KSLCore/ksl.utilities.distributions/MVCDF

MVCDF

abstract class MVCDF(nDim: Int)(source)

Inheritors

Constructors

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constructor(nDim: Int)

Properties

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protected val a: DoubleArray
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protected val b: DoubleArray
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val dimension: Int

the dimension of the MV distribution

Functions

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fun cdf(upperLimit: Double): Double

The probability from -infinity to the upper limit, with the upper limit being the same for all dimensions

fun cdf(integrands: List<Interval>): Double
fun cdf(lowerLimits: DoubleArray, upperLimits: DoubleArray): Double

Evaluation of the integral. Accuracy should be about 7 decimal places

fun cdf(lower: Double, upper: Double): Double

Computes the CDF over the rectangular region

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protected abstract fun computeCDF(): Double

Implementors must provide computation for computing the value of the CDF across whatever domain limits as specified by the integration limits supplied to the cdf() method

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fun createIntervals(lowerLimit: Double, upperLimit: Double): List<Interval>
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fun createLowerIntervals(lowerLimit: Double): List<Interval>

The upper limit will be Double.POSITIVE_INFINITY

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fun createUpperIntervals(upperLimit: Double): List<Interval>

The lower limit will be Double.NEGATIVE_INFINITY

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protected fun setIntegrationLimits(lower: Double, upper: Double)

Sets upper and lower limits to the supplied values

protected fun setIntegrationLimits(lower: DoubleArray, upper: DoubleArray)
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