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SSJ V. 2.6. |
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SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Object umontreal.iro.lecuyer.probdistmulti.ContinuousDistributionMulti umontreal.iro.lecuyer.probdistmulti.ContinuousDistribution2Dim umontreal.iro.lecuyer.probdistmulti.BiNormalDist umontreal.iro.lecuyer.probdistmulti.BiNormalDonnellyDist
public class BiNormalDonnellyDist
Extends the class BiNormalDist
for the bivariate
normal distribution
using a translation of Donnelly's FORTRAN code.
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdistmulti.ContinuousDistribution2Dim |
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decPrec |
Constructor Summary | |
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BiNormalDonnellyDist(double rho)
Same as BiNormalDonnellyDist (rho, 15). |
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BiNormalDonnellyDist(double mu1,
double sigma1,
double mu2,
double sigma2,
double rho)
Same as BiNormalDonnellyDist (mu1, sigma1, mu2, sigma2, rho, 15). |
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BiNormalDonnellyDist(double mu1,
double sigma1,
double mu2,
double sigma2,
double rho,
int ndig)
Constructor with parameters μ1 = mu1, μ2 = mu2, σ1 = sigma1, σ2 = sigma2, ρ = rho, and d = ndig digits of accuracy. |
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BiNormalDonnellyDist(double rho,
int ndig)
Constructor with default parameters μ1 = μ2 = 0, σ1 = σ2 = 1, correlation ρ = rho, and d = ndig digits of accuracy (the absolute error is smaller than 10-d). |
Method Summary | |
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double |
barF(double x,
double y)
. |
static double |
barF(double x,
double y,
double rho)
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static double |
barF(double mu1,
double sigma1,
double x,
double mu2,
double sigma2,
double y,
double rho)
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static double |
barF(double mu1,
double sigma1,
double x,
double mu2,
double sigma2,
double y,
double rho,
int ndig)
Computes the upper binormal distribution function with parameters μ1 = mu1, μ2 = mu2, σ1 = sigma1, σ2 = sigma2, ρ = rho and ndig decimal digits of accuracy. |
static double |
barF(double x,
double y,
double rho,
int ndig)
Computes the upper standard binormal distribution function with parameters ρ = rho and ndig decimal digits of accuracy. |
double |
cdf(double x,
double y)
. |
static double |
cdf(double x,
double y,
double rho)
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static double |
cdf(double mu1,
double sigma1,
double x,
double mu2,
double sigma2,
double y,
double rho)
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static double |
cdf(double mu1,
double sigma1,
double x,
double mu2,
double sigma2,
double y,
double rho,
int ndig)
Computes the binormal distribution function with parameters μ1 = mu1, μ2 = mu2, σ1 = sigma1, σ2 = sigma2, correlation ρ = rho and ndig decimal digits of accuracy. |
static double |
cdf(double x,
double y,
double rho,
int ndig)
Computes the standard binormal distribution with the method described in, where ndig is the number of decimal digits of accuracy provided (ndig <= 15). |
Methods inherited from class umontreal.iro.lecuyer.probdistmulti.BiNormalDist |
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density, density, density, getCorrelation, getCorrelation, getCovariance, getCovariance, getMean, getMean, getMu1, getMu2, getSigma1, getSigma2 |
Methods inherited from class umontreal.iro.lecuyer.probdistmulti.ContinuousDistribution2Dim |
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cdf, density |
Methods inherited from class umontreal.iro.lecuyer.probdistmulti.ContinuousDistributionMulti |
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getDimension |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public BiNormalDonnellyDist(double rho, int ndig)
public BiNormalDonnellyDist(double rho)
BiNormalDonnellyDist
(rho, 15).
public BiNormalDonnellyDist(double mu1, double sigma1, double mu2, double sigma2, double rho, int ndig)
public BiNormalDonnellyDist(double mu1, double sigma1, double mu2, double sigma2, double rho)
BiNormalDonnellyDist
(mu1, sigma1, mu2, sigma2, rho, 15).
Method Detail |
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public static double cdf(double x, double y, double rho, int ndig)
public static double cdf(double mu1, double sigma1, double x, double mu2, double sigma2, double y, double rho, int ndig)
public static double barF(double mu1, double sigma1, double x, double mu2, double sigma2, double y, double rho, int ndig)
public static double barF(double x, double y, double rho, int ndig)
public double cdf(double x, double y)
ContinuousDistribution2Dim
cdf
in class BiNormalDist
x
- value x at which the distribution function is evaluatedy
- value y at which the distribution function is evaluated
public static double cdf(double x, double y, double rho)
public static double cdf(double mu1, double sigma1, double x, double mu2, double sigma2, double y, double rho)
public double barF(double x, double y)
ContinuousDistribution2Dim
barF
in class BiNormalDist
x
- value x at which the upper distribution is evaluatedy
- value y at which the upper distribution is evaluated
public static double barF(double mu1, double sigma1, double x, double mu2, double sigma2, double y, double rho)
public static double barF(double x, double y, double rho)
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SSJ V. 2.6. |
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PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |