|
SSJ V. 1.2.5. |
||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.TruncatedDist
public class TruncatedDist
This container class takes an arbitrary continuous distribution and truncates it to an interval [a, b], where a and b can be finite or infinite. If the original density and distribution function are f and F, the new ones are f* and F*, defined by
Field Summary | |
---|---|
static int |
NUMINTERVALS
|
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
---|
decPrec |
Constructor Summary | |
---|---|
TruncatedDist(ContinuousDistribution dist,
double a,
double b)
Constructs a new distribution by truncating distribution dist to the interval [a, b]. |
Method Summary | |
---|---|
double |
barF(double x)
Returns bar(F)(x) = 1 - F(x). |
double |
cdf(double x)
Computes and returns the distribution function F(x). |
double |
density(double x)
Returns an approximation of the mean obtained using the Simpson 1/3 numerical integration, or throws an UnsupportedOperationException if a or b are infinite. |
double |
getA()
Returns the value of a. |
double |
getArea()
Returns the value of F(b) - F(a), the area under the truncated density function. |
double |
getB()
Returns the value of b. |
double |
getFa()
Returns the value of F(a). |
double |
getFb()
Returns the value of F(b). |
double |
getMean()
Returns the mean of the distribution function. |
double |
getStandardDeviation()
Returns the standard deviation of the distribution function. |
double |
getVariance()
Returns an approximation of the variance obtained using the Simpson 1/3 numerical integration, or throws an UnsupportedOperationException if a or b are infinite. |
double |
inverseF(double u)
Computes and returns the inverse distribution function F-1(u), defined in. |
void |
setParams(ContinuousDistribution dist,
double a,
double b)
Sets the parameters dist, a and b for this object. |
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
---|
inverseBisection, inverseBrent |
Methods inherited from class java.lang.Object |
---|
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
public static int NUMINTERVALS
Constructor Detail |
---|
public TruncatedDist(ContinuousDistribution dist, double a, double b)
Method Detail |
---|
public double density(double x)
UnsupportedOperationException
if a or b are infinite.
density
in class ContinuousDistribution
x
- value at which the density is evaluated
UnsupportedOperationException
- the mean of the truncated distribution is unknownpublic double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double barF(double x)
Distribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
Distribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value in the interval (0, 1) for which the inverse
distribution function is evaluated
public double getMean()
Distribution
public double getVariance()
UnsupportedOperationException
if a or b are infinite.
UnsupportedOperationException
- the mean of the truncated distribution is unknownpublic double getStandardDeviation()
Distribution
public double getA()
public double getB()
public double getFa()
public double getFb()
public double getArea()
public void setParams(ContinuousDistribution dist, double a, double b)
|
SSJ V. 1.2.5. |
||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |