KSLCore/ksl.utilities.distributions.metalog/Metalog3P/Companion

Companion

Properties

The default probability offset for a symmetric percentile triplet, giving the tenth, fiftieth, and ninetieth percentiles.

Functions

fromSPT

fun fromSPT(lowerQuantile: Double, median: Double, upperQuantile: Double, alpha: Double = DEFAULT_ALPHA, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY, name: String? = null): Metalog3P

Builds a three-term metalog from a symmetric percentile triplet, using the closed form of Keelin (2016) Proposition 1 and its bounded counterparts in Propositions 3 and 4.

isFeasibleSPT

fun isFeasibleSPT(lowerQuantile: Double, median: Double, upperQuantile: Double, alpha: Double = DEFAULT_ALPHA, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY): Boolean

Whether the supplied symmetric percentile triplet describes a valid three-term metalog, checked without constructing one. This is the closed-form feasibility condition of Keelin (2016) Proposition 2, expressed through the coefficients the triplet produces.

sptCoefficients

fun sptCoefficients(lowerQuantile: Double, median: Double, upperQuantile: Double, alpha: Double = DEFAULT_ALPHA, lowerBound: Double = Double.NEGATIVE_INFINITY, upperBound: Double = Double.POSITIVE_INFINITY): DoubleArray

The three coefficients implied by a symmetric percentile triplet.