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java.lang.Objectumontreal.iro.lecuyer.probdistmulti.DiscreteDistributionIntMulti
umontreal.iro.lecuyer.probdistmulti.MultinomialDist
public class MultinomialDist
MultinomialDist
Implements the abstract class DiscreteDistributionIntMulti for the multinomial distribution with parameters n and (p1, ...,pd). The probability mass function is[#!tJOH69a!#]
pixi/xi!,
xi = n and
[tex2html_wrap_inline238]pi = 1.
| Constructor Summary | |
|---|---|
MultinomialDist(int n,
double[] p)
. |
|
| Method Summary | |
|---|---|
double |
cdf(int[] x)
Computes the cumulative probability function F of the distribution evaluated at x, assuming the lowest values start at 0, i.e. |
static double |
cdf(int n,
double[] p,
int[] x)
. |
double[][] |
getCorrelation()
Returns the correlation matrix of the distribution, defined as ρij = σij/(σ_iiσ_jj)1/2. |
static double[][] |
getCorrelation(int n,
double[] p)
. |
double[][] |
getCovariance()
Returns the variance-covariance matrix of the distribution, defined as σij = E[(Xi - μi)(Xj - μj)]. |
static double[][] |
getCovariance(int n,
double[] p)
. |
double[] |
getMean()
Returns the mean vector of the distribution, defined as μi = E[Xi]. |
static double[] |
getMean(int n,
double[] p)
. |
static double[] |
getMLE(int[][] x,
int m,
int d,
int n)
. |
int |
getN()
. |
double[] |
getP()
. |
double |
prob(int[] x)
Returns the probability mass function p(x1, x2,…, xd), which should be a real number in [0, 1]. |
static double |
prob(int n,
double[] p,
int[] x)
. |
void |
setParams(int n,
double[] p)
. |
| Methods inherited from class umontreal.iro.lecuyer.probdistmulti.DiscreteDistributionIntMulti |
|---|
getDimension |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
public MultinomialDist(int n,
double[] p)
| Method Detail |
|---|
public double prob(int[] x)
DiscreteDistributionIntMulti
prob in class DiscreteDistributionIntMultix - value at which the mass function must be evaluated
public double cdf(int[] x)
DiscreteDistributionIntMulti
cdf in class DiscreteDistributionIntMultipublic double[] getMean()
DiscreteDistributionIntMulti
getMean in class DiscreteDistributionIntMultipublic double[][] getCovariance()
DiscreteDistributionIntMulti
getCovariance in class DiscreteDistributionIntMultipublic double[][] getCorrelation()
DiscreteDistributionIntMulti
getCorrelation in class DiscreteDistributionIntMulti
public static double prob(int n,
double[] p,
int[] x)
public static double cdf(int n,
double[] p,
int[] x)
public static double[] getMean(int n,
double[] p)
public static double[][] getCovariance(int n,
double[] p)
public static double[][] getCorrelation(int n,
double[] p)
public static double[] getMLE(int[][] x,
int m,
int d,
int n)
,...,
]
public int getN()
public double[] getP()
public void setParams(int n,
double[] p)
|
SSJ V. labo. |
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| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||