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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDist
umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDistQuick
public class KolmogorovSmirnovDistQuick
Extends the class KolmogorovSmirnovDist for the distribution.
The methods of this class are much faster than those of class
KolmogorovSmirnovDist.
| Field Summary |
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| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
| Constructor Summary | |
|---|---|
KolmogorovSmirnovDistQuick(int n)
Constructs a distribution with parameter n. |
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| Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
double x)
Computes the complementary distribution P[Dn >= x] with parameter n, in a form that is more precise in the upper tail, using the program described in. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(int n,
double x)
Computes the distribution function u = P[Dn <= x] with parameter n, using the program described in. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density for the distribution with parameter n. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
Computes the inverse x = F-1(u) of the distribution F(x) with parameter n. |
| Methods inherited from class umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDist |
|---|
getN, getParams, setN, toString |
| Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getMean, getStandardDeviation, getVariance, 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 KolmogorovSmirnovDistQuick(int n)
| Method Detail |
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public double density(double x)
ContinuousDistribution
density in class KolmogorovSmirnovDistx - value at which the density is evaluated
public double cdf(double x)
Distribution
cdf in interface Distributioncdf in class KolmogorovSmirnovDistx - value at which the distribution function is evaluated
public double barF(double x)
ContinuousDistribution
barF in interface DistributionbarF in class KolmogorovSmirnovDistx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class KolmogorovSmirnovDistu - value at which the inverse distribution function is evaluated
public static double density(int n,
double x)
public static double cdf(int n,
double x)
KolmogorovSmirnovDist for moderate or large n.
Restriction: n >= 1.
public static double barF(int n,
double x)
KolmogorovSmirnovDist for moderate or large n.
Restriction: n >= 1.
public static double inverseF(int n,
double u)
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