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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDist
umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDistQuick
public class KolmogorovSmirnovDistQuick
Extends the class KolmogorovSmirnovDist
for the distribution.
The methods of this class are much faster than those of class
KolmogorovSmirnovDist
.
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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KolmogorovSmirnovDistQuick(int n)
Constructs a distribution with parameter 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 P[Dn >= x] with parameter n, in a form that is more precise in the upper tail, using the program described in. |
double |
cdf(double x)
. |
static double |
cdf(int n,
double x)
Computes the distribution function u = P[Dn <= x] with parameter n, using the program described in. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(int n,
double x)
Computes the density for 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 = F-1(u) of the distribution F(x) with parameter n. |
Methods inherited from class umontreal.iro.lecuyer.probdist.KolmogorovSmirnovDist |
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getN, getParams, setN, toString |
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 KolmogorovSmirnovDistQuick(int n)
Method Detail |
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public double density(double x)
ContinuousDistribution
density
in class KolmogorovSmirnovDist
x
- value at which the density is evaluated
public double cdf(double x)
Distribution
cdf
in interface Distribution
cdf
in class KolmogorovSmirnovDist
public double barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class KolmogorovSmirnovDist
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class KolmogorovSmirnovDist
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)
KolmogorovSmirnovDist
for moderate or large n.
Restriction: n >= 1.
public static double barF(int n, double x)
KolmogorovSmirnovDist
for moderate or large n.
Restriction: n >= 1.
public static double inverseF(int n, double u)
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SSJ V. labo. |
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