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

Class ExponentialDistribution

java.lang.Object

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

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

All Implemented Interfaces:

Distribution

public class ExponentialDistribution
extends AbstractDistribution

Exponential distribution.

Since:

0.5.5

Author:

Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	location Location parameter.
(package private) double	rate Rate, inverse of mean

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

random

Constructor Summary

Constructors

Constructor and Description
ExponentialDistribution(double rate) Constructor.
ExponentialDistribution(double rate, double location) Constructor.
ExponentialDistribution(double rate, double location, java.util.Random random) Constructor.
ExponentialDistribution(double rate, double location, RandomFactory random) Constructor.
ExponentialDistribution(double rate, java.util.Random random) Constructor.

Method Summary

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 rate) Cumulative density, static version
double	getLocation() Get the location parameter.
double	getRate() Get rate parameter.
double	logpdf(double val) Return the log density of an existing value
static double	logpdf(double val, double rate) log PDF, static version
double	nextRandom() This method currently uses the naive approach of returning -log(uniform).
double	pdf(double val) Return the density of an existing value
static double	pdf(double val, double rate) PDF, static version
double	quantile(double val) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double val, double rate) Quantile 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

rate

double rate

Rate, inverse of mean

location

double location

Location parameter.

Constructor Detail

ExponentialDistribution

public ExponentialDistribution(double rate)

Constructor.

Parameters:

rate - Rate parameter (1/scale)

ExponentialDistribution

public ExponentialDistribution(double rate,
                               double location)

Constructor.

Parameters:

rate - Rate parameter (1/scale)

location - Location parameter

ExponentialDistribution

public ExponentialDistribution(double rate,
                               java.util.Random random)

Constructor.

Parameters:

rate - Rate parameter (1/scale)

random - Random generator

ExponentialDistribution

public ExponentialDistribution(double rate,
                               double location,
                               java.util.Random random)

Constructor.

Parameters:

rate - Rate parameter (1/scale)

location - Location parameter

random - Random generator

ExponentialDistribution

public ExponentialDistribution(double rate,
                               double location,
                               RandomFactory random)

Constructor.

Parameters:

rate - Rate parameter (1/scale)

location - Location parameter

random - Random generator

Method Detail

getRate

public double getRate()

Get rate parameter.

Returns:

Rate

getLocation

public double getLocation()

Get the location parameter.

Returns:

Location

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

logpdf

public double logpdf(double val)

Description copied from interface: Distribution

Return the log density of an existing value

Parameters:

val - existing value

Returns:

log distribution density

pdf

public static double pdf(double val,
                         double rate)

PDF, static version

Parameters:

val - Value to compute PDF at

rate - Rate parameter (1/scale)

Returns:

probability density

logpdf

public static double logpdf(double val,
                            double rate)

log PDF, static version

Parameters:

val - Value to compute PDF at

rate - Rate parameter (1/scale)

Returns:

probability density

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

cdf

public static double cdf(double val,
                         double rate)

Cumulative density, static version

Parameters:

val - Value to compute CDF at

rate - Rate parameter (1/scale)

Returns:

cumulative density

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

quantile

public static double quantile(double val,
                              double rate)

Quantile function, static version

Parameters:

val - Value to compute quantile for

rate - Rate parameter

Returns:

Quantile

nextRandom

public double nextRandom()

This method currently uses the naive approach of returning -log(uniform). TODO: there are variants that do not rely on the log method and are faster. We need to implement and evaluate these. For details: see "Computer methods for sampling from the exponential and normal distributions" J. H. Ahrens, U. Dieter, https://dl.acm.org/citation.cfm?id=361593

Specified by:

nextRandom in interface Distribution

Overrides:

nextRandom in class AbstractDistribution

Returns:

new random 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