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

Class CauchyDistribution

java.lang.Object

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

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

All Implemented Interfaces:

Distribution

public class CauchyDistribution
extends AbstractDistribution

Cauchy distribution.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	location The location (x0) parameter.
(package private) double	shape The shape (gamma) parameter.

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

random

Constructor Summary

Constructors

Constructor and Description
CauchyDistribution(double location, double shape) Constructor with default random.
CauchyDistribution(double location, double shape, java.util.Random random) Constructor.
CauchyDistribution(double location, double shape, RandomFactory random) Constructor.

Method Summary

Modifier and Type	Method and Description
double	cdf(double x) Return the cumulative density function at the given value.
static double	cdf(double x, double location, double shape) PDF function, static version.
double	getLocation() Get the location parameter.
double	getShape() Return the shape parameter.
double	logpdf(double x) Return the log density of an existing value
static double	logpdf(double x, double location, double shape) PDF function, static version.
double	nextRandom() Generate a new random value
double	pdf(double x) Return the density of an existing value
static double	pdf(double x, double location, double shape) PDF function, static version.
double	quantile(double x) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double x, double location, double shape) PDF function, static version.
java.lang.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

final double location

The location (x0) parameter.

shape

final double shape

The shape (gamma) parameter.

Constructor Detail

CauchyDistribution

public CauchyDistribution(double location,
                          double shape)

Constructor with default random.

Parameters:

location - Location (x0)

shape - Shape (gamma)

CauchyDistribution

public CauchyDistribution(double location,
                          double shape,
                          java.util.Random random)

Constructor.

Parameters:

location - Location (x0)

shape - Shape (gamma)

random - Random generator

CauchyDistribution

public CauchyDistribution(double location,
                          double shape,
                          RandomFactory random)

Constructor.

Parameters:

location - Location (x0)

shape - Shape (gamma)

random - Random generator

Method Detail

getLocation

public double getLocation()

Get the location parameter.

Returns:

Location

getShape

public double getShape()

Return the shape parameter.

Returns:

Shape

pdf

public double pdf(double x)

Description copied from interface: Distribution

Return the density of an existing value

Parameters:

x - existing value

Returns:

distribution density

logpdf

public double logpdf(double x)

Description copied from interface: Distribution

Return the log density of an existing value

Parameters:

x - existing value

Returns:

log distribution density

cdf

public double cdf(double x)

Description copied from interface: Distribution

Return the cumulative density function at the given value.

Parameters:

x - existing value

Returns:

cumulative density

quantile

public double quantile(double x)

Description copied from interface: Distribution

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

Parameters:

x - 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

pdf

public static double pdf(double x,
                         double location,
                         double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value

logpdf

public static double logpdf(double x,
                            double location,
                            double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value

cdf

public static double cdf(double x,
                         double location,
                         double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value

quantile

public static double quantile(double x,
                              double location,
                              double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value

toString

public java.lang.String toString()

Description copied from interface: Distribution

Describe the distribution

Specified by:

toString in interface Distribution

Overrides:

toString in class java.lang.Object

Returns:

description