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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.ChiSquaredDistributionImpl
public class ChiSquaredDistributionImpl
The default implementation of ChiSquaredDistribution
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
| Constructor Summary | |
|---|---|
ChiSquaredDistributionImpl(double df)
Create a Chi-Squared distribution with the given degrees of freedom. |
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ChiSquaredDistributionImpl(double df,
double inverseCumAccuracy)
Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative probability accuracy. |
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ChiSquaredDistributionImpl(double df,
GammaDistribution g)
Deprecated. as of 2.1 (to avoid possibly inconsistent state, the "GammaDistribution" will be instantiated internally) |
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| Method Summary | |
|---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(double x)
Return the probability density for a particular point. |
double |
density(Double x)
Deprecated. |
double |
getDegreesOfFreedom()
Access the degrees of freedom. |
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 |
setDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setGamma(GammaDistribution g)
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 ChiSquaredDistributionImpl(double df)
df - degrees of freedom.
@Deprecated
public ChiSquaredDistributionImpl(double df,
GammaDistribution g)
df - degrees of freedom.g - the underlying gamma distribution used to compute probabilities.
public ChiSquaredDistributionImpl(double df,
double inverseCumAccuracy)
df - degrees of freedom.inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)| Method Detail |
|---|
@Deprecated public void setDegreesOfFreedom(double degreesOfFreedom)
setDegreesOfFreedom in interface ChiSquaredDistributiondegreesOfFreedom - the new degrees of freedom.public double getDegreesOfFreedom()
getDegreesOfFreedom in interface ChiSquaredDistributionpublic double density(Double x)
density in interface ChiSquaredDistributiondensity in interface HasDensity<Double>x - The point at which the density should be computed.
public double density(double x)
density in class AbstractContinuousDistributionx - The point at which the density should be computed.
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.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
@Deprecated public void setGamma(GammaDistribution g)
g - the new distribution.protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
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