|
|||||||||
PREV CLASS NEXT CLASS | All Classes | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.GammaDistributionImpl
public class GammaDistributionImpl
The default implementation of GammaDistribution
.
Field Summary | |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
Constructor Summary | |
---|---|
GammaDistributionImpl(double alpha,
double beta)
Create a new gamma distribution with the given alpha and beta values. |
|
GammaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
Create a new gamma distribution with the given alpha and beta values. |
Method Summary | |
---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(double x)
Returns the probability density for a particular point. |
double |
density(Double x)
Deprecated. |
double |
getAlpha()
Access the shape parameter, alpha |
double |
getBeta()
Access the scale parameter, beta |
double |
getNumericalMean()
Returns the mean. |
double |
getNumericalVariance()
Returns the variance. |
double |
getSupportLowerBound()
Returns the upper bound of the support for the distribution. |
double |
getSupportUpperBound()
Returns the upper bound of 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 |
setAlpha(double alpha)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setBeta(double newBeta)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
---|
reseedRandomGenerator, sample, sample |
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
---|
cumulativeProbability |
Methods inherited from class java.lang.Object |
---|
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.distribution.Distribution |
---|
cumulativeProbability |
Field Detail |
---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Constructor Detail |
---|
public GammaDistributionImpl(double alpha, double beta)
alpha
- the shape parameter.beta
- the scale parameter.public GammaDistributionImpl(double alpha, double beta, double inverseCumAccuracy)
alpha
- the shape parameter.beta
- the scale parameter.inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)Method Detail |
---|
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 setAlpha(double alpha)
setAlpha
in interface GammaDistribution
alpha
- the new shape parameter.
IllegalArgumentException
- if alpha
is not positive.public double getAlpha()
getAlpha
in interface GammaDistribution
@Deprecated public void setBeta(double newBeta)
setBeta
in interface GammaDistribution
newBeta
- the new scale parameter.
IllegalArgumentException
- if newBeta
is not positive.public double getBeta()
getBeta
in interface GammaDistribution
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.
@Deprecated public double density(Double x)
density
in interface GammaDistribution
density
in interface HasDensity<Double>
x
- The point at which the density should be computed.
public double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalMean()
alpha
and scale
parameter beta
, the mean is
alpha * beta
public double getNumericalVariance()
alpha
and scale
parameter beta
, the variance is
alpha * beta^2
|
|||||||||
PREV CLASS NEXT CLASS | All Classes | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |