jdistlib

Class Levy

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Levy

public class Levy
extends GenericDistribution

Field Summary

Fields

Modifier and Type	Field and Description
double	mu
double	sigma

Constructor Summary

Constructors

Constructor and Description
Levy() Constructor for standard normal (i.e., mean = 0, sd = 1)
Levy(double mu, double sigma)

Method Summary

Modifier and Type	Method and Description
static double	cumulative_standard(double x)
double	cumulative(double p, boolean lower_tail, boolean log_p)
static double	cumulative(double x, double mu, double sigma)
static double	cumulative(double x, double mu, double sigma, boolean lower_tail, boolean log_p)
double	density(double x, boolean log)
static double	density(double x, double mu, double sigma, boolean give_log)
double	quantile(double q, boolean lower_tail, boolean log_p)
static double	quantile(double p, double mu, double sigma, boolean lower_tail, boolean log_p)
static double	random_standard(RandomEngine random)
double	random()
static double	random(double mu, double sigma, RandomEngine random) Random by quantile inversion -- the default in R
static double[]	random(int n, double mu, double sigma, RandomEngine random)

Methods inherited from class jdistlib.generic.GenericDistribution

cumulative_hazard, cumulative_hazard, cumulative, cumulative, cumulative, density, density, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, random, random, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

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

Field Detail

mu

public double mu

sigma

public double sigma

Constructor Detail

Levy

public Levy()

Constructor for standard normal (i.e., mean = 0, sd = 1)

Levy

public Levy(double mu,
            double sigma)

Method Detail

density

public static final double density(double x,
                                   double mu,
                                   double sigma,
                                   boolean give_log)

cumulative_standard

public static final double cumulative_standard(double x)

cumulative

public static final double cumulative(double x,
                                      double mu,
                                      double sigma)

cumulative

public static final double cumulative(double x,
                                      double mu,
                                      double sigma,
                                      boolean lower_tail,
                                      boolean log_p)

quantile

public static final double quantile(double p,
                                    double mu,
                                    double sigma,
                                    boolean lower_tail,
                                    boolean log_p)

random

public static final double random(double mu,
                                  double sigma,
                                  RandomEngine random)

Random by quantile inversion -- the default in R

Parameters:

mu -

sigma -

random -

Returns:

random variate

random_standard

public static final double random_standard(RandomEngine random)

random

public static final double[] random(int n,
                                    double mu,
                                    double sigma,
                                    RandomEngine random)

density

public double density(double x,
                      boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double p,
                         boolean lower_tail,
                         boolean log_p)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double q,
                       boolean lower_tail,
                       boolean log_p)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution