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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.LoglogisticDist
public class LoglogisticDist
Extends the class ContinuousDistribution for the
Log-Logistic distribution with shape parameter
α > 0
and scale parameter β > 0.
Its density is
| Field Summary |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
decPrec |
| Constructor Summary | |
|---|---|
LoglogisticDist(double alpha,
double beta)
Constructs a log-logistic distribution with parameters α and β. |
|
| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double alpha,
double beta,
double x)
Computes the complementary distribution function of the log-logistic distribution with parameters α and β. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(double alpha,
double beta,
double x)
Computes the distribution function of the log-logistic distribution with parameters α and β. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double alpha,
double beta,
double x)
Computes the density function for a log-logisitic distribution with parameters α and β. |
double |
getAlpha()
Return the parameter α of this object. |
double |
getBeta()
Returns the parameter β of this object. |
static LoglogisticDist |
getInstanceFromMLE(double[] x,
int n)
Creates a new instance of a log-logistic distribution with parameters α and β estimated using the maximum likelihood method based on the n observations x[i], i = 0, 1,…, n - 1. |
double |
getMean()
Returns the mean. |
static double |
getMean(double alpha,
double beta)
Computes and returns the mean of the log-logistic distribution with parameters α and β. |
static double[] |
getMLE(double[] x,
int n)
Estimates the parameters (α, β) of the log-logistic distribution using the maximum likelihood method, from the n observations x[i], i = 0, 1,…, n - 1. |
double[] |
getParams()
Return a table containing the parameters of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double alpha,
double beta)
Computes and returns the standard deviation of the log-logistic distribution with parameters α and β. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double alpha,
double beta)
Computes and returns the variance of the log-logistic distribution with parameters α and β. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double alpha,
double beta,
double u)
Computes the inverse of the log-logistic distribution with parameters α and β. |
void |
setParams(double alpha,
double beta)
Sets the parameters α and β of this object. |
String |
toString()
|
| 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 LoglogisticDist(double alpha,
double beta)
| 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 alpha,
double beta,
double x)
public static double cdf(double alpha,
double beta,
double x)
public static double barF(double alpha,
double beta,
double x)
public static double inverseF(double alpha,
double beta,
double u)
public static double[] getMLE(double[] x,
int n)
x - the list of observations to use to evaluate parametersn - the number of observations to use to evaluate parameters
public static LoglogisticDist getInstanceFromMLE(double[] x,
int n)
x - the list of observations to use to evaluate parametersn - the number of observations to use to evaluate parameters
public static double getMean(double alpha,
double beta)
public static double getVariance(double alpha,
double beta)
public static double getStandardDeviation(double alpha,
double beta)
public double getAlpha()
public double getBeta()
public void setParams(double alpha,
double beta)
public double[] getParams()
public String toString()
toString in class Object
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