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

Class LogLogisticDistribution

java.lang.Object

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

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

All Implemented Interfaces:

Distribution

@Alias(value={"fisk","loglog"})
public class LogLogisticDistribution
extends AbstractDistribution

Log-Logistic distribution also known as Fisk distribution.

Author:

Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	scale Parameters: scale and shape
(package private) double	shape Parameters: scale and shape

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

random

Constructor Summary

Constructors

Constructor and Description
LogLogisticDistribution(double scale, double shape) Constructor.
LogLogisticDistribution(double scale, double shape, Random random) Constructor.
LogLogisticDistribution(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 scale, double shape) 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 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 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

scale

double scale

Parameters: scale and shape

shape

double shape

Parameters: scale and shape

Constructor Detail

LogLogisticDistribution

public LogLogisticDistribution(double scale,
                       double shape)

Constructor.

Parameters:

scale - Scale

shape - Shape

LogLogisticDistribution

public LogLogisticDistribution(double scale,
                       double shape,
                       Random random)

Constructor.

Parameters:

scale - Scale

shape - Shape

random - Random number generator

LogLogisticDistribution

public LogLogisticDistribution(double scale,
                       double shape,
                       RandomFactory random)

Constructor.

Parameters:

scale - Scale

shape - Shape

random - Random number generator

Method Detail

pdf

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

Probability density function.

Parameters:

val - Value

scale - Scale

shape - Shape

Returns:

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 scale,
         double shape)

Cumulative density function.

Parameters:

val - Value

scale - Scale

shape - Shape

Returns:

CDF

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 scale,
              double shape)

Quantile function.

Parameters:

val - Value

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