KSLCore/ksl.utilities.distributions/PWCEmpiricalCDF

PWCEmpiricalCDF

class PWCEmpiricalCDF(breakPoints: DoubleArray, proportions: DoubleArray = DoubleArray(breakPoints.size - 1) { 1.0 / (breakPoints.size - 1) }, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc(source)

Represents a piecewise constant empirical cumulative distribution function (CDF).

This class defines a distribution based on breakpoints and proportions, where the breakpoints represent partitioned intervals of the distribution and the proportions define the probability mass assigned to each corresponding interval.

Parameters

breakPoints

Array of doubles representing the breakpoints. The array must be sorted and values must be finite. There must be at least two breakpoints, and the values must strictly increase. These define the boundaries of the distribution's intervals.

proportions

Optional array of proportions corresponding to each interval between breakpoints. The array size should be one less than the size of the breakPoints array. By default, all intervals are assigned equal portions of probability. The proportions must form a valid probability distribution and be in the range (0,1).

name

Optional name for the distribution, defaulting to null if not provided.

Throws

IllegalArgumentException

If the input parameters do not adhere to the necessary constraints (e.g., invalid proportions, breakpoints not sorted, etc.).

Constructors

PWCEmpiricalCDF

constructor(breakPoints: DoubleArray, proportions: DoubleArray = DoubleArray(breakPoints.size - 1) { 1.0 / (breakPoints.size - 1) }, name: String? = null)

Creates an instance of PWCEmpiricalCDF.