|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.BetaDistributionImpl
public class BetaDistributionImpl
Implements the Beta distribution.
References:
Field Summary | |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accurac |
Constructor Summary | |
---|---|
BetaDistributionImpl(double alpha,
double beta)
Build a new instance. |
|
BetaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
Build a new instance. |
Method Summary | |
---|---|
double |
cumulativeProbability(double x)
For a random variable X whose values are distributed according to this distribution, this method returns P(X ≤ x). |
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). |
double |
density(double x)
Return the probability density for a particular point. |
double |
density(java.lang.Double x)
Deprecated. |
double |
getAlpha()
Access the shape parameter, alpha |
double |
getBeta()
Access the shape parameter, beta |
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p , used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p , used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p , used to
bracket a CDF root. |
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p . |
void |
setAlpha(double alpha)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
void |
setBeta(double beta)
Deprecated. as of 2.1 (class will become immutable in 3.0) |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Constructor Detail |
---|
public BetaDistributionImpl(double alpha, double beta, double inverseCumAccuracy)
alpha
- first shape parameter (must be positive)beta
- second shape parameter (must be positive)inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)public BetaDistributionImpl(double alpha, double beta)
alpha
- first shape parameter (must be positive)beta
- second shape parameter (must be positive)Method Detail |
---|
@Deprecated public void setAlpha(double alpha)
setAlpha
in interface BetaDistribution
alpha
- the new shape parameter.public double getAlpha()
getAlpha
in interface BetaDistribution
@Deprecated public void setBeta(double beta)
setBeta
in interface BetaDistribution
beta
- the new scale parameter.public double getBeta()
getBeta
in interface BetaDistribution
public double density(java.lang.Double x)
density
in interface BetaDistribution
density
in interface HasDensity<java.lang.Double>
x
- The point at which the density should be computed.
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.
public double inverseCumulativeProbability(double p) throws MathException
p
.
inverseCumulativeProbability
in interface ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- the desired probability
p
MathException
- if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.protected double getInitialDomain(double p)
p
, used to
bracket a CDF root. This method is used by
AbstractContinuousDistribution.inverseCumulativeProbability(double)
to find critical values.
getInitialDomain
in class AbstractContinuousDistribution
p
- the desired probability for the critical value
protected double getDomainLowerBound(double p)
p
, used to
bracket a CDF root. This method is used by
AbstractContinuousDistribution.inverseCumulativeProbability(double)
to find critical values.
getDomainLowerBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical value
p
protected double getDomainUpperBound(double p)
p
, used to
bracket a CDF root. This method is used by
AbstractContinuousDistribution.inverseCumulativeProbability(double)
to find critical values.
getDomainUpperBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical value
p
public double cumulativeProbability(double x) throws MathException
cumulativeProbability
in interface Distribution
x
- the value at which the distribution function is evaluated.
x
MathException
- if the cumulative probability can not be
computed due to convergence or other numerical errors.public double cumulativeProbability(double x0, double x1) throws MathException
The default implementation uses the identity
P(x0 ≤ X ≤ x1) = P(X ≤ x1) - P(X ≤ x0)
cumulativeProbability
in interface Distribution
cumulativeProbability
in class AbstractDistribution
x0
- the (inclusive) lower boundx1
- the (inclusive) upper bound
x0
and x1
,
including the endpoints.
MathException
- if the cumulative probability can not be
computed due to convergence or other numerical errors.protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractContinuousDistribution
|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |