jdistlib

Class Normal

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Normal

public class Normal
extends GenericDistribution

Manually translated from R's Distlib by Roby Joehanes

Field Summary

Fields

Modifier and Type	Field and Description
double	mu
double	sigma

Constructor Summary

Constructors

Constructor and Description
Normal() Constructor for standard normal (i.e., mean = 0, sd = 1)
Normal(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_ahrens_dieter(double mu, double sigma, RandomEngine random)
static double	random_box_muller(double mu, double sigma, RandomEngine random)
static double	random_kinderman_ramage(double mu, double sigma, RandomEngine random)
static double[]	random_standard(int n, RandomEngine random)
static double	random_standard(RandomEngine random)
double	random()
static double	random(double mu, double sigma, RandomEngine random) Random normal 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

Normal

public Normal()

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

Normal

public Normal(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 normal 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)

random_standard

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

random_ahrens_dieter

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

random_kinderman_ramage

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

random_box_muller

public static final double random_box_muller(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