Catalano.Statistics.Distributions

Class KolmogorovSmirnovDistribution

java.lang.Object

Catalano.Statistics.Distributions.KolmogorovSmirnovDistribution

All Implemented Interfaces:

IDistribution

public class KolmogorovSmirnovDistribution
extends java.lang.Object
implements IDistribution

Kolmogorov-Smirnov distribution.

Constructor Summary

Constructors

Constructor and Description
KolmogorovSmirnovDistribution(int samples)

Method Summary

Modifier and Type	Method and Description
double	ComplementaryDistributionFunction(double x)
static double	ComplementaryDistributionFunction(int n, double x) Computes the Complementary Cumulative Distribution Function (1-CDF) for the Kolmogorov-Smirnov statistic's distribution.
static double	CumulativeFunction(int n, double x)
double	DistributionFunction(double x) Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
static double	Durbin(int n, double d) Durbin's algorithm for computing P[Dn < d]
double	Entropy() Gets the entropy for this distribution.
int	getNumberOfSamples()
double	LogProbabilityDensityFunction(double x) Gets the log-probability density function (pdf) for this distribution evaluated at point x.
double	Mean() Gets the mean for this distribution.
double	OneSideDistributionFunction(double x) Computes the Upper Tail of the P[Dn >= x] distribution.
static double	OneSideUpperTail(int n, double x) Computes the Upper Tail of the P[Dn >= x] distribution.
static double	PelzGood(int n, double x) Pelz-Good algorithm for computing lower-tail areas of the Kolmogorov-Smirnov distribution.
static double	Pomeranz(int n, double x) Pomeranz algorithm.
double	ProbabilityDensityFunction(double x) Gets the probability density function (pdf) for this distribution evaluated at point x.
void	setNumberOfSamples(int numberOfSamples)
double	Variance() Gets the variance for this distribution.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

KolmogorovSmirnovDistribution

public KolmogorovSmirnovDistribution(int samples)

Method Detail

getNumberOfSamples

public int getNumberOfSamples()

setNumberOfSamples

public void setNumberOfSamples(int numberOfSamples)

Mean

public double Mean()

Description copied from interface: IDistribution

Gets the mean for this distribution.

Specified by:

Mean in interface IDistribution

Returns:

The distribution's mean value.

Variance

public double Variance()

Description copied from interface: IDistribution

Gets the variance for this distribution.

Specified by:

Variance in interface IDistribution

Returns:

The distribution's variance.

Entropy

public double Entropy()

Description copied from interface: IDistribution

Gets the entropy for this distribution.

Specified by:

Entropy in interface IDistribution

Returns:

The distribution's entropy.

DistributionFunction

public double DistributionFunction(double x)

Description copied from interface: IDistribution

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.
The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

Specified by:

DistributionFunction in interface IDistribution

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

ProbabilityDensityFunction

public double ProbabilityDensityFunction(double x)

Description copied from interface: IDistribution

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.

Specified by:

ProbabilityDensityFunction in interface IDistribution

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

LogProbabilityDensityFunction

public double LogProbabilityDensityFunction(double x)

Description copied from interface: IDistribution

Gets the log-probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.

Specified by:

LogProbabilityDensityFunction in interface IDistribution

Parameters:

x - A single point in the distribution range.

Returns:

The probability of x occurring in the current distribution.

ComplementaryDistributionFunction

public double ComplementaryDistributionFunction(double x)

OneSideDistributionFunction

public double OneSideDistributionFunction(double x)

Computes the Upper Tail of the P[Dn >= x] distribution.

Parameters:

x - Value.

Returns:

Result.

CumulativeFunction

public static double CumulativeFunction(int n,
                                        double x)

ComplementaryDistributionFunction

public static double ComplementaryDistributionFunction(int n,
                                                       double x)

Computes the Complementary Cumulative Distribution Function (1-CDF) for the Kolmogorov-Smirnov statistic's distribution.

Parameters:

n - The sample size.

x - The Kolmogorov-Smirnov statistic.

Returns:

Under a sample size n.

PelzGood

public static double PelzGood(int n,
                              double x)

Pelz-Good algorithm for computing lower-tail areas of the Kolmogorov-Smirnov distribution.

OneSideUpperTail

public static double OneSideUpperTail(int n,
                                      double x)

Computes the Upper Tail of the P[Dn >= x] distribution.

Pomeranz

public static double Pomeranz(int n,
                              double x)

Pomeranz algorithm.

Durbin

public static double Durbin(int n,
                            double d)

Durbin's algorithm for computing P[Dn < d]