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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.ChiSquaredDistributionImpl
public class ChiSquaredDistributionImpl
The default implementation of ChiSquaredDistribution
Field Summary | |
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static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
Constructor Summary | |
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ChiSquaredDistributionImpl(double df)
Create a Chi-Squared distribution with the given degrees of freedom. |
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ChiSquaredDistributionImpl(double df,
double inverseCumAccuracy)
Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative probability accuracy. |
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ChiSquaredDistributionImpl(double df,
GammaDistribution g)
Deprecated. as of 2.1 (to avoid possibly inconsistent state, the "GammaDistribution" will be instantiated internally) |
Method Summary | |
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double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(double x)
Return the probability density for a particular point. |
double |
density(Double x)
Deprecated. |
double |
getDegreesOfFreedom()
Access the degrees of freedom. |
double |
getNumericalMean()
Returns the mean of the distribution. |
double |
getNumericalVariance()
Returns the variance of the distribution. |
double |
getSupportLowerBound()
Returns the lower bound of the support for the distribution. |
double |
getSupportUpperBound()
Returns the upper bound for the support for the distribution. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p . |
void |
setDegreesOfFreedom(double degreesOfFreedom)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setGamma(GammaDistribution g)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
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reseedRandomGenerator, sample, sample |
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
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cumulativeProbability |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.distribution.Distribution |
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cumulativeProbability |
Field Detail |
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public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Constructor Detail |
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public ChiSquaredDistributionImpl(double df)
df
- degrees of freedom.@Deprecated public ChiSquaredDistributionImpl(double df, GammaDistribution g)
df
- degrees of freedom.g
- the underlying gamma distribution used to compute probabilities.public ChiSquaredDistributionImpl(double df, double inverseCumAccuracy)
df
- degrees of freedom.inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)Method Detail |
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@Deprecated public void setDegreesOfFreedom(double degreesOfFreedom)
setDegreesOfFreedom
in interface ChiSquaredDistribution
degreesOfFreedom
- the new degrees of freedom.public double getDegreesOfFreedom()
getDegreesOfFreedom
in interface ChiSquaredDistribution
@Deprecated public double density(Double x)
density
in interface ChiSquaredDistribution
density
in interface HasDensity<Double>
x
- The point at which the density should be computed.
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.
public double cumulativeProbability(double x) throws MathException
cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.
MathException
- if the cumulative probability can not be
computed due to convergence or other numerical errors.public double inverseCumulativeProbability(double p) throws MathException
p
.
Returns 0 for p=0 and Double.POSITIVE_INFINITY
for p=1.
inverseCumulativeProbability
in interface ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- the desired probability
p
MathException
- if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException
- if p
is not a valid
probability.@Deprecated public void setGamma(GammaDistribution g)
g
- the new distribution.public double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalMean()
k
degrees of freedom, the mean is
k
public double getNumericalVariance()
k
degrees of freedom, the variance is
2 * k
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