KSLCore/ksl.utilities.distributions/Distribution/Companion

Companion

Functions

fun inverseContinuousCDFViaBisection(cdf: CDFIfc, p: Double, interval: Interval, initialX: Double = interval.midPoint): Double

Computes the inverse CDF by using the bisection method. The interval ll,ul must contain the desired value ll, ul are defined on the domain of the CDF, i.e. the x values.

fun inverseContinuousCDFViaBisection(cdf: CDFIfc, p: Double, ll: Double, ul: Double, initialX: Double = (ll + ul)/2.0): Double

Computes the inverse CDF by using the bisection method ll,ul must contain the desired value. The ll, ul are defined on the domain of the CDF, i.e. the x values

inverseDiscreteCDFViaSearchUp

fun inverseDiscreteCDFViaSearchUp(df: DiscreteDistributionIfc, p: Double, start: Int): Double

Searches starting at the value start until the CDF > p "start" must be the smallest possible value for the range of the CDF as an integer. This requirement is NOT checked