KSLCore/ksl.utilities.distributions/DEmpiricalCDF

DEmpiricalCDF

class DEmpiricalCDF(values: DoubleArray, cdf: DoubleArray, name: String? = null) : Distribution, DiscreteDistributionIfc, GetRVariableIfc, RVParametersTypeIfc(source)

This class provides a representation for a discrete distribution with arbitrary values and assigned probabilities to each value. Allows the specification of the distribution via a pair of arrays containing the values = {v1, v2, ..., vn} and the cumulative probabilities cdf = {c1, c2, ..., 1.0}

where if p1 is the probability associated with v1, p2 with v2, etc. then c1 = p1, c2 = p1 + p2, c3 = p1 + p2 + p3, etc., with cn = 1.0 (the sum of all the probabilities). If cn is not 1.0, then an exception is thrown.

Parameters

values

an array of values that will be drawn from, which must have distinct values

cdf

a cdf corresponding to the values

name

an optional name/label

Constructors

DEmpiricalCDF

constructor(data: List<ProbPoint>, name: String? = null)

constructor(values: DoubleArray, cdf: DoubleArray, name: String? = null)

Types

Companion

object Companion

Properties

cdf

val cdf: DoubleArray

probabilityPoints

val probabilityPoints: List<ProbPoint>

probPoints

val probPoints: DoubleArray

values

val values: DoubleArray

Functions

cdf

open override fun cdf(x: Double): Double

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

instance

open override fun instance(): DEmpiricalCDF

invCDF

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

mean

open override fun mean(): Double

Returns the mean or expected value of a distribution

parameters

open override fun parameters(): DoubleArray

Gets the parameters for the distribution as an array of paired parameters (value, cumulative probability), e.g., X[] = v1, cp1, v2, cp2, ..., vn, cpn.

open override fun parameters(params: DoubleArray)

Sets the parameters for the distribution. Array of probability points (value, cumulative probability), e.g., X[] = v1, cp1, v2, cp2, ..., vn, cpn, as the input parameters.

pmf

open override fun pmf(x: Double): Double

The probability mass function for this discrete distribution. Returns the same as PDF.

open override fun pmf(i: Int): Double

Returns the f(i) where f represents the probability mass function for the distribution.

randomVariable

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

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

toString

open override fun toString(): String

Returns the pmf as a string.

variance

open override fun variance(): Double

Returns the variance of the distribution if defined