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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.JohnsonSUDist
public class JohnsonSUDist
Extends the class ContinuousDistribution for
the Johnson SU distribution.
It has shape parameters γ and
δ > 0, location parameter
ξ, and scale parameter
λ > 0.
Denoting
t = (x - ξ)/λ and
z = γ + δln(t + (t^2 + 1)1/2),
the distribution has density
This class relies on the methods NormalDist.cdf01 and
NormalDist.inverseF01 of NormalDist to
approximate Φ and Φ-1.
| Field Summary |
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
|---|
decPrec |
| Constructor Summary | |
|---|---|
JohnsonSUDist(double gamma,
double delta)
Same as JohnsonSUDist
(gamma, delta, 0, 1). |
|
JohnsonSUDist(double gamma,
double delta,
double xi,
double lambda)
Constructs a JohnsonSUDist object with shape parameters γ and δ, location parameter ξ, and scale parameter λ. |
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| Method Summary | |
|---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double gamma,
double delta,
double xi,
double lambda,
double x)
Returns the complementary distribution function 1 - F(x). |
double |
cdf(double x)
. |
static double |
cdf(double gamma,
double delta,
double xi,
double lambda,
double x)
Returns the distribution function F(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)
Returns the density function f (x). |
double |
getDelta()
Returns the value of δ. |
double |
getGamma()
Returns the value of γ. |
double |
getLambda()
Returns the value of λ. |
double |
getMean()
Returns the mean. |
static double |
getMean(double gamma,
double delta,
double xi,
double lambda)
Returns the mean of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
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)
Returns the standard deviation of the Johnson SU distribution with parameters γ, δ, ξ, λ. |
double |
getVariance()
Returns the variance. |
static double |
getVariance(double gamma,
double delta,
double xi,
double lambda)
Returns the variance of the Johnson SU distribution with parameters γ, δ, ξ and λ. |
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)
Returns the inverse distribution function F-1(u). |
void |
setParams(double gamma,
double delta,
double xi,
double lambda)
Sets the value of the parameters γ, δ, ξ and λ for this object. |
String |
toString()
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| 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 JohnsonSUDist(double gamma,
double delta)
JohnsonSUDist
(gamma, delta, 0, 1).
public JohnsonSUDist(double gamma,
double delta,
double xi,
double lambda)
| 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 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 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
|
SSJ V. labo. |
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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||