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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.GammaDistributionImpl
public class GammaDistributionImpl
The default implementation of GammaDistribution.
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
| Constructor Summary | |
|---|---|
GammaDistributionImpl(double alpha,
double beta)
Create a new gamma distribution with the given alpha and beta values. |
|
GammaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
Create a new gamma distribution with the given alpha and beta values. |
|
| Method Summary | |
|---|---|
double |
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. |
double |
density(Double x)
Deprecated. |
double |
getAlpha()
Access the shape parameter, alpha |
double |
getBeta()
Access the scale parameter, beta |
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p, used to
bracket a CDF root. |
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
void |
setAlpha(double alpha)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setBeta(double newBeta)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
| 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 |
| Field Detail |
|---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
| Constructor Detail |
|---|
public GammaDistributionImpl(double alpha,
double beta)
alpha - the shape parameter.beta - the scale parameter.
public GammaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
alpha - the shape parameter.beta - the scale parameter.inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)| Method Detail |
|---|
public double cumulativeProbability(double x)
throws MathException
cumulativeProbability in interface Distributionx - the value at which the CDF is evaluated.
MathException - if the cumulative probability can not be
computed due to convergence or other numerical errors.
public double inverseCumulativeProbability(double p)
throws MathException
p.
Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.
inverseCumulativeProbability in interface ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - the desired probability
p
MathException - if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException - if p is not a valid
probability.@Deprecated public void setAlpha(double alpha)
setAlpha in interface GammaDistributionalpha - the new shape parameter.
IllegalArgumentException - if alpha is not positive.public double getAlpha()
getAlpha in interface GammaDistribution@Deprecated public void setBeta(double newBeta)
setBeta in interface GammaDistributionnewBeta - the new scale parameter.
IllegalArgumentException - if newBeta is not positive.public double getBeta()
getBeta in interface GammaDistributionpublic double density(double x)
density in class AbstractContinuousDistributionx - The point at which the density should be computed.
public double density(Double x)
density in interface GammaDistributiondensity in interface HasDensity<Double>x - The point at which the density should be computed.
protected double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainLowerBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
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