KSLCore/ksl.utilities.distributions/TruncatedDistribution

TruncatedDistribution

class TruncatedDistribution(theDistribution: DistributionIfc, theCDFLowerLimit: Double, theCDFUpperLimit: Double, theLowerLimit: Double, theUpperLimit: Double, name: String? = null) : Distribution, GetRVariableIfc(source)

Constructs a truncated distribution based on the provided distribution

Parameters

theDistribution

the distribution to truncate, must not be null

theCDFLowerLimit

The lower limit of the range of support of the distribution

theCDFUpperLimit

The upper limit of the range of support of the distribution

theLowerLimit

The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

theUpperLimit

The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

name

an optional name/label

Constructors

TruncatedDistribution

constructor(theDistribution: DistributionIfc, distDomain: Interval, truncInterval: Interval, name: String? = null)

constructor(theDistribution: DistributionIfc, theCDFLowerLimit: Double, theCDFUpperLimit: Double, theLowerLimit: Double, theUpperLimit: Double, name: String? = null)

Properties

cdfAtLowerLimit

var cdfAtLowerLimit: Double

cdfAtUpperLimit

var cdfAtUpperLimit: Double

cdfLowerLimit

var cdfLowerLimit: Double

cdfUpperLimit

var cdfUpperLimit: Double

distribution

var distribution: DistributionIfc

lowerLimit

var lowerLimit: Double

upperLimit

var upperLimit: Double

Functions

cdf

open override fun cdf(x: Double): Double

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

instance

open override fun instance(): TruncatedDistribution

invCDF

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

mean

open override fun mean(): Double

Returns the mean or expected value of a distribution

parameters

open override fun parameters(): DoubleArray

Get the parameters for the truncated distribution

open override fun parameters(params: DoubleArray)

Sets the parameters of the truncated distribution cdfLL = parameter0 cdfUL = parameters1 truncLL = parameters2 truncUL = parameters3

randomVariable

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

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

setDistribution

fun setDistribution(distribution: DistributionIfc, cdfLL: Double, cdfUL: Double, truncLL: Double, truncUL: Double)

setLimits

fun setLimits(cdfLL: Double, cdfUL: Double, truncLL: Double, truncUL: Double)

variance

open override fun variance(): Double

Returns the variance of the distribution if defined