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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.HyperbolicSecantDist
public class HyperbolicSecantDist
Extends the class ContinuousDistribution for
the hyperbolic secant distribution with location
parameter μ and scale parameter
σ > 0.
Its density is
The non-static versions of the methods cdf, barF, and inverseF call the static version of the same name.
| Field Summary |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
decPrec |
| Constructor Summary | |
|---|---|
HyperbolicSecantDist(double mu,
double sigma)
Constructs a hyperbolic secant distribution with parameters μ and σ. |
|
| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double mu,
double sigma,
double x)
Computes the complementary distribution function of the hyperbolic secant distribution with parameters μ and σ. |
double |
cdf(double x)
. |
static double |
cdf(double mu,
double sigma,
double x)
Computes the distribution function of the hyperbolic secant distribution with parameters μ and σ. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double mu,
double sigma,
double x)
Computes the density function for a hyperbolic secant distribution with parameters μ and σ. |
static HyperbolicSecantDist |
getInstanceFromMLE(double[] x,
int n)
Creates a new instance of a hyperbolic secant distribution with parameters μ and σ estimated using the maximum likelihood method based on the n observations x[i], i = 0, 1,…, n - 1. |
double |
getMean()
Returns the mean. |
static double |
getMean(double mu,
double sigma)
Computes and returns the mean E[X] = μ of the hyperbolic secant distribution with parameters μ and σ. |
static double[] |
getMLE(double[] x,
int n)
Estimates the parameters (μ, σ) of the hyperbolic secant distribution using the maximum likelihood method, from the n observations x[i], i = 0, 1,…, n - 1. |
double |
getMu()
Returns the parameter μ of this object. |
double[] |
getParams()
Return a table containing the parameters of the current distribution. |
double |
getSigma()
Returns the parameter σ of this object. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double mu,
double sigma)
Computes and returns the standard deviation of the hyperbolic secant distribution with parameters μ and σ. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double mu,
double sigma)
Computes and returns the variance Var[X] = σ2 of the hyperbolic secant distribution with parameters μ and σ. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double mu,
double sigma,
double u)
Computes the inverse of the hyperbolic secant distribution with parameters μ and σ. |
void |
setParams(double mu,
double sigma)
Sets the parameters μ and σ of 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 HyperbolicSecantDist(double mu,
double sigma)
| Method Detail |
|---|
public double density(double x)
ContinuousDistribution
density in class ContinuousDistributionx - value at which the density is evaluated
public double cdf(double x)
Distribution
public double barF(double x)
ContinuousDistribution
barF in interface DistributionbarF in class ContinuousDistributionx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class ContinuousDistributionu - value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean in interface DistributiongetMean in class ContinuousDistributionpublic double getVariance()
ContinuousDistribution
getVariance in interface DistributiongetVariance in class ContinuousDistributionpublic double getStandardDeviation()
ContinuousDistribution
getStandardDeviation in interface DistributiongetStandardDeviation in class ContinuousDistribution
public static double density(double mu,
double sigma,
double x)
public static double cdf(double mu,
double sigma,
double x)
public static double barF(double mu,
double sigma,
double x)
public static double inverseF(double mu,
double sigma,
double u)
public static double[] getMLE(double[] x,
int n)
x - the list of observations to use to evaluate parametersn - the number of observations to use to evaluate parameters
public static HyperbolicSecantDist getInstanceFromMLE(double[] x,
int n)
x - the list of observations to use to evaluate parametersn - the number of observations to use to evaluate parameters
public static double getMean(double mu,
double sigma)
public static double getVariance(double mu,
double sigma)
public static double getStandardDeviation(double mu,
double sigma)
public double getMu()
public double getSigma()
public void setParams(double mu,
double sigma)
public double[] getParams()
public String toString()
toString in class Object
|
SSJ V. labo. |
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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||