Package jsl.utilities.distributions

Class TruncatedDistribution

java.lang.Object

jsl.utilities.distributions.Distribution

jsl.utilities.distributions.TruncatedDistribution

All Implemented Interfaces:

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

public class TruncatedDistribution
extends Distribution
implements GetRVariableIfc

Nested Class Summary

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

Distribution.RandomControls

Field Summary

Fields

Modifier and Type	Field	Description
protected double	myCDFLL
protected double	myCDFUL
protected double	myDeltaFUFL
protected DistributionIfc	myDistribution
protected double	myFofLL
protected double	myFofUL
protected double	myLowerLimit
protected double	myUpperLimit

Fields inherited from class jsl.utilities.distributions.Distribution

myId, myName

Constructor Summary

Constructors

Constructor	Description
TruncatedDistribution(DistributionIfc distribution, double cdfLL, double cdfUL, double truncLL, double truncUL)	Constructs a truncated distribution based on the provided distribution
TruncatedDistribution(DistributionIfc distribution, double cdfLL, double cdfUL, double truncLL, double truncUL, java.lang.String name)	Constructs a truncated distribution based on the provided distribution

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	getCDFLowerLimit()	The CDF's original lower limit
double	getCDFUpperLimit()	The CDF's original upper limit
double	getMean()	Returns the mean or expected value of a distribution
double[]	getParameters()	Get the parameters for the truncated distribution
RVariableIfc	getRandomVariable(RNStreamIfc rng)
double	getTruncatedLowerLimit()	The lower limit for the truncated distribution
double	getTruncatedUpperLimit()	The upper limit for the trunctated distribution
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.
TruncatedDistribution	newInstance()	Returns a new instance of the random source with the same parameters
void	setDistribution(DistributionIfc distribution, double cdfLL, double cdfUL, double truncLL, double truncUL)
void	setLimits(double cdfLL, double cdfUL, double truncLL, double truncUL)
void	setParameters(double[] parameters)	Sets the parameters of the truncated distribution cdfLL = parameter[0] cdfUL = parameters[1] truncLL = parameters[2] truncUL = parameters[3]

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

Field Detail

myDistribution

protected DistributionIfc myDistribution

myLowerLimit

protected double myLowerLimit

myUpperLimit

protected double myUpperLimit

myCDFLL

protected double myCDFLL

myCDFUL

protected double myCDFUL

myFofLL

protected double myFofLL

myFofUL

protected double myFofUL

myDeltaFUFL

protected double myDeltaFUFL

Constructor Detail

TruncatedDistribution

public TruncatedDistribution(DistributionIfc distribution,
                             double cdfLL,
                             double cdfUL,
                             double truncLL,
                             double truncUL)

Constructs a truncated distribution based on the provided distribution

Parameters:

distribution - the distribution to truncate, must not be null

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

TruncatedDistribution

public TruncatedDistribution(DistributionIfc distribution,
                             double cdfLL,
                             double cdfUL,
                             double truncLL,
                             double truncUL,
                             java.lang.String name)

Constructs a truncated distribution based on the provided distribution

Parameters:

distribution - the distribution to truncate, must not be null

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

name - an optional name/label

Method Detail

newInstance

public final TruncatedDistribution newInstance()

Returns a new instance of the random source with the same parameters

Specified by:

newInstance in interface NewInstanceIfc

Specified by:

newInstance in class Distribution

Returns:

the new instance

setDistribution

public final void setDistribution(DistributionIfc distribution,
                                  double cdfLL,
                                  double cdfUL,
                                  double truncLL,
                                  double truncUL)

Parameters:

distribution - the distribution to truncate, must not be null

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

setLimits

public final void setLimits(double cdfLL,
                            double cdfUL,
                            double truncLL,
                            double truncUL)

Parameters:

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

setParameters

public final void setParameters(double[] parameters)

Sets the parameters of the truncated distribution cdfLL = parameter[0] cdfUL = parameters[1] truncLL = parameters[2] truncUL = parameters[3]

any other values in the array should be interpreted as the parameters for the underlying distribution

Specified by:

setParameters in interface ParametersIfc

Parameters:

parameters - an array of doubles representing the parameters

getParameters

public final double[] getParameters()

Get the parameters for the truncated distribution

cdfLL = parameter[0] cdfUL = parameters[1] truncLL = parameters[2] truncUL = parameters[3]

any other values in the array should be interpreted as the parameters for the underlying distribution

Specified by:

getParameters in interface ParametersIfc

Returns:

Returns an array of the parameters

getCDFLowerLimit

public final double getCDFLowerLimit()

The CDF's original lower limit

Returns:

CDF's original lower limit

getCDFUpperLimit

public final double getCDFUpperLimit()

The CDF's original upper limit

Returns:

CDF's original upper limit

getTruncatedLowerLimit

public final double getTruncatedLowerLimit()

The lower limit for the truncated distribution

Returns:

lower limit for the truncated distribution

getTruncatedUpperLimit

public final double getTruncatedUpperLimit()

The upper limit for the trunctated distribution

Returns:

upper limit for the trunctated distribution

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 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

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