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SSJ V. 2.6.2. |
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java.lang.Object umontreal.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
t = (x - ξ)/λ and
z = γ + δln(t + (t^2 + 1)1/2),
the distribution has density
δe-z2/2/(λ(2π(t^2 + 1))1/2), for - ∞ < x < ∞,
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, 1). |
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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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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double gamma,
double delta,
double xi,
double lambda,
double x)
Returns the complementary distribution function 1 - F(x). |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(double gamma,
double delta,
double xi,
double lambda,
double x)
Returns the distribution function F(x). |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double gamma,
double delta,
double xi,
double lambda,
double x)
Returns the density function f (x). |
double |
getDelta()
Returns the value of δ. |
double |
getGamma()
Returns the value of γ. |
double |
getLambda()
Returns the value of λ. |
double |
getMean()
Returns the mean. |
static double |
getMean(double gamma,
double delta,
double xi,
double lambda)
Returns the mean of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
double[] |
getParams()
Return an array containing the parameters of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double gamma,
double delta,
double xi,
double lambda)
Returns the standard deviation of the Johnson SU distribution with parameters γ, δ, ξ, λ. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double gamma,
double delta,
double xi,
double lambda)
Returns the variance of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
double |
getXi()
Returns the value of ξ. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double gamma,
double delta,
double xi,
double lambda,
double u)
Returns 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. |
String |
toString()
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Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public JohnsonSUDist(double gamma, double delta)
JohnsonSUDist
(gamma, delta, 0, 1).
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 barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean
in interface Distribution
getMean
in class ContinuousDistribution
public double getVariance()
ContinuousDistribution
getVariance
in interface Distribution
getVariance
in class ContinuousDistribution
public double getStandardDeviation()
ContinuousDistribution
getStandardDeviation
in interface Distribution
getStandardDeviation
in class ContinuousDistribution
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 void setParams(double gamma, double delta, double xi, double lambda)
public double getGamma()
public double getDelta()
public double getXi()
public double getLambda()
public double[] getParams()
public String toString()
toString
in class Object
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SSJ V. 2.6.2. |
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