R1.2.2

KSLCore/ksl.utilities.distributions/PearsonType5

PearsonType5

class PearsonType5(shape: Double = 1.0, scale: Double = 1.0, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc, RVParametersTypeIfc, MomentsIfc(source)

Represents a Pearson Type V distribution, see Law (2007) Simulation Modeling and Analysis, McGraw-Hill, pg 293

Parameters

shape

must be >0

scale

must be > 0

name

an optional label/name

Constructors

constructor(parameters: DoubleArray)

Creates a PearsonType5 distribution parameters0 = shape parameters1 = scale

constructor(shape: Double = 1.0, scale: Double = 1.0, name: String? = null)

Properties

open override val kurtosis: Double

open override val mean: Double

var scale: Double

Gets the scale parameter

var shape: Double

Gets the shape parameter

open override val skewness: Double

open override val variance: Double

Functions

open override fun cdf(x: Double): Double

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

open override fun domain(): Interval

open override fun instance(): PearsonType5

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

open override fun logLikelihood(x: Double): Double

Computes the natural log of the pdf function evaluated at x. Implementations may want to specify computationally efficient formulas for this function.

open override fun mean(): Double

open override fun parameters(): DoubleArray

Gets the parameters

open override fun parameters(params: DoubleArray)

Sets the parameters of the distribution

open override fun pdf(x: Double): Double

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): PearsonType5RV

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

fun setParameters(shape: Double, scale: Double)

Sets the shape and scale parameters

open override fun toString(): String

open override fun variance(): Double