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SSJ
3.2.1
Stochastic Simulation in Java
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Classes implementing continuous distributions should inherit from this base class. More...
Public Member Functions | |
| abstract double | density (double x) |
| Returns \(f(x)\), the density evaluated at \(x\). More... | |
| double | barF (double x) |
| Returns the complementary distribution function. More... | |
| double | inverseBrent (double a, double b, double u, double tol) |
| Computes the inverse distribution function \(x = F^{-1}(u)\), using the Brent-Dekker method. More... | |
| double | inverseBisection (double u) |
| Computes and returns the inverse distribution function \(x = F^{-1}(u)\), using bisection. More... | |
| double | inverseF (double u) |
| Returns the inverse distribution function \(x = F^{-1}(u)\). More... | |
| double | getMean () |
| Returns the mean. More... | |
| double | getVariance () |
| Returns the variance. More... | |
| double | getStandardDeviation () |
| Returns the standard deviation. More... | |
| double | getXinf () |
| Returns \(x_a\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
| double | getXsup () |
| Returns \(x_b\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
| void | setXinf (double xa) |
Sets the value \(x_a=\) xa, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
| void | setXsup (double xb) |
Sets the value \(x_b=\) xb, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
Public Member Functions inherited from Distribution | |
| double | cdf (double x) |
| Returns the distribution function \(F(x)\). More... | |
| double [] | getParams () |
| Returns the parameters of the distribution function in the same order as in the constructors. | |
Public Attributes | |
| int | decPrec = 15 |
Protected Attributes | |
| double | supportA = Double.NEGATIVE_INFINITY |
| double | supportB = Double.POSITIVE_INFINITY |
Static Protected Attributes | |
| static final double | XBIG = 100.0 |
| static final double | XBIGM = 1000.0 |
| static final double [] | EPSARRAY |
Classes implementing continuous distributions should inherit from this base class.
Such distributions are characterized by a density function \(f(x)\), thus the signature of a density method is supplied here. This class also provides default implementations for \(\bar{F}(x)\) and for \(F^{-1}(u)\), the latter using the Brent-Dekker method to find the inverse of a generic distribution function \(F\).
| double barF | ( | double | x | ) |
Returns the complementary distribution function.
The default implementation computes \(\bar{F}(x) = 1 - F(x)\).
| x | value at which the complementary distribution function is evaluated |
x Implements Distribution.
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abstract |
Returns \(f(x)\), the density evaluated at \(x\).
| x | value at which the density is evaluated |
x | double getMean | ( | ) |
| double getStandardDeviation | ( | ) |
| double getVariance | ( | ) |
| double getXinf | ( | ) |
Returns \(x_a\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\).
| double getXsup | ( | ) |
Returns \(x_b\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\).
| double inverseBisection | ( | double | u | ) |
Computes and returns the inverse distribution function \(x = F^{-1}(u)\), using bisection.
Restrictions: \(u \in[0,1]\).
| u | value at which the inverse distribution function is evaluated |
u| IllegalArgumentException | if \(u\) is not in the interval \([0,1]\) |
| double inverseBrent | ( | double | a, |
| double | b, | ||
| double | u, | ||
| double | tol | ||
| ) |
Computes the inverse distribution function \(x = F^{-1}(u)\), using the Brent-Dekker method.
The interval \([a, b]\) must contain the root \(x\) such that \(F(a) \le u \le F(b)\), where \(u=F(x)\). The calculations are done with an approximate precision of tol. Returns \(x = F^{-1}(u)\). Restrictions: \(u \in[0,1]\).
| a | left endpoint of initial interval |
| b | right endpoint of initial interval |
| u | value at which the inverse distribution function is evaluated |
| tol | accuracy goal |
u | double inverseF | ( | double | u | ) |
Returns the inverse distribution function \(x = F^{-1}(u)\).
Restrictions: \(u \in[0,1]\).
| u | value at which the inverse distribution function is evaluated |
u| IllegalArgumentException | if \(u\) is not in the interval \([0,1]\) |
Implements Distribution.
| void setXinf | ( | double | xa | ) |
Sets the value \(x_a=\) xa, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\).
| xa | lower limit of support |
| void setXsup | ( | double | xb | ) |
Sets the value \(x_b=\) xb, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\).
| xb | upper limit of support |
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staticprotected |
1.8.14