KSLCore/ksl.utilities.distributions.metalog/Metalog2P

Metalog2P

class Metalog2P(a1: Double = 0.0, a2: Double = 1.0, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null) : MetalogDistribution, RVParametersTypeIfc(source)

A two-term metalog distribution.

With both bounds infinite this is exactly a logistic distribution whose location is the first coefficient and whose scale is the second. With a finite lower bound it is the log-logistic, known in economics as the Fisk distribution. With both bounds finite it is the logit-logistic, also called the Tadikamalla and Johnson bounded distribution.

Two terms is the smallest metalog. It has no shape flexibility beyond location and scale, so it is chiefly useful as a baseline against which the higher-term members are compared.

Parameters

the location, which is the median in fitting space

the scale, which must be strictly positive

lowerBound

the lower bound, or negative infinity when unbounded below

upperBound

the upper bound, or positive infinity when unbounded above

name

an optional name

Constructors

Metalog2P

constructor(a1: Double = 0.0, a2: Double = 1.0, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null)

Properties

var a1: Double

The location coefficient.

var a2: Double

The scale coefficient, which must remain strictly positive.

Functions

instance

open override fun instance(): Metalog2P

randomVariable

open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): Metalog2PRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider