Package jsl.utilities.distributions

Class Uniform

java.lang.Object

jsl.utilities.distributions.Distribution

jsl.utilities.distributions.Uniform

All Implemented Interfaces:

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

public class Uniform
extends Distribution
implements ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc

Defines a uniform distribution over the given range.

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
Uniform()	Constructs a uniform distribution over the range (0,1)
Uniform(double[] parameters)	Constructs a uniform distribution with lower limit = parameters[0], upper limit = parameters[1]
Uniform(double lowerLimit, double upperLimit)	Constructs a uniform distribution over the provided range
Uniform(double lowerLimit, double upperLimit, java.lang.String name)	Constructs a uniform distribution over the provided range

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	getKurtosis()	Gets the kurtosis of the distribution www.mathworld.wolfram.com/UniformDistribution.html
double	getMaximum()	Gets the upper limit of the distribution
double	getMean()	Returns the mean or expected value of a distribution
double	getMinimum()	Gets the lower limit for the distribution
double	getMoment3()
double	getMoment4()
double[]	getParameters()	Gets the parameters for the distribution
RVariableIfc	getRandomVariable(RNStreamIfc rng)
double	getRange()
double	getSkewness()	Gets the skewness of the distribution www.mathworld.wolfram.com/UniformDistribution.html
double	getVariance()	Returns the variance of the distribution if defined
double	invCDF(double prob)	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.
Uniform	newInstance()	Returns a new instance
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 where parameters[0] is the lowerlimit and parameters[1] is the upper limit of the range.
void	setParameters(double min, double max)	Sets the minimum and maximum value of the distribution throws IllegalArgumentException when if min >= max
void	setRange(double min, double max)	Sets the range

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

Uniform

public Uniform()

Constructs a uniform distribution over the range (0,1)

Uniform

public Uniform(double[] parameters)

Constructs a uniform distribution with lower limit = parameters[0], upper limit = parameters[1]

Parameters:

parameters - The array of parameters

Uniform

public Uniform(double lowerLimit,
               double upperLimit)

Constructs a uniform distribution over the provided range

Parameters:

lowerLimit - limit of the distribution

upperLimit - limit of the distribution

Uniform

public Uniform(double lowerLimit,
               double upperLimit,
               java.lang.String name)

Constructs a uniform distribution over the provided range

Parameters:

lowerLimit - limit of the distribution

upperLimit - limit of the distribution

name - an optional name/label

Method Detail

newInstance

public final Uniform 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

getDomain

public final Interval getDomain()

Specified by:

getDomain in interface DomainIfc

getMinimum

public final double getMinimum()

Gets the lower limit for the distribution

Returns:

The lower limit

getMaximum

public final double getMaximum()

Gets the upper limit of the distribution

Returns:

The upper limit

setParameters

public final void setParameters(double min,
                                double max)

Sets the minimum and maximum value of the distribution throws IllegalArgumentException when if min >= max

Parameters:

min - The minimum value of the distribution

max - The maximum value of the distribution

setRange

public final void setRange(double min,
                           double max)

Sets the range

Parameters:

min - The lower limit for the distribution

max - The upper limit for the distribution

getRange

public final double getRange()

Returns:

the range (max - min)

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

invCDF

public final double invCDF(double prob)

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:

prob - 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

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)

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

getMoment3

public final double getMoment3()

Returns:

the 3rd moment

getMoment4

public final double getMoment4()

Returns:

the 4th moment

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

getKurtosis

public final double getKurtosis()

Gets the kurtosis of the distribution www.mathworld.wolfram.com/UniformDistribution.html

Returns:

the kurtosis

getSkewness

public final double getSkewness()

Gets the skewness of the distribution www.mathworld.wolfram.com/UniformDistribution.html

Returns:

the skewness

setParameters

public final void setParameters(double[] parameters)

Sets the parameters for the distribution where parameters[0] is the lowerlimit and parameters[1] is the upper limit of the range. the lower limit must be < upper limit

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