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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.JohnsonSBDist
public class JohnsonSBDist
JohnsonSBDist
Extends the class ContinuousDistribution for the Johnson SB distribution with shape parameters γ and δ > 0, location parameter ξ, and scale parameter λ > 0. Denoting t = (x - ξ)/λ and z = γ + δln(t/(1 - t)), the density is
This class relies on the methods NormalDistcdf01 and NormalDistinverseF01 of NormalDist to approximate Φ and Φ-1.
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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JohnsonSBDist(double gamma,
double delta,
double xi,
double lambda)
. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double gamma,
double delta,
double xi,
double lambda,
double x)
. |
double |
cdf(double x)
. |
static double |
cdf(double gamma,
double delta,
double xi,
double lambda,
double x)
. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double gamma,
double delta,
double xi,
double lambda,
double x)
. |
double |
getDelta()
Returns the value of δ. |
double |
getGamma()
Returns the value of γ. |
static JohnsonSBDist |
getInstanceFromMLE(double[] x,
int n,
double xi,
double lambda)
. |
double |
getLambda()
Returns the value of λ. |
double |
getMean()
Returns the mean. |
static double |
getMean(double gamma,
double delta,
double xi,
double lambda)
. |
static double[] |
getMLE(double[] x,
int n,
double xi,
double lambda)
. |
double[] |
getParams()
Return an array containing the parameters of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
static double |
getStandardDeviation(double gamma,
double delta,
double xi,
double lambda)
. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double gamma,
double delta,
double xi,
double lambda)
. |
double |
getXi()
Returns the value of ξ. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double gamma,
double delta,
double xi,
double lambda,
double u)
. |
void |
setParams(double gamma,
double delta,
double xi,
double lambda)
. |
String |
toString()
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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 JohnsonSBDist(double gamma, double delta, double xi, double lambda)
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 gamma, double delta, double xi, double lambda, double x)
public static double cdf(double gamma, double delta, double xi, double lambda, double x)
public static double barF(double gamma, double delta, double xi, double lambda, double x)
public static double inverseF(double gamma, double delta, double xi, double lambda, double u)
public static double[] getMLE(double[] x, int n, double xi, double lambda)
public static JohnsonSBDist getInstanceFromMLE(double[] x, int n, double xi, double lambda)
public static double getMean(double gamma, double delta, double xi, double lambda)
public static double getVariance(double gamma, double delta, double xi, double lambda)
public static double getStandardDeviation(double gamma, double delta, double xi, double lambda)
public void setParams(double gamma, double delta, double xi, double lambda)
public double getGamma()
public double getDelta()
public double getXi()
public double getLambda()
public double[] getParams()
public String toString()
toString
in class Object
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SSJ V. labo. |
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SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |