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

Interface Distribution

All Known Implementing Classes:

AbstractDistribution, BetaDistribution, CauchyDistribution, ChiDistribution, ChiSquaredDistribution, ConstantDistribution, ExpGammaDistribution, ExponentialDistribution, ExponentiallyModifiedGaussianDistribution, GammaDistribution, GeneralizedExtremeValueDistribution, GeneralizedLogisticAlternateDistribution, GeneralizedLogisticDistribution, GeneralizedParetoDistribution, GumbelDistribution, HaltonUniformDistribution, InverseGaussianDistribution, KappaDistribution, LaplaceDistribution, LogGammaDistribution, LogisticDistribution, LogLogisticDistribution, LogNormalDistribution, NormalDistribution, PoissonDistribution, RayleighDistribution, SkewGeneralizedNormalDistribution, StudentsTDistribution, UniformDistribution, WeibullDistribution

public interface Distribution

Statistical distributions, with their common functions.

Since:

0.2

Author:

Erich Schubert

Method Summary

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

Method Detail

pdf

double pdf(double val)

Return the density of an existing value

Parameters:

val - existing value

Returns:

distribution density

logpdf

double logpdf(double val)

Return the log density of an existing value

Parameters:

val - existing value

Returns:

log distribution density

cdf

double cdf(double val)

Return the cumulative density function at the given value.

Parameters:

val - existing value

Returns:

cumulative density

quantile

double quantile(double val)

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

Parameters:

val - Quantile to find

Returns:

Quantile position

nextRandom

double nextRandom()

Generate a new random value

Returns:

new random value

toString

java.lang.String toString()

Describe the distribution

Overrides:

toString in class java.lang.Object

Returns:

description