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

Class GeneralizedLogisticDistribution

java.lang.Object

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

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

All Implemented Interfaces:

Distribution, Parameterizable

public class GeneralizedLogisticDistribution
extends AbstractDistribution

Generalized logistic distribution. (Type I, Skew-logistic distribution) One of multiple ways of generalizing the logistic distribution. pdf(x) = shape * Math.exp(-x) / (1 + Math.exp(-x))**(shape+1) cdf(x) = Math.pow(1+Math.exp(-x), -shape) Where shape=1 yields the regular logistic distribution.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GeneralizedLogisticDistribution.Parameterizer Parameterization class

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	location Parameters: location and scale
(package private) double	scale Parameters: location and scale
(package private) double	shape Shape parameter, for generalized logistic distribution.

Fields inherited from class de.lmu.ifi.dbs.elki.math.statistics.distribution.AbstractDistribution

random

Constructor Summary

Constructors

Constructor and Description
GeneralizedLogisticDistribution(double location, double scale, double shape) Constructor.
GeneralizedLogisticDistribution(double location, double scale, double shape, Random random) Constructor.
GeneralizedLogisticDistribution(double location, double scale, double shape, RandomFactory random) 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 loc, double scale, double shape) Cumulative density function.
static double	logcdf(double val, double loc, double scale, double shape) log Cumulative density function.
static double	logpdf(double val, double loc, double scale, double shape) log Probability 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 loc, double scale, double shape) Probability density function.
double	quantile(double val) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double val, double loc, double scale, double shape) Quantile 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

location

double location

Parameters: location and scale

scale

double scale

Parameters: location and scale

shape

double shape

Shape parameter, for generalized logistic distribution.

Constructor Detail

GeneralizedLogisticDistribution

public GeneralizedLogisticDistribution(double location,
                               double scale,
                               double shape)

Constructor.

Parameters:

location - Location

scale - Scale

shape - Shape parameter

GeneralizedLogisticDistribution

public GeneralizedLogisticDistribution(double location,
                               double scale,
                               double shape,
                               Random random)

Constructor.

Parameters:

location - Location

scale - Scale

shape - Shape parameter

random - Random number generator

GeneralizedLogisticDistribution

public GeneralizedLogisticDistribution(double location,
                               double scale,
                               double shape,
                               RandomFactory random)

Constructor.

Parameters:

location - Location

scale - Scale

shape - Shape parameter

random - Random number generator

Method Detail

pdf

public static double pdf(double val,
         double loc,
         double scale,
         double shape)

Probability density function.

Parameters:

val - Value

loc - Location

scale - Scale

shape - Shape

Returns:

PDF

logpdf

public static double logpdf(double val,
            double loc,
            double scale,
            double shape)

log Probability density function. TODO: untested.

Parameters:

val - Value

loc - Location

scale - Scale

shape - Shape

Returns:

log PDF

pdf

public double pdf(double val)

Description copied from interface: Distribution

Return the density of an existing value

Parameters:

val - existing value

Returns:

distribution density

cdf

public static double cdf(double val,
         double loc,
         double scale,
         double shape)

Cumulative density function.

Parameters:

val - Value

loc - Location

scale - Scale

shape - Shape

Returns:

CDF

logcdf

public static double logcdf(double val,
            double loc,
            double scale,
            double shape)

log Cumulative density function. TODO: untested.

Parameters:

val - Value

loc - Location

scale - Scale

shape - Shape

Returns:

log PDF

cdf

public double cdf(double val)

Description copied from interface: Distribution

Return the cumulative density function at the given value.

Parameters:

val - existing value

Returns:

cumulative density

quantile

public static double quantile(double val,
              double loc,
              double scale,
              double shape)

Quantile function.

Parameters:

val - Value

loc - Location

scale - Scale

shape - Shape

Returns:

Quantile

quantile

public double quantile(double val)

Description copied from interface: Distribution

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

Parameters:

val - Quantile to find

Returns:

Quantile position

nextRandom

public double nextRandom()

Description copied from interface: Distribution

Generate a new random value

Specified by:

nextRandom in interface Distribution

Overrides:

nextRandom in class AbstractDistribution

Returns:

new random value

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