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java.lang.Objectumontreal.iro.lecuyer.probdist.DiscreteDistribution
umontreal.iro.lecuyer.probdist.EmpiricalDist
public class EmpiricalDist
Extends DiscreteDistribution to an empirical
distribution function,
based on the observations
X(1),..., X(n) (sorted by increasing order).
The distribution is uniform over the n observations, so the
distribution function has a jump of 1/n at each of the n observations.
| Constructor Summary | |
|---|---|
EmpiricalDist(double[] obs)
Constructs a new empirical distribution using all the observations stored in obs, and which are assumed to have been sorted in increasing numerical order. |
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EmpiricalDist(Reader in)
Constructs a new empirical distribution using the observations read from the reader in. |
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| Method Summary | |
|---|---|
double |
barF(double x)
Returns bar(F)(x) = 1 - F(x). |
double |
cdf(double x)
Returns the distribution function F(x). |
double |
getInterQuartileRange()
Returns the interquartile range of the observations, defined as the difference between the third and first quartiles. |
double |
getMean()
Computes the mean E[X] = ∑ipixi of the distribution. |
double |
getMedian()
Returns the median. |
static double |
getMedian(double[] obs,
int n)
Returns the median. |
int |
getN()
Returns n, the number of observations. |
double |
getObs(int i)
Returns the value of X(i), for i = 0, 1,…, n - 1. |
double[] |
getParams()
Return a table containing parameters of the current distribution. |
double |
getSampleMean()
Returns the sample mean of the observations. |
double |
getSampleStandardDeviation()
Returns the sample standard deviation of the observations. |
double |
getSampleVariance()
Returns the sample variance of the observations. |
double |
getStandardDeviation()
Computes the standard deviation of the distribution. |
double |
getVariance()
Computes the variance Var[X] = ∑ipi(xi - E[X])2 of the distribution. |
double |
inverseF(double u)
Returns the inverse distribution function F-1(u), defined in. |
double |
prob(int i)
Returns pi, the probability of the i-th value, for 0 <= i < n. |
String |
toString()
Returns a String containing information about the current distribution. |
| Methods inherited from class umontreal.iro.lecuyer.probdist.DiscreteDistribution |
|---|
getValue, getXinf, getXsup |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Constructor Detail |
|---|
public EmpiricalDist(double[] obs)
public EmpiricalDist(Reader in)
throws IOException
IOException| Method Detail |
|---|
public double prob(int i)
DiscreteDistribution
prob in class DiscreteDistributioni - value number,
0 <= i < n
public double cdf(double x)
Distribution
cdf in interface Distributioncdf in class DiscreteDistributionx - value at which the distribution function is evaluated
public double barF(double x)
Distribution
barF in interface DistributionbarF in class DiscreteDistributionx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
Distribution
inverseF in interface DistributioninverseF in class DiscreteDistributionu - value in the interval (0, 1) for which the inverse
distribution function is evaluated
public double getMean()
DiscreteDistribution
getMean in interface DistributiongetMean in class DiscreteDistributionpublic double getStandardDeviation()
DiscreteDistribution
getStandardDeviation in interface DistributiongetStandardDeviation in class DiscreteDistributionpublic double getVariance()
DiscreteDistribution
getVariance in interface DistributiongetVariance in class DiscreteDistributionpublic double getMedian()
public static double getMedian(double[] obs,
int n)
obs - the array of observationsn - the number of observations
public int getN()
getN in class DiscreteDistributionpublic double getObs(int i)
public double getSampleMean()
public double getSampleVariance()
public double getSampleStandardDeviation()
public double getInterQuartileRange()
public double[] getParams()
getParams in interface DistributiongetParams in class DiscreteDistributionpublic String toString()
toString in class DiscreteDistribution
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SSJ V. 2.6. |
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