|
SSJ V. 2.6.2. |
||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.StudentDist
public class StudentDist
Extends the class ContinuousDistribution
for
the Student t-distribution
with n degrees of freedom, where n is a positive integer.
Its density is
GammaDist
.
Field Summary |
---|
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
---|
decPrec |
Constructor Summary | |
---|---|
StudentDist(int n)
Constructs a StudentDist object with n degrees of freedom. |
Method Summary | |
---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(int n,
double x)
Computes the complementary distribution function v = bar(F)(x) with n degrees of freedom. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(int n,
double x)
Computes the Student t-distribution function u = F(x) with n degrees of freedom. |
static double |
cdf2(int n,
int d,
double x)
Deprecated. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density function of a Student t-distribution with n degrees of freedom. |
static StudentDist |
getInstanceFromMLE(double[] x,
int m)
Creates a new instance of a Student t-distribution with parameter n estimated using the maximum likelihood method based on the m observations x[i], i = 0, 1,…, m - 1. |
double |
getMean()
Returns the mean. |
static double |
getMean(int n)
Returns the mean E[X] = 0 of the Student t-distribution with parameter n. |
static double[] |
getMLE(double[] x,
int m)
Estimates the parameter n of the Student t-distribution using the maximum likelihood method, from the m observations x[i], i = 0, 1,…, m - 1. |
int |
getN()
Returns the parameter n associated with this object. |
double[] |
getParams()
Return a table containing the parameter of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(int n)
Computes and returns the standard deviation of the Student t-distribution with parameter n. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(int n)
Computes and returns the variance Var[X] = n/(n - 2) of the Student t-distribution with parameter n. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(int n,
double u)
Returns the inverse x = F-1(u) of Student t-distribution function with n degrees of freedom. |
void |
setN(int n)
Sets the parameter n associated with this object. |
String |
toString()
|
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
---|
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
---|
public StudentDist(int n)
Method Detail |
---|
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(int n, double x)
public static double cdf(int n, double x)
@Deprecated public static double cdf2(int n, int d, double x)
cdf
(n, x).
public static double barF(int n, double x)
public static double inverseF(int n, double u)
public static double[] getMLE(double[] x, int m)
x
- the list of observations to use to evaluate parametersm
- the number of observations to use to evaluate parameters
public static StudentDist getInstanceFromMLE(double[] x, int m)
x
- the list of observations to use to evaluate parametersm
- the number of observations to use to evaluate parameterspublic static double getMean(int n)
public static double getVariance(int n)
public static double getStandardDeviation(int n)
public int getN()
public void setN(int n)
public double[] getParams()
public String toString()
toString
in class Object
|
SSJ V. 2.6.2. |
||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |