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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.FoldedNormalDist
public class FoldedNormalDist
Extends the class ContinuousDistribution for
the folded normal distribution with
parameters μ >= 0 and
σ > 0.
The density is
| Field Summary |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
decPrec |
| Constructor Summary | |
|---|---|
FoldedNormalDist(double mu,
double sigma)
Constructs a FoldedNormalDist object with parameters μ = mu and σ = sigma. |
|
| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double mu,
double sigma,
double x)
Computes the complementary distribution function. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(double mu,
double sigma,
double x)
Computes the distribution function. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double mu,
double sigma,
double x)
Computes the density function of the folded normal distribution. |
double |
getMean()
Returns the mean. |
static double |
getMean(double mu,
double sigma)
. |
static double[] |
getMLE(double[] x,
int n)
NOT IMPLEMENTED. |
double |
getMu()
Returns the parameter μ of this object. |
double[] |
getParams()
Return a table containing the parameters of the current distribution. |
double |
getSigma()
Returns the parameter σ of this object. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double mu,
double sigma)
Computes the standard deviation of the folded normal distribution with parameters μ and σ. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double mu,
double sigma)
. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double mu,
double sigma,
double u)
Computes the inverse of the distribution function. |
void |
setParams(double mu,
double sigma)
Sets the parameters μ and σ for this object. |
String |
toString()
Returns a String containing information about the current distribution. |
| Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Constructor Detail |
|---|
public FoldedNormalDist(double mu,
double sigma)
| Method Detail |
|---|
public double density(double x)
ContinuousDistribution
density in class ContinuousDistributionx - value at which the density is evaluated
public double cdf(double x)
Distribution
x - value at which the distribution function is evaluated
public double barF(double x)
ContinuousDistribution
barF in interface DistributionbarF in class ContinuousDistributionx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class ContinuousDistributionu - value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean in interface DistributiongetMean in class ContinuousDistributionpublic double getVariance()
ContinuousDistribution
getVariance in interface DistributiongetVariance in class ContinuousDistributionpublic double getStandardDeviation()
ContinuousDistribution
getStandardDeviation in interface DistributiongetStandardDeviation in class ContinuousDistribution
public static double density(double mu,
double sigma,
double x)
mu - the parameter musigma - the parameter sigmax - the value at which the density is evaluated
public static double cdf(double mu,
double sigma,
double x)
mu - the parameter musigma - the parameter sigmax - the value at which the distribution is evaluated
public static double barF(double mu,
double sigma,
double x)
mu - the parameter musigma - the parameter sigmax - the value at which the complementary distribution is evaluated
public static double inverseF(double mu,
double sigma,
double u)
mu - the parameter musigma - the parameter sigmau - the value at which the inverse distribution is evaluated
public static double getMean(double mu,
double sigma)
mu - the parameter musigma - the parameter sigma
public static double getVariance(double mu,
double sigma)
mu - the parameter musigma - the parameter sigma
public static double getStandardDeviation(double mu,
double sigma)
mu - the parameter musigma - the parameter sigma
public static double[] getMLE(double[] x,
int n)
x - the list of observations used to evaluate parametersn - the number of observations used to evaluate parameters
public double getMu()
public double getSigma()
public void setParams(double mu,
double sigma)
mu - the parameter musigma - the parameter sigmapublic double[] getParams()
public String toString()
toString in class Object
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