KSLCore/ksl.utilities.distributions/TruncatedNormal

TruncatedNormal

class TruncatedNormal(normalMean: Double, normalVariance: Double, interval: Interval, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, GetRVariableIfc(source)

Creates a truncated normal distribution over the supplied interval. The supplied mean normalMean and variance normalVariance is the mean of the not truncated normal distribution. The supplied mean must be contained within the supplied interval.

Uses the algorithm:

W ~ U(F(a), F(b))
X = F^{-1}(W)

where "a" is the lower limit and b is the upper limit, and F is the normal distribution CDF.

Constructors

TruncatedNormal

constructor(normal: Normal, interval: Interval, name: String? = null)

constructor(normalMean: Double, normalVariance: Double, interval: Interval, name: String? = null)

Properties

cdfAtLowerLimit

var cdfAtLowerLimit: Double

cdfAtUpperLimit

var cdfAtUpperLimit: Double

interval

val interval: Interval

lowerLimit

val lowerLimit: Double

normalMean

var normalMean: Double

normalVariance

var normalVariance: Double

upperLimit

val 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

domain

open override fun domain(): Interval

instance

open override fun instance(): TruncatedNormal

invCDF

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

mean

open override fun mean(): Double

This is the mean of the truncated distribution.

parameters

open override fun parameters(): DoubleArray

Gets the parameters of the truncated distribution normal mean = parameter0 normal variance = parameters1 lower limit = parameters2 upper limit = parameters3

open override fun parameters(params: DoubleArray)

Sets the parameters of the truncated distribution normal mean = parameter0 normal variance = parameters1 lower limit = parameters2 upper limit = parameters3

pdf

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.

randomVariable

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

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

setLimits

fun setLimits(normalMean: Double, normalVariance: Double, interval: Interval)

Should be used to change the parameters of the distribution

fun setLimits(normalMean: Double, normalVariance: Double, lower: Double, upper: Double)

A convenience function for setting the parameters of the distribution.

toString

open override fun toString(): String

variance

open override fun variance(): Double

This is the variance of the truncated distribution.