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SSJ V. 1.2.5. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.JohnsonSUDist
public class JohnsonSUDist
Extends the class ContinuousDistribution
for
the Johnson SU distribution.
It has shape parameters γ and
δ > 0, location parameter
ξ, and scale parameter
λ > 0.
Denoting
y = (x - ξ)/λ, the distribution has density
This class relies on the methods NormalDist.cdf01
and
NormalDist.inverseF01
of NormalDist
to
approximate Φ and Φ-1.
Field Summary |
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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JohnsonSUDist(double gamma,
double delta)
Same as JohnsonSUDist
(gamma, delta, 0.0, 1.0). |
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JohnsonSUDist(double gamma,
double delta,
double xi,
double lambda)
Constructs a JohnsonSUDist object with shape parameters γ and δ, location parameter ξ, and scale parameter λ. |
Method Summary | |
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static double |
barF(double gamma,
double delta,
double xi,
double lambda,
double x)
Computes the complementary distribution function 1 - F(x). |
double |
cdf(double x)
Computes and returns the distribution function F(x). |
static double |
cdf(double gamma,
double delta,
double xi,
double lambda,
double x)
Computes the distribution function F(x). |
double |
density(double x)
Returns f (x), the density of X evaluated at x. |
static double |
density(double gamma,
double delta,
double xi,
double lambda,
double x)
Computes the density function f (x). |
double |
getDelta()
Returns the value of δ for this object. |
double |
getGamma()
Returns the value of γ for this object. |
double |
getLambda()
Returns the value of λ for this object. |
double |
getMean()
Returns the mean of the distribution function. |
static double |
getMean(double gamma,
double delta,
double xi,
double lambda)
Computes and returns the mean of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
double |
getStandardDeviation()
Returns the standard deviation of the distribution function. |
static double |
getStandardDeviation(double gamma,
double delta,
double xi,
double lambda)
Computes and returns the standard deviation of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
double |
getVariance()
Returns the variance of the distribution function. |
static double |
getVariance(double gamma,
double delta,
double xi,
double lambda)
Computes and returns the variance of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
double |
getXi()
Returns the value of ξ for this object. |
double |
inverseF(double u)
Computes and returns the inverse distribution function F-1(u), defined in. |
static double |
inverseF(double gamma,
double delta,
double xi,
double lambda,
double u)
Computes the inverse distribution function F-1(u). |
void |
setParams(double gamma,
double delta,
double xi,
double lambda)
Sets the value of the parameters γ, δ, ξ and λ for this object. |
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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barF, inverseBisection, inverseBrent |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public JohnsonSUDist(double gamma, double delta)
JohnsonSUDist
(gamma, delta, 0.0, 1.0).
public JohnsonSUDist(double gamma, double delta, double xi, double lambda)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double inverseF(double u)
Distribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value in the interval (0, 1) for which the inverse
distribution function is evaluated
public double getMean()
Distribution
public double getVariance()
Distribution
public double getStandardDeviation()
Distribution
public static double density(double gamma, double delta, double xi, double lambda, double x)
public static double cdf(double gamma, double delta, double xi, double lambda, double x)
public static double barF(double gamma, double delta, double xi, double lambda, double x)
public static double inverseF(double gamma, double delta, double xi, double lambda, double u)
public static double getMean(double gamma, double delta, double xi, double lambda)
public static double getVariance(double gamma, double delta, double xi, double lambda)
public static double getStandardDeviation(double gamma, double delta, double xi, double lambda)
public double getGamma()
public double getDelta()
public double getXi()
public double getLambda()
public void setParams(double gamma, double delta, double xi, double lambda)
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SSJ V. 1.2.5. |
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SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |