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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.BetaDistributionImpl
public class BetaDistributionImpl
Implements the Beta distribution.
References:
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accurac |
| Constructor Summary | |
|---|---|
BetaDistributionImpl(double alpha,
double beta)
Build a new instance. |
|
BetaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
Build a new instance. |
|
| Method Summary | |
|---|---|
double |
cumulativeProbability(double x)
For a random variable X whose values are distributed according to this distribution, this method returns P(X ≤ x). |
double |
cumulativeProbability(double x0,
double x1)
For a random variable X whose values are distributed according to this distribution, this method returns P(x0 ≤ X ≤ x1). |
double |
density(double x)
Return the probability density for a particular point. |
double |
density(Double x)
Deprecated. |
double |
getAlpha()
Access the shape parameter, alpha |
double |
getBeta()
Access the shape 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 beta)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Field Detail |
|---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
| Constructor Detail |
|---|
public BetaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
alpha - first shape parameter (must be positive)beta - second shape parameter (must be positive)inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
public BetaDistributionImpl(double alpha,
double beta)
alpha - first shape parameter (must be positive)beta - second shape parameter (must be positive)| Method Detail |
|---|
@Deprecated public void setAlpha(double alpha)
setAlpha in interface BetaDistributionalpha - the new shape parameter.public double getAlpha()
getAlpha in interface BetaDistribution@Deprecated public void setBeta(double beta)
setBeta in interface BetaDistributionbeta - the new scale parameter.public double getBeta()
getBeta in interface BetaDistributionpublic double density(Double x)
density in interface BetaDistributiondensity 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 inverseCumulativeProbability(double p)
throws MathException
p.
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.protected double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
AbstractContinuousDistribution.inverseCumulativeProbability(double) to find critical values.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
protected double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
AbstractContinuousDistribution.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
AbstractContinuousDistribution.inverseCumulativeProbability(double) to find critical values.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
p
public double cumulativeProbability(double x)
throws MathException
cumulativeProbability in interface Distributionx - the value at which the distribution function is evaluated.
x
MathException - if the cumulative probability can not be
computed due to convergence or other numerical errors.
public double cumulativeProbability(double x0,
double x1)
throws MathException
The default implementation uses the identity
P(x0 ≤ X ≤ x1) = P(X ≤ x1) - P(X ≤ x0)
cumulativeProbability in interface DistributioncumulativeProbability in class AbstractDistributionx0 - the (inclusive) lower boundx1 - the (inclusive) upper bound
x0 and x1,
including the endpoints.
MathException - if the cumulative probability can not be
computed due to convergence or other numerical errors.protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
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