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

Class RayleighDistribution

java.lang.Object

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

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

All Implemented Interfaces:

Distribution

public class RayleighDistribution
extends AbstractDistribution

Rayleigh distribution, a special case of the Weibull distribution.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	mu Location parameter.
(package private) double	sigma Scale parameter.

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

random

Constructor Summary

Constructors

Constructor and Description
RayleighDistribution(double sigma) Constructor.
RayleighDistribution(double mu, double sigma) Constructor.
RayleighDistribution(double mu, double sigma, java.util.Random random) Constructor.
RayleighDistribution(double mu, double sigma, RandomFactory random) Constructor.
RayleighDistribution(double sigma, 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 x, double sigma) CDF of Rayleigh distribution
double	getMu() Get the position parameter.
double	getSigma() Get the scale parameter.
double	logpdf(double x) Return the log density of an existing value
static double	logpdf(double x, double sigma) PDF of Rayleigh distribution
double	nextRandom() Generate a new random value
double	pdf(double x) Return the density of an existing value
static double	pdf(double x, double sigma) PDF of Rayleigh distribution
double	quantile(double val) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double val, double sigma) Quantile function of Rayleigh distribution
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

mu

double mu

Location parameter.

sigma

double sigma

Scale parameter.

Constructor Detail

RayleighDistribution

public RayleighDistribution(double sigma)

Constructor.

Parameters:

sigma - Scale parameter

RayleighDistribution

public RayleighDistribution(double mu,
                            double sigma)

Constructor.

Parameters:

mu - Position parameter

sigma - Scale parameter

RayleighDistribution

public RayleighDistribution(double sigma,
                            java.util.Random random)

Constructor.

Parameters:

sigma - Scale parameter

random - Random number generator

RayleighDistribution

public RayleighDistribution(double mu,
                            double sigma,
                            java.util.Random random)

Constructor.

Parameters:

mu - Position parameter

sigma - Scale parameter

random - Random number generator

RayleighDistribution

public RayleighDistribution(double mu,
                            double sigma,
                            RandomFactory random)

Constructor.

Parameters:

mu - Position parameter

sigma - Scale parameter

random - Random number generator

Method Detail

getMu

public double getMu()

Get the position parameter.

Returns:

Position

getSigma

public double getSigma()

Get the scale parameter.

Returns:

scale

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

pdf

public static double pdf(double x,
                         double sigma)

PDF of Rayleigh distribution

Parameters:

x - Value

sigma - Scale

Returns:

PDF at position x.

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

logpdf

public static double logpdf(double x,
                            double sigma)

PDF of Rayleigh distribution

Parameters:

x - Value

sigma - Scale

Returns:

PDF at position x.

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 x,
                         double sigma)

CDF of Rayleigh distribution

Parameters:

x - Value

sigma - Scale parameter

Returns:

CDF at position x.

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 sigma)

Quantile function of Rayleigh distribution

Parameters:

val - Value

sigma - Scale parameter

Returns:

Quantile function at position x.

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 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