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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.AndersonDarlingDist
umontreal.iro.lecuyer.probdist.AndersonDarlingDistQuick
public class AndersonDarlingDistQuick
Extends the class AndersonDarlingDist
for the
distribution (see).
This class implements a version faster and more precise in the tails
than class AndersonDarlingDist
.
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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AndersonDarlingDistQuick(int n)
Constructs an distribution for a sample of size n. |
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 function bar(F)n(x) with parameter n. |
double |
cdf(double x)
. |
static double |
cdf(int n,
double x)
Computes the distribution function Fn(x) at x for sample size n. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density of 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 = Fn-1(u) of the distribution with parameter n. |
String |
toString()
. |
Methods inherited from class umontreal.iro.lecuyer.probdist.AndersonDarlingDist |
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getN, getParams, setN |
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 AndersonDarlingDistQuick(int n)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class AndersonDarlingDist
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
cdf
in interface Distribution
cdf
in class AndersonDarlingDist
public double barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class AndersonDarlingDist
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class AndersonDarlingDist
u
- 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)
For n > 6, the method gives at least 3 decimal digits of precision except for small x; for n <= 6, it gives at least 2 decimal digits of precision except for small x. For n = 1, the exact formula F1(x) = (1 - 4e^-x-1)1/2, for x >= ln(4) - 1, is used.
public static double barF(int n, double x)
public static double inverseF(int n, double u)
public String toString()
AndersonDarlingDist
toString
in class AndersonDarlingDist
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SSJ V. labo. |
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