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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.ExponentialDistributionImpl
public class ExponentialDistributionImpl
The default implementation of ExponentialDistribution.
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
| Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
|---|
randomData |
| Constructor Summary | |
|---|---|
ExponentialDistributionImpl(double mean)
Create a exponential distribution with the given mean. |
|
ExponentialDistributionImpl(double mean,
double inverseCumAccuracy)
Create a exponential distribution with the given mean. |
|
| Method Summary | |
|---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(double x)
Return the probability density for a particular point. |
double |
density(Double x)
Deprecated. - use density(double) |
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 |
getMean()
Access the mean. |
double |
getNumericalMean()
Returns the mean of the distribution. |
double |
getNumericalVariance()
Returns the variance of the distribution. |
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 the distribution. |
double |
getSupportUpperBound()
Returns the upper bound of the support for the distribution. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
double |
sample()
Generates a random value sampled from this distribution. |
void |
setMean(double mean)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
| Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
|---|
reseedRandomGenerator, sample |
| Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
|---|
cumulativeProbability |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math.distribution.Distribution |
|---|
cumulativeProbability |
| Field Detail |
|---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
| Constructor Detail |
|---|
public ExponentialDistributionImpl(double mean)
mean - mean of this distribution.
public ExponentialDistributionImpl(double mean,
double inverseCumAccuracy)
mean - mean of this distribution.inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)| Method Detail |
|---|
@Deprecated public void setMean(double mean)
setMean in interface ExponentialDistributionmean - the new mean.
IllegalArgumentException - if mean is not positive.public double getMean()
getMean in interface ExponentialDistribution@Deprecated public double density(Double x)
density in interface ExponentialDistributiondensity in interface HasDensity<Double>x - The point at which the density should be computed.
public double density(double x)
density in class AbstractContinuousDistributionx - The point at which the density should be computed.
public double cumulativeProbability(double x)
throws MathException
cumulativeProbability in interface Distributionx - the value at which the CDF is evaluated.
MathException - if the cumulative probability can not be
computed due to convergence or other numerical errors.
public double inverseCumulativeProbability(double p)
throws MathException
p.
Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.
inverseCumulativeProbability in interface ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - the desired probability
p
MathException - if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException - if p < 0 or p > 1.
public double sample()
throws MathException
Algorithm Description: Uses the Inversion Method to generate exponentially distributed random values from uniform deviates.
sample in class AbstractContinuousDistributionMathException - if an error occurs generating the random valueprotected double getDomainLowerBound(double p)
p, used to
bracket a CDF root.
getDomainLowerBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getDomainUpperBound(double p)
p, used to
bracket a CDF root.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getInitialDomain(double p)
p, used to
bracket a CDF root.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractContinuousDistributionpublic double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalMean()
k, the mean is
k
public double getNumericalVariance()
k, the variance is
k^2
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