Package jsl.utilities.distributions

Class LogLogistic

java.lang.Object

jsl.utilities.distributions.Distribution

jsl.utilities.distributions.LogLogistic

All Implemented Interfaces:

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

public class LogLogistic
extends Distribution
implements ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc

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
LogLogistic(double[] parameters)
LogLogistic(double shape, double scale)
LogLogistic(double shape, double scale, java.lang.String name)

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
Interval	getDomain()
double	getMean()	Returns the mean or expected value of a distribution
double[]	getParameters()	Gets the parameters for the distribution
RVariableIfc	getRandomVariable(RNStreamIfc rng)
double	getScale()	Gets the scale parameter
double	getShape()	Gets the shape
double	getVariance()	Returns the variance of the distribution if defined
double	invCDF(double p)	Provides the inverse cumulative distribution function for the distribution While closed form solutions for the inverse cdf may not exist, numerical search methods can be used to solve F(X) = U.
static void	main(java.lang.String[] args)
LogLogistic	newInstance()	Returns a new instance of the random source with the same parameters but an independent generator
double	pdf(double x)	Returns the f(x) where f represents the probability density function for the distribution.
void	setParameters(double[] parameters)	Sets the parameters for the distribution with shape = parameters[0] and scale = parameters[1]
void	setScale(double scale)	Sets the scale parameter
void	setShape(double shape)	Sets the shape parameter

Methods inherited from class jsl.utilities.distributions.Distribution

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

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

getRandomVariable, getRandomVariable

Constructor Detail

LogLogistic

public LogLogistic(double shape,
                   double scale)

Parameters:

shape - the shape parameter

scale - the scale parameter

LogLogistic

public LogLogistic(double[] parameters)

Parameters:

parameters - the parameter array parameter[0] = shape, parameter[1] = scale

LogLogistic

public LogLogistic(double shape,
                   double scale,
                   java.lang.String name)

Parameters:

shape - the shape parameter

scale - the scale parameter

name - an optional label/name

Method Detail

newInstance

public final LogLogistic newInstance()

Returns a new instance of the random source with the same parameters but an independent generator

Specified by:

newInstance in interface NewInstanceIfc

Specified by:

newInstance in class Distribution

Returns:

getDomain

public final Interval getDomain()

Specified by:

getDomain in interface DomainIfc

setShape

public final void setShape(double shape)

Sets the shape parameter

Parameters:

shape - The shape parameter must > 0.0

setScale

public final void setScale(double scale)

Sets the scale parameter

Parameters:

scale - The scale parameter must be > 0.0

getShape

public final double getShape()

Gets the shape

Returns:

The shape parameter as a double

getScale

public final double getScale()

Gets the scale parameter

Returns:

The scale parameter as a double

pdf

public final double pdf(double x)

Description copied from interface: PDFIfc

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

Specified by:

pdf in interface PDFIfc

Parameters:

x - a double representing the value to be evaluated

Returns:

f(x)

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

invCDF

public final double invCDF(double p)

Description copied from interface: InverseCDFIfc

Provides the inverse cumulative distribution function for the distribution While closed form solutions for the inverse cdf may not exist, numerical search methods can be used to solve F(X) = U.

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 the supplied probability

setParameters

public final void setParameters(double[] parameters)

Sets the parameters for the distribution with shape = parameters[0] and scale = parameters[1]

Specified by:

setParameters in interface ParametersIfc

Parameters:

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

getParameters

public final 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)

Parameters:

args -