jdistlib

Class Spearman

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Spearman

public class Spearman
extends GenericDistribution

Constructor Summary

Constructors

Constructor and Description
Spearman(int n)

Method Summary

Modifier and Type	Method and Description
static double	cumulative_as89(double is, int n, boolean lower_tail) Spearman cumulative distribution.
static double	cumulative_t(double is, int n, boolean lower_tail) Spearman cumulative distribution function, approximation using T (df=n-2)
double	cumulative(double p, boolean lower_tail, boolean log_p)
static double	cumulative(double is, int n, boolean lower_tail) Spearman exact cumulative distribution function for n <= 22.
double	density(double x, boolean log) Density.
static double	density(double is, int n) Density.
static void	main(java.lang.String[] args)
double	quantile(double q, boolean lower_tail, boolean log_p) Uses numerical optimization to get approximate value, then followed by manual search.
static double	quantile(double q, int n, boolean lower_tail, boolean log_p) Uses bisection.
double	random() Inverse CDF lookup
static double[]	random(int count, int n, RandomEngine random)
static double	random(int n, RandomEngine random) Inverse CDF lookup

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

Constructor Detail

Spearman

public Spearman(int n)

Method Detail

cumulative

public static final double cumulative(double is,
                                      int n,
                                      boolean lower_tail)

Spearman exact cumulative distribution function for n <= 22. For n > 22, cumulative_as89 is invoked. Taken from pspearman package.

Parameters:

is -

n -

lower_tail -

Returns:

CDF

cumulative_as89

public static final double cumulative_as89(double is,
                                           int n,
                                           boolean lower_tail)

Spearman cumulative distribution. (taken from src/library/stats/src/prho.c) Algorithm AS89 -- actually an approximation

Parameters:

is -

n -

lower_tail -

Returns:

CDF

cumulative_t

public static final double cumulative_t(double is,
                                        int n,
                                        boolean lower_tail)

Spearman cumulative distribution function, approximation using T (df=n-2)

Parameters:

is -

n -

lower_tail -

Returns:

CDF

density

public static final double density(double is,
                                   int n)

Density. Minimally tested! Implemented as a differential, i.e. (f(x+h) - f(x)) / h

Parameters:

is -

n -

Returns:

density value

quantile

public static final double quantile(double q,
                                    int n,
                                    boolean lower_tail,
                                    boolean log_p)

Uses bisection.

Parameters:

q -

n -

lower_tail -

log_p -

Returns:

quantile value

random

public static final double random(int n,
                                  RandomEngine random)

Inverse CDF lookup

Parameters:

n -

random -

Returns:

random variate

random

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

density

public double density(double x,
                      boolean log)

Density. Minimally tested!

Specified by:

density in class GenericDistribution

Parameters:

x -

log - set true for log

Returns:

density value

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)

Uses numerical optimization to get approximate value, then followed by manual search.

Specified by:

quantile in class GenericDistribution

Parameters:

q -

lower_tail -

log_p - Whether q is in log value

Returns:

quantile value

random

public double random()

Inverse CDF lookup

Specified by:

random in class GenericDistribution

Returns:

random variate

main

public static final void main(java.lang.String[] args)