org.apache.commons.math3.distribution

Class AbstractRealDistribution

java.lang.Object

org.apache.commons.math3.distribution.AbstractRealDistribution

All Implemented Interfaces:

Serializable, RealDistribution

Direct Known Subclasses:

BetaDistribution, CauchyDistribution, ChiSquaredDistribution, ExponentialDistribution, FDistribution, GammaDistribution, LogNormalDistribution, NormalDistribution, TDistribution, TriangularDistribution, UniformRealDistribution, WeibullDistribution

public abstract class AbstractRealDistribution
extends Object
implements RealDistribution, Serializable

Base class for probability distributions on the reals. Default implementations are provided for some of the methods that do not vary from distribution to distribution.

Since:

3.0

Version:

$Id: AbstractRealDistribution.java 1244107 2012-02-14 16:17:55Z erans $

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected RandomDataImpl	randomData RandomData instance used to generate samples from the distribution.
static double	SOLVER_DEFAULT_ABSOLUTE_ACCURACY Default accuracy.

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	AbstractRealDistribution() Default constructor.

Method Summary

Methods

Modifier and Type	Method and Description
double	cumulativeProbability(double x0, double x1) For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1).
protected double	getSolverAbsoluteAccuracy() Returns the solver absolute accuracy for inverse cumulative computation.
double	inverseCumulativeProbability(double p) Computes the quantile function of this distribution.
void	reseedRandomGenerator(long seed) Reseed the random generator used to generate samples.
double	sample() Generate a random value sampled from this distribution.
double[]	sample(int sampleSize) Generate a random sample from the distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math3.distribution.RealDistribution

cumulativeProbability, density, getNumericalMean, getNumericalVariance, getSupportLowerBound, getSupportUpperBound, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive, probability

Field Detail

SOLVER_DEFAULT_ABSOLUTE_ACCURACY

public static final double SOLVER_DEFAULT_ABSOLUTE_ACCURACY

Default accuracy.

See Also:

Constant Field Values

randomData

protected final RandomDataImpl randomData

RandomData instance used to generate samples from the distribution.

Constructor Detail

AbstractRealDistribution

protected AbstractRealDistribution()

Default constructor.

Method Detail

cumulativeProbability

public double cumulativeProbability(double x0,
                           double x1)
                             throws NumberIsTooLargeException

For a random variable X whose values are distributed according to this distribution, this method returns P(x0 < X <= x1). The default implementation uses the identity

P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)

Specified by:

cumulativeProbability in interface RealDistribution

Parameters:

x0 - the exclusive lower bound

x1 - the inclusive upper bound

Returns:

the probability that a random variable with this distribution takes a value between x0 and x1, excluding the lower and including the upper endpoint

Throws:

NumberIsTooLargeException - if x0 > x1

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws OutOfRangeException

Computes the quantile function of this distribution. For a random variable X distributed according to this distribution, the returned value is

• inf{x in R | P(X<=x) >= p} for 0 < p <= 1,
• inf{x in R | P(X<=x) > 0} for p = 0.

The default implementation returns

• RealDistribution.getSupportLowerBound() for p = 0,
• RealDistribution.getSupportUpperBound() for p = 1.

Specified by:

inverseCumulativeProbability in interface RealDistribution

Parameters:

p - the cumulative probability

Returns:

the smallest p-quantile of this distribution (largest 0-quantile for p = 0)

Throws:

OutOfRangeException - if p < 0 or p > 1

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()

Returns the solver absolute accuracy for inverse cumulative computation. You can override this method in order to use a Brent solver with an absolute accuracy different from the default.

Returns:

the maximum absolute error in inverse cumulative probability estimates

reseedRandomGenerator

public void reseedRandomGenerator(long seed)

Reseed the random generator used to generate samples.

Specified by:

reseedRandomGenerator in interface RealDistribution

Parameters:

seed - the new seed

sample

public double sample()

Generate a random value sampled from this distribution. The default implementation uses the inversion method.

Specified by:

sample in interface RealDistribution

Returns:

a random value.

sample

public double[] sample(int sampleSize)

Generate a random sample from the distribution. The default implementation generates the sample by calling sample() in a loop.

Specified by:

sample in interface RealDistribution

Parameters:

sampleSize - the number of random values to generate

Returns:

an array representing the random sample