Package jsl.utilities.distributions

Class Distribution

java.lang.Object

jsl.utilities.distributions.Distribution

All Implemented Interfaces:

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

Direct Known Subclasses:

Bernoulli, Beta, Binomial, Constant, DEmpiricalCDF, DUniform, Exponential, Gamma, Geometric, LogLogistic, Lognormal, MTP, NegativeBinomial, Normal, PearsonType5, PearsonType6, Poisson, ShiftedDistribution, ShiftedGeometric, StudentT, Triangular, TruncatedDistribution, Uniform, Weibull

public abstract class Distribution
extends java.lang.Object
implements DistributionIfc, ControllableIfc, NewInstanceIfc

An Distribution provides a skeletal implementation for classes that must implement the DistributionIfc. This class is an abstract class. Subclasses must provide concrete implementations.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected class	Distribution.RandomControls

Field Summary

Fields

Modifier and Type	Field	Description
protected int	myId	The id of this object
protected java.lang.String	myName	Holds the name of the name of the object for the IdentityIfc

Constructor Summary

Constructors

Constructor	Description
Distribution()	Constructs a probability distribution
Distribution(java.lang.String name)	Constructs a probability distribution

Method Summary

Modifier and Type	Method	Description
Controls	getControls()	Returns a valid instance of Controls that can be used with this ControllableIfc or null
int	getId()
java.lang.String	getName()
RVariableIfc	getRandomVariable(RNStreamIfc rng)
double	getStandardDeviation()	Returns the standard deviation for the probability distribution as the square root of the variance if it exists
static double	inverseContinuousCDFViaBisection(ContinuousDistributionIfc cdf, double p, double ll, double ul)	Computes the inverse CDF by using the bisection method [ll,ul] must contain the desired value.
static double	inverseContinuousCDFViaBisection(ContinuousDistributionIfc cdf, double p, double ll, double ul, double initialX)	Computes the inverse CDF by using the bisection method [ll,ul] must contain the desired value [ll, ul] are defined on the domain of the CDF, i.e.
static double	inverseDiscreteCDFViaSearchUp(DiscreteDistributionIfc df, double p, int start)	Searches starting at the value start until the CDF > p "start" must be the smallest possible value for the range of the CDF as an integer.
abstract Distribution	newInstance()	Returns a new instance
void	setControls(Controls controls)	Takes in a valid instance of Controls for this class If controls is null or if it was not created by this class this method should throw an IllegalArgumentException
protected void	setId()
void	setName(java.lang.String str)	Sets the name
java.lang.String	toString()

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, cdf, complementaryCDF

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

getRandomVariable, getRandomVariable

Methods inherited from interface jsl.utilities.distributions.InverseCDFIfc

invCDF

Methods inherited from interface jsl.utilities.distributions.MeanIfc

getMean

Methods inherited from interface jsl.utilities.random.ParametersIfc

getParameters, setParameters

Methods inherited from interface jsl.utilities.distributions.VarianceIfc

getVariance

Field Detail

myId

protected int myId

The id of this object

myName

protected java.lang.String myName

Holds the name of the name of the object for the IdentityIfc

Constructor Detail

Distribution

public Distribution()

Constructs a probability distribution

Distribution

public Distribution(java.lang.String name)

Constructs a probability distribution

Parameters:

name - a String name @returns a valid Distribution

Method Detail

getName

public final java.lang.String getName()

Specified by:

getName in interface GetNameIfc

Returns:

the assigned name

setName

public final void setName(java.lang.String str)

Sets the name

Parameters:

str - The name as a string.

getId

public final int getId()

Specified by:

getId in interface IdentityIfc

Returns:

a number identifier

setId

protected final void setId()

getControls

public Controls getControls()

Description copied from interface: ControllableIfc

Returns a valid instance of Controls that can be used with this ControllableIfc or null

Specified by:

getControls in interface ControllableIfc

Returns:

setControls

public void setControls(Controls controls)

Description copied from interface: ControllableIfc

Takes in a valid instance of Controls for this class If controls is null or if it was not created by this class this method should throw an IllegalArgumentException

Specified by:

setControls in interface ControllableIfc

getStandardDeviation

public final double getStandardDeviation()

Description copied from interface: VarianceIfc

Returns the standard deviation for the probability distribution as the square root of the variance if it exists

Specified by:

getStandardDeviation in interface VarianceIfc

Returns:

sqrt(getVariance())

newInstance

public abstract Distribution newInstance()

Description copied from interface: NewInstanceIfc

Returns a new instance

Specified by:

newInstance in interface NewInstanceIfc

Returns:

the new instance

getRandomVariable

public RVariableIfc getRandomVariable(RNStreamIfc rng)

Specified by:

getRandomVariable in interface GetRVariableIfc

Parameters:

rng - the stream to use

Returns:

a random variable

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

inverseContinuousCDFViaBisection

public static double inverseContinuousCDFViaBisection(ContinuousDistributionIfc cdf,
                                                      double p,
                                                      double ll,
                                                      double ul)

Computes the inverse CDF by using the bisection method [ll,ul] must contain the desired value. Initial search point is (ll+ul)/2.0 [ll, ul] are defined on the domain of the CDF, i.e. the X values

Parameters:

cdf - a reference to the cdf

p - must be in [0,1]

ll - lower limit of search range, must be < ul

ul - upper limit of search range, must be > ll

Returns:

the inverse of the CDF evaluated at p

inverseContinuousCDFViaBisection

public static double inverseContinuousCDFViaBisection(ContinuousDistributionIfc cdf,
                                                      double p,
                                                      double ll,
                                                      double ul,
                                                      double initialX)

Computes the inverse CDF by using the bisection method [ll,ul] must contain the desired value [ll, ul] are defined on the domain of the CDF, i.e. the x values

Parameters:

cdf - a reference to the cdf

p - must be in [0,1]

ll - lower limit of search range, must be < ul

ul - upper limit of search range, must be > ll

initialX - an initial starting point that must be in [ll,ul]

Returns:

the inverse of the CDF evaluated at p

inverseDiscreteCDFViaSearchUp

public static double inverseDiscreteCDFViaSearchUp(DiscreteDistributionIfc df,
                                                   double p,
                                                   int start)

Searches starting at the value start until the CDF > p "start" must be the smallest possible value for the range of the CDF as an integer. This requirement is NOT checked Each value is incremented by 1. Thus, the range of possible values for the CDF is assumed to be {start, start + 1, start + 2, etc.}

Parameters:

df - a reference to the discrete distribution

p - the probability to evaluate, must be (0,1)

start - the initial starting search position

Returns:

the found inverse of the CDF found for p