Package jsl.utilities.distributions

Class DEmpiricalCDF

java.lang.Object

jsl.utilities.distributions.Distribution

jsl.utilities.distributions.DEmpiricalCDF

All Implemented Interfaces:

ControllableIfc, CDFIfc, DiscreteDistributionIfc, DistributionFunctionIfc, DistributionIfc, InverseCDFIfc, MeanIfc, PMFIfc, VarianceIfc, GetNameIfc, IdentityIfc, NewInstanceIfc, ParametersIfc, GetRVariableIfc

public class DEmpiricalCDF
extends Distribution
implements DiscreteDistributionIfc, GetRVariableIfc

Provides a representation for a discrete distribution with arbitrary values and assigned probabilities to each value. Allows the specification of the distribution via a pair of arrays containing the values = {v1, v2, ... , vn} and the cumulative probabilities cdf = {c1, c2, ... , 1.0} where if p1 is the probability associated with v1, p2 with v2, etc then c1 = p1, c2 = p1 + p2, c3 = p1 + p2 + p3, etc, with cn = 1.0 (the sum of all the probabilities). If cn is not 1.0, then an exception is thrown.

Nested Class Summary

Nested classes/interfaces inherited from class jsl.utilities.distributions.Distribution

Distribution.RandomControls

Field Summary

Fields inherited from class jsl.utilities.distributions.Distribution

myId, myName

Constructor Summary

Constructors

Constructor	Description
DEmpiricalCDF(double[] values, double[] cdf)
DEmpiricalCDF(double[] values, double[] cdf, java.lang.String name)	(v[0], cdf[0], ...) represent the value and the cumulative probability of that value.

Method Summary

Modifier and Type	Method	Description
double	cdf(double x)	Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function
double	getMean()	Returns the mean or expected value of a distribution
double[]	getParameters()	Gets the parameters for the distribution
RVariableIfc	getRandomVariable(RNStreamIfc rng)
double	getVariance()	Returns the variance of the distribution if defined
double	invCDF(double p)	Provides the inverse cumulative distribution function for the distribution
static void	main(java.lang.String[] args)
static double[]	makePairs(double[] cdf)	Assigns the probability associated with each cdf value to the integers starting at 0.
static double[]	makePairs(double[] values, double[] cdf)	Makes a pair array that can be used for the parameters of the DEmpiricalCDF distribution
static double[]	makePairs(int start, double[] cdf)	Assigns the probability associated with each cdf value to the integers starting at start.
DEmpiricalCDF	newInstance()	Returns a new instance
double	pmf(double x)	The probability mass function for this discrete distribution.
void	setParameters(double[] parameters)	Sets the parameters for the distribution.
static double[][]	splitPairs(double[] pairs)	This method takes in an Array of probability points (value, cumulative probability), Eg.
java.lang.String	toString()	Returns the pmf as a string.

Methods inherited from class jsl.utilities.distributions.Distribution

getControls, getId, getName, getStandardDeviation, inverseContinuousCDFViaBisection, inverseContinuousCDFViaBisection, inverseDiscreteCDFViaSearchUp, setControls, setId, setName

Methods inherited from class java.lang.Object

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

Methods inherited from interface jsl.utilities.distributions.CDFIfc

cdf, complementaryCDF

Methods inherited from interface jsl.utilities.random.rvariable.GetRVariableIfc

getRandomVariable, getRandomVariable

Constructor Detail

DEmpiricalCDF

public DEmpiricalCDF(double[] values,
                     double[] cdf)

Parameters:

values - an array of values that will be drawn from

cdf - a cdf corresponding to the values

DEmpiricalCDF

public DEmpiricalCDF(double[] values,
                     double[] cdf,
                     java.lang.String name)

(v[0], cdf[0], ...) represent the value and the cumulative probability of that value.

Parameters:

values - an array of values that will be drawn from

cdf - a cdf corresponding to the values

name - an optional name/label

Method Detail

makePairs

public static double[] makePairs(double[] cdf)

Assigns the probability associated with each cdf value to the integers starting at 0.

Parameters:

cdf - the probability array. must have valid probability elements and last element equal to 1. Every element must be greater than or equal to the previous element. That is, monotonically increasing.

Returns:

the pairs

makePairs

public static double[] makePairs(int start,
                                 double[] cdf)

Assigns the probability associated with each cdf value to the integers starting at start.

Parameters:

start - place to start assignment

cdf - the probability array. must have valid probability elements and last element equal to 1. Every element must be greater than or equal to the previous element. That is, monotonically increasing.

Returns:

the pairs

splitPairs

public static double[][] splitPairs(double[] pairs)

This method takes in an Array of probability points (value, cumulative probability), Eg. X[] = {v1, cp1, v2, cp2, ...}, as the input parameter and makes a 2D array of the value/prob pairs

Parameters:

pairs - An array holding the value, cumulative probability pairs.

makePairs

public static double[] makePairs(double[] values,
                                 double[] cdf)

Makes a pair array that can be used for the parameters of the DEmpiricalCDF distribution

Parameters:

values - an array of values that will be drawn from

cdf - a cdf corresponding to the values

Returns:

a properly configured array of pairs for the DEmpiricalCDF distribution

newInstance

public final DEmpiricalCDF newInstance()

Description copied from interface: NewInstanceIfc

Returns a new instance

Specified by:

newInstance in interface NewInstanceIfc

Specified by:

newInstance in class Distribution

Returns:

the new instance

cdf

public final double cdf(double x)

Description copied from interface: CDFIfc

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

Specified by:

cdf in interface CDFIfc

Parameters:

x - a double representing the upper limit

Returns:

a double representing the probability

getMean

public final double getMean()

Description copied from interface: MeanIfc

Returns the mean or expected value of a distribution

Specified by:

getMean in interface MeanIfc

Returns:

double the mean or expected value for the distribution

getVariance

public final double getVariance()

Description copied from interface: VarianceIfc

Returns the variance of the distribution if defined

Specified by:

getVariance in interface VarianceIfc

Returns:

double the variance of the random variable

pmf

public final double pmf(double x)

The probability mass function for this discrete distribution. Returns the same as pdf.

Specified by:

pmf in interface PMFIfc

Parameters:

x - The point to get the probability for

Returns:

The probability associated with x

toString

public java.lang.String toString()

Returns the pmf as a string.

Overrides:

toString in class Distribution

Returns:

A String of probability, value pairs.

invCDF

public double invCDF(double p)

Provides the inverse cumulative distribution function for the distribution

Specified by:

invCDF in interface InverseCDFIfc

Parameters:

p - The probability to be evaluated for the inverse, p must be [0,1] or an IllegalArgumentException is thrown

Returns:

The inverse cdf evaluated at p

setParameters

public final void setParameters(double[] parameters)

Sets the parameters for the distribution. Array of probability points (value, cumulative probability), Eg. X[] = [v1, cp1, v2, cp2, 7,0.5], as the input parameters.

Specified by:

setParameters in interface ParametersIfc

Parameters:

parameters - an array of doubles representing the parameters for the distribution

getParameters

public double[] getParameters()

Gets the parameters for the distribution

Specified by:

getParameters in interface ParametersIfc

Returns:

Returns an array of the parameters for the distribution

getRandomVariable

public final RVariableIfc getRandomVariable(RNStreamIfc rng)

Specified by:

getRandomVariable in interface GetRVariableIfc

Overrides:

getRandomVariable in class Distribution

Parameters:

rng - the stream to use

Returns:

a random variable

main

public static void main(java.lang.String[] args)