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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.GumbelDist
public class GumbelDist
GumbelDist
Extends the class ContinuousDistribution for the Gumbel distribution[#!tJOH95b!#, page 2], with location parameter δ and scale parameter β≠ 0. Using the notation z = (x - δ)/β, it has density
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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GumbelDist()
. |
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GumbelDist(double beta,
double delta)
. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double beta,
double delta,
double x)
. |
double |
cdf(double x)
. |
static double |
cdf(double beta,
double delta,
double x)
. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double beta,
double delta,
double x)
. |
double |
getBeta()
. |
double |
getDelta()
. |
static GumbelDist |
getInstanceFromMLE(double[] x,
int n)
. |
static GumbelDist |
getInstanceFromMLEmin(double[] x,
int n)
. |
double |
getMean()
Returns the mean. |
static double |
getMean(double beta,
double delta)
. |
static double[] |
getMLE(double[] x,
int n)
. |
static double[] |
getMLEmin(double[] x,
int n)
. |
double[] |
getParams()
. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double beta,
double delta)
. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double beta,
double delta)
. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double beta,
double delta,
double u)
. |
void |
setParams(double beta,
double delta)
. |
String |
toString()
. |
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 GumbelDist()
public GumbelDist(double beta, double delta)
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
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 beta, double delta, double x)
public static double cdf(double beta, double delta, double x)
public static double barF(double beta, double delta, double x)
public static double inverseF(double beta, double delta, double u)
public static double[] getMLE(double[] x, int n)
public static double[] getMLEmin(double[] x, int n)
public static GumbelDist getInstanceFromMLE(double[] x, int n)
public static GumbelDist getInstanceFromMLEmin(double[] x, int n)
public static double getMean(double beta, double delta)
public static double getVariance(double beta, double delta)
public static double getStandardDeviation(double beta, double delta)
public double getBeta()
public double getDelta()
public void setParams(double beta, double delta)
public double[] getParams()
public String toString()
toString
in class Object
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SSJ V. labo. |
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