public class CauchyDistributionImpl extends AbstractContinuousDistribution implements CauchyDistribution, Serializable
CauchyDistribution
.Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy
|
private double |
median
The median of this distribution.
|
private double |
scale
The scale of this distribution.
|
private static long |
serialVersionUID
Serializable version identifier
|
private double |
solverAbsoluteAccuracy
Inverse cumulative probability accuracy
|
randomData
Constructor and Description |
---|
CauchyDistributionImpl()
Creates cauchy distribution with the medain equal to zero and scale
equal to one.
|
CauchyDistributionImpl(double median,
double s)
Create a cauchy distribution using the given median and scale.
|
CauchyDistributionImpl(double median,
double s,
double inverseCumAccuracy)
Create a cauchy distribution using the given median and scale.
|
Modifier and Type | Method and Description |
---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X <
x ). |
double |
density(double x)
Returns the probability density for a particular point.
|
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on
p , used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on
p , used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on
p , used to
bracket a CDF root. |
double |
getMedian()
Access the median.
|
double |
getNumericalMean()
Returns the mean.
|
double |
getNumericalVariance()
Returns the variance.
|
double |
getScale()
Access the scale parameter.
|
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate
inverse cumulative probabilities.
|
double |
getSupportLowerBound()
Returns the lower bound of the support for this distribution.
|
double |
getSupportUpperBound()
Returns the upper bound of the support for this distribution.
|
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such
that P(X < x) =
p . |
void |
setMedian(double median)
Deprecated.
as of 2.1 (class will become immutable in 3.0)
|
private void |
setMedianInternal(double newMedian)
Modify the median.
|
void |
setScale(double s)
Deprecated.
as of 2.1 (class will become immutable in 3.0)
|
private void |
setScaleInternal(double s)
Modify the scale parameter.
|
reseedRandomGenerator, sample, sample
cumulativeProbability
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
cumulativeProbability
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
private static final long serialVersionUID
private double median
private double scale
private final double solverAbsoluteAccuracy
public CauchyDistributionImpl()
public CauchyDistributionImpl(double median, double s)
median
- median for this distributions
- scale parameter for this distributionpublic CauchyDistributionImpl(double median, double s, double inverseCumAccuracy)
median
- median for this distributions
- scale parameter for this distributioninverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)public double cumulativeProbability(double x)
x
).cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.x
.public double getMedian()
getMedian
in interface CauchyDistribution
public double getScale()
getScale
in interface CauchyDistribution
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.public double inverseCumulativeProbability(double p)
p
.
Returns Double.NEGATIVE_INFINITY
for p=0 and
Double.POSITIVE_INFINITY
for p=1.
inverseCumulativeProbability
in interface ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- the desired probabilityp
IllegalArgumentException
- if p
is not a valid
probability.@Deprecated public void setMedian(double median)
setMedian
in interface CauchyDistribution
median
- for this distributionprivate void setMedianInternal(double newMedian)
newMedian
- for this distribution@Deprecated public void setScale(double s)
setScale
in interface CauchyDistribution
s
- scale parameter for this distributionIllegalArgumentException
- if sd
is not positive.private void setScaleInternal(double s)
s
- scale parameter for this distributionIllegalArgumentException
- if sd
is not positive.protected double getDomainLowerBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.getDomainLowerBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical valuep
protected double getDomainUpperBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.getDomainUpperBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical valuep
protected double getInitialDomain(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.getInitialDomain
in class AbstractContinuousDistribution
p
- the desired probability for the critical valueprotected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractContinuousDistribution
public double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalMean()
public double getNumericalVariance()
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