de.lmu.ifi.dbs.elki.math.statistics.distribution

Class ChiDistribution

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.ChiDistribution

All Implemented Interfaces:

Distribution, DistributionWithRandom

public class ChiDistribution
extends Object
implements DistributionWithRandom

Chi distribution.

Field Summary

Fields

Modifier and Type	Field and Description
private ChiSquaredDistribution	chisq Chi squared distribution (for random generation)
private double	dof Degrees of freedom.

Constructor Summary

Constructors

Constructor and Description
ChiDistribution(double dof) Constructor.

Method Summary

Methods

Modifier and Type	Method and Description
double	cdf(double val) Return the cumulative density function at the given value.
static double	cdf(double val, double dof) Cumulative density function.
double	nextRandom() Generate a new random value
double	pdf(double val) Return the density of an existing value
static double	pdf(double val, double dof) PDF function
double	quantile(double val) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
String	toString() Describe the distribution

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

dof

private double dof

Degrees of freedom. Usually integer.

chisq

private ChiSquaredDistribution chisq

Chi squared distribution (for random generation)

Constructor Detail

ChiDistribution

public ChiDistribution(double dof)

Constructor.

Parameters:

dof - Degrees of freedom. Usually integer.

Method Detail

nextRandom

public double nextRandom()

Description copied from interface: DistributionWithRandom

Generate a new random value

Specified by:

nextRandom in interface DistributionWithRandom

Returns:

new random value

pdf

public double pdf(double val)

Description copied from interface: Distribution

Return the density of an existing value

Specified by:

pdf in interface Distribution

Parameters:

val - existing value

Returns:

distribution density

pdf

public static double pdf(double val,
         double dof)

PDF function

Parameters:

val - Value

dof - Degrees of freedom

Returns:

Pdf value

cdf

public double cdf(double val)

Description copied from interface: Distribution

Return the cumulative density function at the given value.

Specified by:

cdf in interface Distribution

Parameters:

val - existing value

Returns:

cumulative density

cdf

public static double cdf(double val,
         double dof)

Cumulative density function.

Parameters:

val - Value

dof - Degrees of freedom.

Returns:

CDF value

quantile

public double quantile(double val)

Description copied from interface: Distribution

Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.

Specified by:

quantile in interface Distribution

Parameters:

val - Quantile to find

Returns:

Quantile position

toString

public String toString()

Description copied from interface: Distribution

Describe the distribution

Specified by:

toString in interface Distribution

Overrides:

toString in class Object

Returns:

description