KSLCore/ksl.utilities.distributions/StudentT

StudentT

class StudentT(theDegreesOfFreedom: Double = 1.0, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc(source)

The Student T distribution

See http://www.mth.kcl.ac.uk/~shaww/web_page/papers/Tdistribution06.pdf See http://en.wikipedia.org/wiki/Student's_t-distribution

This implementation limits the degrees of freedom to be greater than or equal to 1.0

Author

rossetti

Parameters

theDegreesOfFreedom

degrees of freedom

name

an optional name/label

Constructors

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constructor(parameters: DoubleArray)

Constructs a StudentT distribution with parameters0 = degrees of freedom

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

Types

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object Companion

Properties

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var intervalFactor: Double

Used in the binary search to set the search interval for the inverse CDF. The default addFactor is 6.0

Functions

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open override fun cdf(x: Double): Double

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

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open override fun domain(): Interval
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open override fun instance(): StudentT
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open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

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open override fun mean(): Double

Returns the mean or expected value of a distribution

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open override fun parameters(): DoubleArray

Gets the parameters

open override fun parameters(params: DoubleArray)

Sets the parameters

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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.

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

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

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open override fun toString(): String
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open override fun variance(): Double

Returns the variance of the distribution if defined