Apache Commons Math 3.6.1 · org.apache.commons.math3.distribution.AbstractRealDistribution

Modifier and Type	Field and Description
protected final RandomGenerator	random RNG instance used to generate samples from the distribution.
protected RandomDataImpl	randomData Deprecated As of 3.1, to be removed in 4.0. Please use the `random` instance variable instead. RandomData instance used to generate samples from the distribution.
private static final long	serialVersionUID Serializable version identifier
public static final double	SOLVER_DEFAULT_ABSOLUTE_ACCURACY Default accuracy.
private double	solverAbsoluteAccuracy Solver absolute accuracy for inverse cumulative computation

Access	Constructor and Description
protected	AbstractRealDistribution() Deprecated As of 3.1, to be removed in 4.0.
protected	AbstractRealDistribution(RandomGenerator Random number generator. rng)

Method Summary

Modifier and Type	Method and Description
public double	cumulativeProbability(double the exclusive lower bound x0, double the inclusive upper bound x1) Implements org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability. Deprecated As of 3.1 (to be removed in 4.0). Please use `probability(double, double)` instead. For a random variable `X` whose values are distributed according to this distribution, this method returns `P(x0 < X <= x1)`.
protected double	Returns: the maximum absolute error in inverse cumulative probability estimates getSolverAbsoluteAccuracy() Returns the solver absolute accuracy for inverse cumulative computation.
public double	inverseCumulativeProbability(final double the cumulative probability p) Implements org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability. Computes the quantile function of this distribution.
public double	Returns: the logarithm of the value of the probability density function at point `x` logDensity(double the point at which the PDF is evaluated x) Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified point `x`.
public double	Returns: the probability that a random variable with this distribution takes a value between `x0` and `x1`, excluding the lower and including the upper endpoint. probability(double Lower bound (excluded). x0, double Upper bound (included). x1) For a random variable `X` whose values are distributed according to this distribution, this method returns `P(x0 < X <= x1)`.
public double	Returns: zero. probability(double the point at which the PMF is evaluated x) Implements org.apache.commons.math3.distribution.RealDistribution.probability. For a random variable `X` whose values are distributed according to this distribution, this method returns `P(X = x)`.
public void	reseedRandomGenerator(long the new seed seed) Implements org.apache.commons.math3.distribution.RealDistribution.reseedRandomGenerator. Reseed the random generator used to generate samples.
public double	sample() Implements org.apache.commons.math3.distribution.RealDistribution.sample. Generate a random value sampled from this distribution.
public double[]	sample(int the number of random values to generate sampleSize) Implements org.apache.commons.math3.distribution.RealDistribution.sample. Generate a random sample from the distribution.

Inherited from java.lang.Object:: clone equals finalize getClass hashCode notify notifyAll toString wait wait wait

random	back to summary
protected final RandomGenerator random RNG instance used to generate samples from the distribution. Since 3.1

randomData	back to summary
protected RandomDataImpl randomData Deprecated As of 3.1, to be removed in 4.0. Please use the `random` instance variable instead. RandomData instance used to generate samples from the distribution. Annotations @Deprecated

serialVersionUID	back to summary
private static final long serialVersionUID Serializable version identifier

SOLVER_DEFAULT_ABSOLUTE_ACCURACY	back to summary
public static final double SOLVER_DEFAULT_ABSOLUTE_ACCURACY Default accuracy.

solverAbsoluteAccuracy	back to summary
private double solverAbsoluteAccuracy Solver absolute accuracy for inverse cumulative computation

AbstractRealDistribution	back to summary
protected AbstractRealDistribution() Deprecated As of 3.1, to be removed in 4.0. Please use `AbstractRealDistribution(RandomGenerator)` instead. Annotations @Deprecated

AbstractRealDistribution	back to summary
protected AbstractRealDistribution(RandomGenerator rng) Parameters rng:RandomGenerator Random number generator. Since 3.1

Method Detail

cumulativeProbability back to summary

cumulativeProbability	back to summary
public double cumulativeProbability(double x0, double x1) throws NumberIsTooLargeException Implements org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability. Doc from org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability. Deprecated As of 3.1 (to be removed in 4.0). Please use `probability(double, double)` instead. For a random variable `X` whose values are distributed according to this distribution, this method returns `P(x0 < X <= x1)`. The default implementation uses the identity `P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)` Parameters x0:double the exclusive lower bound x1:double the inclusive upper bound Returns:double the probability that a random variable with this distribution takes a value between `x0` and `x1`, excluding the lower and including the upper endpoint Annotations @Deprecated Exceptions NumberIsTooLargeException: if `x0 > x1`

public double cumulativeProbability(double x0, double x1) throws NumberIsTooLargeException

Implements org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability.

Doc from org.apache.commons.math3.distribution.RealDistribution.cumulativeProbability.

Deprecated

As of 3.1 (to be removed in 4.0). Please use probability(double, double) instead.

For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1). The default implementation uses the identity

P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)

Parameters

x0:double: the exclusive lower bound
x1:double: the inclusive upper bound

Returns:double

the probability that a random variable with this distribution takes a value between x0 and x1, excluding the lower and including the upper endpoint

Annotations

@Deprecated

Exceptions

NumberIsTooLargeException:: if x0 > x1

getSolverAbsoluteAccuracy	back to summary
protected double getSolverAbsoluteAccuracy() Returns the solver absolute accuracy for inverse cumulative computation. You can override this method in order to use a Brent solver with an absolute accuracy different from the default. Returns:double the maximum absolute error in inverse cumulative probability estimates

getSolverAbsoluteAccuracy

back to summary

protected double getSolverAbsoluteAccuracy()

Returns the solver absolute accuracy for inverse cumulative computation. You can override this method in order to use a Brent solver with an absolute accuracy different from the default.

Returns:double: the maximum absolute error in inverse cumulative probability estimates

inverseCumulativeProbability back to summary

inverseCumulativeProbability	back to summary
public double inverseCumulativeProbability(final double p) throws OutOfRangeException Implements org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability. Doc from org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability. Computes the quantile function of this distribution. For a random variable `X` distributed according to this distribution, the returned value is `inf{x in R \| P(X<=x) >= p}` for `0 < p <= 1`, `inf{x in R \| P(X<=x) > 0}` for `p = 0`. The default implementation returns `getSupportLowerBound()` for `p = 0`, `getSupportUpperBound()` for `p = 1`. Parameters p:double the cumulative probability Returns:double the smallest `p`-quantile of this distribution (largest 0-quantile for `p = 0`) Exceptions OutOfRangeException: if `p < 0` or `p > 1`

public double inverseCumulativeProbability(final double p) throws OutOfRangeException

Implements org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

Doc from org.apache.commons.math3.distribution.RealDistribution.inverseCumulativeProbability.

Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is

inf{x in R | P(X<=x) >= p} for 0 < p <= 1,
inf{x in R | P(X<=x) > 0} for p = 0.

The default implementation returns

getSupportLowerBound() for p = 0,
getSupportUpperBound() for p = 1.

Parameters

p:double: the cumulative probability

Returns:double

the smallest p-quantile of this distribution (largest 0-quantile for p = 0)

Exceptions

OutOfRangeException:: if p < 0 or p > 1

logDensity back to summary

logDensity	back to summary
public double logDensity(double x) Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified point `x`. In general, the PDF is the derivative of the `CDF`. If the derivative does not exist at `x`, then an appropriate replacement should be returned, e.g. `Double.POSITIVE_INFINITY`, `Double.NaN`, or the limit inferior or limit superior of the difference quotient. Note that due to the floating point precision and under/overflow issues, this method will for some distributions be more precise and faster than computing the logarithm of `density(double)`. The default implementation simply computes the logarithm of `density(x)`. Parameters x:double the point at which the PDF is evaluated Returns:double the logarithm of the value of the probability density function at point `x`

public double logDensity(double x)

Returns the natural logarithm of the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the CDF. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient. Note that due to the floating point precision and under/overflow issues, this method will for some distributions be more precise and faster than computing the logarithm of density(double). The default implementation simply computes the logarithm of density(x).

Parameters

x:double: the point at which the PDF is evaluated

Returns:double

the logarithm of the value of the probability density function at point x

probability back to summary

probability	back to summary
public double probability(double x0, double x1) For a random variable `X` whose values are distributed according to this distribution, this method returns `P(x0 < X <= x1)`. Parameters x0:double Lower bound (excluded). x1:double Upper bound (included). Returns:double the probability that a random variable with this distribution takes a value between `x0` and `x1`, excluding the lower and including the upper endpoint. Exceptions NumberIsTooLargeException: if `x0 > x1`. The default implementation uses the identity `P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)` Since 3.1

public double probability(double x0, double x1)

For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1).

Parameters

x0:double: Lower bound (excluded).
x1:double: Upper bound (included).

Returns:double

the probability that a random variable with this distribution takes a value between x0 and x1, excluding the lower and including the upper endpoint.

Exceptions

NumberIsTooLargeException:: if x0 > x1. The default implementation uses the identity P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)

Since

3.1

probability back to summary

probability	back to summary
public double probability(double x) Implements org.apache.commons.math3.distribution.RealDistribution.probability. Doc from org.apache.commons.math3.distribution.RealDistribution.probability. For a random variable `X` whose values are distributed according to this distribution, this method returns `P(X = x)`. In other words, this method represents the probability mass function (PMF) for the distribution. Parameters x:double the point at which the PMF is evaluated Returns:double zero. Since 3.1

public double probability(double x)

Implements org.apache.commons.math3.distribution.RealDistribution.probability.

Doc from org.apache.commons.math3.distribution.RealDistribution.probability.

For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.

Parameters

x:double: the point at which the PMF is evaluated

Returns:double

zero.

Since

3.1

reseedRandomGenerator	back to summary
public void reseedRandomGenerator(long seed) Implements org.apache.commons.math3.distribution.RealDistribution.reseedRandomGenerator. Doc from org.apache.commons.math3.distribution.RealDistribution.reseedRandomGenerator. Reseed the random generator used to generate samples. Parameters seed:long the new seed

reseedRandomGenerator

back to summary

public void reseedRandomGenerator(long seed)

Implements org.apache.commons.math3.distribution.RealDistribution.reseedRandomGenerator.

Doc from org.apache.commons.math3.distribution.RealDistribution.reseedRandomGenerator.

Reseed the random generator used to generate samples.

Parameters

seed:long: the new seed

sample	back to summary
public double sample() Implements org.apache.commons.math3.distribution.RealDistribution.sample. Doc from org.apache.commons.math3.distribution.RealDistribution.sample. Generate a random value sampled from this distribution. The default implementation uses the inversion method. Returns:double a random value.

sample

back to summary

public double sample()

Implements org.apache.commons.math3.distribution.RealDistribution.sample.

Doc from org.apache.commons.math3.distribution.RealDistribution.sample.

Generate a random value sampled from this distribution. The default implementation uses the inversion method.

Returns:double: a random value.

sample back to summary

sample	back to summary
public double[] sample(int sampleSize) Implements org.apache.commons.math3.distribution.RealDistribution.sample. Doc from org.apache.commons.math3.distribution.RealDistribution.sample. Generate a random sample from the distribution. The default implementation generates the sample by calling `sample()` in a loop. Parameters sampleSize:int the number of random values to generate Returns:double[] an array representing the random sample

public double[] sample(int sampleSize)

Implements org.apache.commons.math3.distribution.RealDistribution.sample.

Doc from org.apache.commons.math3.distribution.RealDistribution.sample.

Generate a random sample from the distribution. The default implementation generates the sample by calling sample() in a loop.

Parameters

sampleSize:int: the number of random values to generate

Returns:double[]

an array representing the random sample

public abstract Class AbstractRealDistribution

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