Class CauchyDistributionImpl
java.lang.Object
org.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.CauchyDistributionImpl
- All Implemented Interfaces:
Serializable
,CauchyDistribution
,ContinuousDistribution
,Distribution
public class CauchyDistributionImpl
extends AbstractContinuousDistribution
implements CauchyDistribution, Serializable
Default implementation of
CauchyDistribution
.- Since:
- 1.1
- Version:
- $Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
- See Also:
-
Field Summary
FieldsModifier and TypeFieldDescriptionstatic final double
Default inverse cumulative probability accuracyFields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
randomData
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Constructor Summary
ConstructorsConstructorDescriptionCreates cauchy distribution with the medain equal to zero and scale equal to one.CauchyDistributionImpl
(double median, double s) Create a cauchy distribution using the given median and scale.CauchyDistributionImpl
(double median, double s, double inverseCumAccuracy) Create a cauchy distribution using the given median and scale. -
Method Summary
Modifier and TypeMethodDescriptiondouble
cumulativeProbability
(double x) For this distribution, X, this method returns P(X <x
).double
density
(double x) Returns the probability density for a particular point.protected double
getDomainLowerBound
(double p) Access the domain value lower bound, based onp
, used to bracket a CDF root.protected double
getDomainUpperBound
(double p) Access the domain value upper bound, based onp
, used to bracket a CDF root.protected double
getInitialDomain
(double p) Access the initial domain value, based onp
, used to bracket a CDF root.double
Access the median.double
Returns the mean.double
Returns the variance.double
getScale()
Access the scale parameter.protected double
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.double
Returns the lower bound of the support for this distribution.double
Returns the upper bound of the support for this distribution.double
inverseCumulativeProbability
(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) =p
.void
setMedian
(double median) Deprecated.as of 2.1 (class will become immutable in 3.0)void
setScale
(double s) Deprecated.as of 2.1 (class will become immutable in 3.0)Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
reseedRandomGenerator, sample, sample
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
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Field Details
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DEFAULT_INVERSE_ABSOLUTE_ACCURACY
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACYDefault inverse cumulative probability accuracy- Since:
- 2.1
- See Also:
-
-
Constructor Details
-
CauchyDistributionImpl
public CauchyDistributionImpl()Creates cauchy distribution with the medain equal to zero and scale equal to one. -
CauchyDistributionImpl
public CauchyDistributionImpl(double median, double s) Create a cauchy distribution using the given median and scale.- Parameters:
median
- median for this distributions
- scale parameter for this distribution
-
CauchyDistributionImpl
public CauchyDistributionImpl(double median, double s, double inverseCumAccuracy) Create a cauchy distribution using the given median and scale.- Parameters:
median
- median for this distributions
- scale parameter for this distributioninverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates (defaults toDEFAULT_INVERSE_ABSOLUTE_ACCURACY
)- Since:
- 2.1
-
-
Method Details
-
cumulativeProbability
public double cumulativeProbability(double x) For this distribution, X, this method returns P(X <x
).- Specified by:
cumulativeProbability
in interfaceDistribution
- Parameters:
x
- the value at which the CDF is evaluated.- Returns:
- CDF evaluated at
x
.
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getMedian
public double getMedian()Access the median.- Specified by:
getMedian
in interfaceCauchyDistribution
- Returns:
- median for this distribution
-
getScale
public double getScale()Access the scale parameter.- Specified by:
getScale
in interfaceCauchyDistribution
- Returns:
- scale parameter for this distribution
-
density
public double density(double x) Returns the probability density for a particular point.- Overrides:
density
in classAbstractContinuousDistribution
- Parameters:
x
- The point at which the density should be computed.- Returns:
- The pdf at point x.
- Since:
- 2.1
-
inverseCumulativeProbability
public double inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) =p
.Returns
Double.NEGATIVE_INFINITY
for p=0 andDouble.POSITIVE_INFINITY
for p=1.- Specified by:
inverseCumulativeProbability
in interfaceContinuousDistribution
- Overrides:
inverseCumulativeProbability
in classAbstractContinuousDistribution
- Parameters:
p
- the desired probability- Returns:
- x, such that P(X < x) =
p
- Throws:
IllegalArgumentException
- ifp
is not a valid probability.
-
setMedian
Deprecated.as of 2.1 (class will become immutable in 3.0)Modify the median.- Specified by:
setMedian
in interfaceCauchyDistribution
- Parameters:
median
- for this distribution
-
setScale
Deprecated.as of 2.1 (class will become immutable in 3.0)Modify the scale parameter.- Specified by:
setScale
in interfaceCauchyDistribution
- Parameters:
s
- scale parameter for this distribution- Throws:
IllegalArgumentException
- ifsd
is not positive.
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getDomainLowerBound
protected double getDomainLowerBound(double p) Access the domain value lower bound, based onp
, used to bracket a CDF root. This method is used byinverseCumulativeProbability(double)
to find critical values.- Specified by:
getDomainLowerBound
in classAbstractContinuousDistribution
- Parameters:
p
- the desired probability for the critical value- Returns:
- domain value lower bound, i.e.
P(X < lower bound) <
p
-
getDomainUpperBound
protected double getDomainUpperBound(double p) Access the domain value upper bound, based onp
, used to bracket a CDF root. This method is used byinverseCumulativeProbability(double)
to find critical values.- Specified by:
getDomainUpperBound
in classAbstractContinuousDistribution
- Parameters:
p
- the desired probability for the critical value- Returns:
- domain value upper bound, i.e.
P(X < upper bound) >
p
-
getInitialDomain
protected double getInitialDomain(double p) Access the initial domain value, based onp
, used to bracket a CDF root. This method is used byinverseCumulativeProbability(double)
to find critical values.- Specified by:
getInitialDomain
in classAbstractContinuousDistribution
- Parameters:
p
- the desired probability for the critical value- Returns:
- initial domain value
-
getSolverAbsoluteAccuracy
protected double getSolverAbsoluteAccuracy()Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.- Overrides:
getSolverAbsoluteAccuracy
in classAbstractContinuousDistribution
- Returns:
- the solver absolute accuracy
- Since:
- 2.1
-
getSupportLowerBound
public double getSupportLowerBound()Returns the lower bound of the support for this distribution. The lower bound of the support of the Cauchy distribution is always negative infinity, regardless of the parameters.- Returns:
- lower bound of the support (always Double.NEGATIVE_INFINITY)
- Since:
- 2.2
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getSupportUpperBound
public double getSupportUpperBound()Returns the upper bound of the support for this distribution. The upper bound of the support of the Cauchy distribution is always positive infinity, regardless of the parameters.- Returns:
- upper bound of the support (always Double.POSITIVE_INFINITY)
- Since:
- 2.2
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getNumericalMean
public double getNumericalMean()Returns the mean. The mean is always undefined, regardless of the parameters.- Returns:
- mean (always Double.NaN)
- Since:
- 2.2
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getNumericalVariance
public double getNumericalVariance()Returns the variance. The variance is always undefined, regardless of the parameters.- Returns:
- variance (always Double.NaN)
- Since:
- 2.2
-