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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
public abstract class AbstractContinuousDistribution
Base class for continuous distributions. Default implementations are provided for some of the methods that do not vary from distribution to distribution.
| Constructor Summary | |
|---|---|
protected |
AbstractContinuousDistribution()
Default constructor. |
| Method Summary | |
|---|---|
double |
density(double x)
Return the probability density for a particular point. |
protected abstract double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to
bracket a CDF root. |
protected abstract double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to
bracket a CDF root. |
protected abstract double |
getInitialDomain(double p)
Access the initial domain value, based on p, used to
bracket a CDF root. |
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cum computation. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
| 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, cumulativeProbability |
| Constructor Detail |
|---|
protected AbstractContinuousDistribution()
| Method Detail |
|---|
public double density(double x)
throws MathRuntimeException
x - The point at which the density should be computed.
MathRuntimeException - if the specialized class hasn't implemented this function
public double inverseCumulativeProbability(double p)
throws MathException
p.
inverseCumulativeProbability in interface ContinuousDistributionp - 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 abstract double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
p - the desired probability for the critical value
protected abstract double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
p - the desired probability for the critical value
pprotected abstract double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
p - the desired probability for the critical value
pprotected double getSolverAbsoluteAccuracy()
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