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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.PiecewiseLinearEmpiricalDist
public class PiecewiseLinearEmpiricalDist
PiecewiseLinearEmpiricalDist
Extends the class ContinuousDistribution for a piecewise-linear approximation of the empirical distribution function, based on the observations X(1),..., X(n) (sorted by increasing order), and defined as follows (e.g.,[#!sLAW00a!#, page 318]). The distribution function starts at X(1) and climbs linearly by 1/(n - 1) between any two successive observations. The density is
| F(x) = | 0 | for x < X(1), |
| F(x) = | (i - 1)/(n - 1) + (x - X(i))/[(n - 1)(X(i+1) - X(i))] | for X(i)≤x < X(i+1), |
| F(x) = | 1 | elsewhere, |
| 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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PiecewiseLinearEmpiricalDist(double[] obs)
. |
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PiecewiseLinearEmpiricalDist(Reader in)
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| Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
double |
cdf(double x)
. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
double |
getMean()
Returns the mean. |
int |
getN()
. |
double |
getObs(int i)
. |
double[] |
getParams()
. |
double |
getSampleMean()
. |
double |
getSampleStandardDeviation()
. |
double |
getSampleVariance()
. |
double |
getStandardDeviation()
Returns the standard deviation. |
double |
getVariance()
Returns the variance. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
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 PiecewiseLinearEmpiricalDist(double[] obs)
public PiecewiseLinearEmpiricalDist(Reader in)
throws IOException
IOException| Method Detail |
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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 ContinuousDistributionpublic int getN()
public double getObs(int i)
public double getSampleMean()
public double getSampleVariance()
public double getSampleStandardDeviation()
public double[] getParams()
public String toString()
toString in class Object
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SSJ V. labo. |
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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||