOException</a>, |
| <a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></pre> |
| <div class="block">Computes the empirical distribution from the input file. |
| |
| <p>The input file <i>must</i> be an ASCII text file containing one |
| valid numeric entry per line.</p></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>file</code> - the input file</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/6/docs/api/java/io/IOException.html?is-external=true" title="class or interface in java.io">IOException</a></code> - if an IO error occurs</dd> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/NullArgumentException.html" title="class in org.apache.commons.math3.exception">NullArgumentException</a></code> - if file is null</dd></dl> |
| </li> |
| </ul> |
| <a name="getNextValue()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getNextValue</h4> |
| <pre>public double getNextValue() |
| throws <a href="../../../../../org/apache/commons/math3/exception/MathIllegalStateException.html" title="class in org.apache.commons.math3.exception">MathIllegalStateException</a></pre> |
| <div class="block">Generates a random value from this distribution. |
| <strong>Preconditions:</strong><ul> |
| <li>the distribution must be loaded before invoking this method</li></ul></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the random value.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/MathIllegalStateException.html" title="class in org.apache.commons.math3.exception">MathIllegalStateException</a></code> - if the distribution has not been loaded</dd></dl> |
| </li> |
| </ul> |
| <a name="getSampleStats()"> |
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| </a> |
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| <h4>getSampleStats</h4> |
| <pre>public <a href="../../../../../org/apache/commons/math3/stat/descriptive/StatisticalSummary.html" title="interface in org.apache.commons.math3.stat.descriptive">StatisticalSummary</a> getSampleStats()</pre> |
| <div class="block">Returns a <a href="../../../../../org/apache/commons/math3/stat/descriptive/StatisticalSummary.html" title="interface in org.apache.commons.math3.stat.descriptive"><code>StatisticalSummary</code></a> describing this distribution. |
| <strong>Preconditions:</strong><ul> |
| <li>the distribution must be loaded before invoking this method</li></ul></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the sample statistics</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/IllegalStateException.html?is-external=true" title="class or interface in java.lang">IllegalStateException</a></code> - if the distribution has not been loaded</dd></dl> |
| </li> |
| </ul> |
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| <h4>getBinCount</h4> |
| <pre>public int getBinCount()</pre> |
| <div class="block">Returns the number of bins.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the number of bins.</dd></dl> |
| </li> |
| </ul> |
| <a name="getBinStats()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getBinStats</h4> |
| <pre>public <a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a><<a href="../../../../../org/apache/commons/math3/stat/descriptive/SummaryStatistics.html" title="class in org.apache.commons.math3.stat.descriptive">SummaryStatistics</a>> getBinStats()</pre> |
| <div class="block">Returns a List of <a href="../../../../../org/apache/commons/math3/stat/descriptive/SummaryStatistics.html" title="class in org.apache.commons.math3.stat.descriptive"><code>SummaryStatistics</code></a> instances containing |
| statistics describing the values in each of the bins. The list is |
| indexed on the bin number.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>List of bin statistics.</dd></dl> |
| </li> |
| </ul> |
| <a name="getUpperBounds()"> |
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| </a> |
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| <li class="blockList"> |
| <h4>getUpperBounds</h4> |
| <pre>public double[] getUpperBounds()</pre> |
| <div class="block"><p>Returns a fresh copy of the array of upper bounds for the bins. |
| Bins are: <br/> |
| [min,upperBounds[0]],(upperBounds[0],upperBounds[1]],..., |
| (upperBounds[binCount-2], upperBounds[binCount-1] = max].</p> |
| |
| <p>Note: In versions 1.0-2.0 of commons-math, this method |
| incorrectly returned the array of probability generator upper |
| bounds now returned by <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getGeneratorUpperBounds()"><code>getGeneratorUpperBounds()</code></a>.</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>array of bin upper bounds</dd><dt><span class="strong">Since:</span></dt> |
| <dd>2.1</dd></dl> |
| </li> |
| </ul> |
| <a name="getGeneratorUpperBounds()"> |
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| </a> |
| <ul class="blockList"> |
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| <h4>getGeneratorUpperBounds</h4> |
| <pre>public double[] getGeneratorUpperBounds()</pre> |
| <div class="block"><p>Returns a fresh copy of the array of upper bounds of the subintervals |
| of [0,1] used in generating data from the empirical distribution. |
| Subintervals correspond to bins with lengths proportional to bin counts.</p> |
| |
| <strong>Preconditions:</strong><ul> |
| <li>the distribution must be loaded before invoking this method</li></ul> |
| |
| <p>In versions 1.0-2.0 of commons-math, this array was (incorrectly) returned |
| by <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getUpperBounds()"><code>getUpperBounds()</code></a>.</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>array of upper bounds of subintervals used in data generation</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/NullPointerException.html?is-external=true" title="class or interface in java.lang">NullPointerException</a></code> - unless a <code>load</code> method has been |
| called beforehand.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>2.1</dd></dl> |
| </li> |
| </ul> |
| <a name="isLoaded()"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>isLoaded</h4> |
| <pre>public boolean isLoaded()</pre> |
| <div class="block">Property indicating whether or not the distribution has been loaded.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>true if the distribution has been loaded</dd></dl> |
| </li> |
| </ul> |
| <a name="reSeed(long)"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>reSeed</h4> |
| <pre>public void reSeed(long seed)</pre> |
| <div class="block">Reseeds the random number generator used by <a href="../../../../../org/apache/commons/math3/random/EmpiricalDistribution.html#getNextValue()"><code>getNextValue()</code></a>.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>seed</code> - random generator seed</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd></dl> |
| </li> |
| </ul> |
| <a name="probability(double)"> |
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| </a> |
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| <h4>probability</h4> |
| <pre>public double probability(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 probability mass function (PMF) |
| for the distribution.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#probability(double)">probability</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#probability(double)">probability</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 PMF is evaluated</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>zero.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="density(double)"> |
| <!-- --> |
| </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. |
| |
| <p>Returns the kernel density normalized so that its integral over each bin |
| equals the bin mass.</p> |
| |
| <p>Algorithm description: <ol> |
| <li>Find the bin B that x belongs to.</li> |
| <li>Compute K(B) = the mass of B with respect to the within-bin kernel (i.e., the |
| integral of the kernel density over B).</li> |
| <li>Return k(x) * P(B) / K(B), where k is the within-bin kernel density |
| and P(B) is the mass of B.</li></ol></p></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><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</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. |
| |
| <p>Algorithm description:<ol> |
| <li>Find the bin B that x belongs to.</li> |
| <li>Compute P(B) = the mass of B and P(B-) = the combined mass of the bins below B.</li> |
| <li>Compute K(B) = the probability mass of B with respect to the within-bin kernel |
| and K(B-) = the kernel distribution evaluated at the lower endpoint of B</li> |
| <li>Return P(B-) + P(B) * [K(x) - K(B-)] / K(B) where |
| K(x) is the within-bin kernel distribution function evaluated at x.</li></ol></p></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><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="inverseCumulativeProbability(double)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>inverseCumulativeProbability</h4> |
| <pre>public double inverseCumulativeProbability(double p) |
| throws <a href="../../../../../org/apache/commons/math3/exception/OutOfRangeException.html" title="class in org.apache.commons.math3.exception">OutOfRangeException</a></pre> |
| <div class="block">Computes the quantile function of this distribution. For a random |
| variable <code>X</code> distributed according to this distribution, the |
| returned value is |
| <ul> |
| <li><code>inf{x in R | P(X<=x) >= p}</code> for <code>0 < p <= 1</code>,</li> |
| <li><code>inf{x in R | P(X<=x) > 0}</code> for <code>p = 0</code>.</li> |
| </ul> |
| |
| The default implementation returns |
| <ul> |
| <li><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#getSupportLowerBound()"><code>RealDistribution.getSupportLowerBound()</code></a> for <code>p = 0</code>,</li> |
| <li><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#getSupportUpperBound()"><code>RealDistribution.getSupportUpperBound()</code></a> for <code>p = 1</code>.</li> |
| </ul> |
| |
| <p>Algorithm description:<ol> |
| <li>Find the smallest i such that the sum of the masses of the bins |
| through i is at least p.</li> |
| <li> |
| Let K be the within-bin kernel distribution for bin i.</br> |
| Let K(B) be the mass of B under K. <br/> |
| Let K(B-) be K evaluated at the lower endpoint of B (the combined |
| mass of the bins below B under K).<br/> |
| Let P(B) be the probability of bin i.<br/> |
| Let P(B-) be the sum of the bin masses below bin i. <br/> |
| Let pCrit = p - P(B-)<br/> |
| <li>Return the inverse of K evaluated at <br/> |
| K(B-) + pCrit * K(B) / P(B) </li> |
| </ol></p></div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#inverseCumulativeProbability(double)">inverseCumulativeProbability</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#inverseCumulativeProbability(double)">inverseCumulativeProbability</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>p</code> - the cumulative probability</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the smallest <code>p</code>-quantile of this distribution |
| (largest 0-quantile for <code>p = 0</code>)</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/exception/OutOfRangeException.html" title="class in org.apache.commons.math3.exception">OutOfRangeException</a></code> - if <code>p < 0</code> or <code>p > 1</code></dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</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.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the mean or <code>Double.NaN</code> if it is not defined</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</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.</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><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="getSupportLowerBound()"> |
| <!-- --> |
| </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></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>lower bound of the support (might be |
| <code>Double.NEGATIVE_INFINITY</code>)</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</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></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>upper bound of the support (might be |
| <code>Double.POSITIVE_INFINITY</code>)</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</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><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="isSupportUpperBoundInclusive()"> |
| <!-- --> |
| </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><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</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.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>whether the support is connected or not</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="sample()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>sample</h4> |
| <pre>public double sample()</pre> |
| <div class="block">Generate a random value sampled from this distribution. |
| |
| The default implementation uses the |
| <a href="http://en.wikipedia.org/wiki/Inverse_transform_sampling"> |
| inversion method. |
| </a></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>a random value.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="reseedRandomGenerator(long)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>reseedRandomGenerator</h4> |
| <pre>public void reseedRandomGenerator(long seed)</pre> |
| <div class="block">Reseed the random generator used to generate samples.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html#reseedRandomGenerator(long)">reseedRandomGenerator</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#reseedRandomGenerator(long)">reseedRandomGenerator</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>seed</code> - the new seed</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
| </ul> |
| <a name="getKernel(org.apache.commons.math3.stat.descriptive.SummaryStatistics)"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>getKernel</h4> |
| <pre>protected <a href="../../../../../org/apache/commons/math3/distribution/RealDistribution.html" title="interface in org.apache.commons.math3.distribution">RealDistribution</a> getKernel(<a href="../../../../../org/apache/commons/math3/stat/descriptive/SummaryStatistics.html" title="class in org.apache.commons.math3.stat.descriptive">SummaryStatistics</a> bStats)</pre> |
| <div class="block">The within-bin smoothing kernel.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>bStats</code> - summary statistics for the bin</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>within-bin kernel parameterized by bStats</dd></dl> |
| </li> |
| </ul> |
| </li> |
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