org.apache.commons.math.distribution
Class AbstractContinuousDistribution

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
All Implemented Interfaces:
java.io.Serializable, ContinuousDistribution, Distribution
Direct Known Subclasses:
BetaDistributionImpl, CauchyDistributionImpl, ChiSquaredDistributionImpl, ExponentialDistributionImpl, FDistributionImpl, GammaDistributionImpl, NormalDistributionImpl, TDistributionImpl, WeibullDistributionImpl

public abstract class AbstractContinuousDistribution
extends AbstractDistribution
implements ContinuousDistribution, java.io.Serializable

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

Version:
$Revision: 925812 $ $Date: 2010-03-21 11:49:31 -0400 (Sun, 21 Mar 2010) $
See Also:
Serialized Form

Constructor Summary
protected AbstractContinuousDistribution()
          Default constructor.
 
Method Summary
 double density(double x)
          Return the probability density for a particular point.
protected abstract  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected abstract  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected abstract  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
protected  double getSolverAbsoluteAccuracy()
          Returns the solver absolute accuracy for inverse cum computation.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
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.math.distribution.Distribution
cumulativeProbability, cumulativeProbability
 

Constructor Detail

AbstractContinuousDistribution

protected AbstractContinuousDistribution()
Default constructor.

Method Detail

density

public double density(double x)
               throws MathRuntimeException
Return the probability density for a particular point.

Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.
Throws:
MathRuntimeException - if the specialized class hasn't implemented this function
Since:
2.1

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.
java.lang.IllegalArgumentException - if p is not a valid probability.

getInitialDomain

protected abstract double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Parameters:
p - the desired probability for the critical value
Returns:
initial domain value

getDomainLowerBound

protected abstract double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected abstract double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cum computation.

Returns:
the maximum absolute error in inverse cumulative probability estimates
Since:
2.1


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