KSLCore/ksl.utilities.distributions.metalog/MetalogDistribution/Companion

Companion

object Companion(source)

Properties

defaultInversionTolerance

var defaultInversionTolerance: Double

The relative tolerance on the quantile residual at which the inversion stops.

defaultMaxInversionIterations

var defaultMaxInversionIterations: Int

The most Newton and bisection steps the inversion will take.

MAX_REGISTERED_TERMS

const val MAX_REGISTERED_TERMS: Int = 6

The largest number of terms for which a concrete class is registered.

MIN_BRACKET_GAP

const val MIN_BRACKET_GAP: Double = 1.0E-15

How close to an endpoint the bracket search will reach.

PROBABILITY_TOLERANCE

const val PROBABILITY_TOLERANCE: Double = 1.0E-15

The narrowest bracket the inversion will refine to before returning its midpoint.

Functions

fun create(coefficients: DoubleArray, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null): MetalogDistribution

Builds a metalog of the appropriate arity for the supplied coefficients, which must number between two and six. This is the general entry point when the number of terms is decided at run time, as it is during distribution fitting.