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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
public abstract class AbstractContinuousDistribution
Base class for continuous distributions. Default implementations are provided for some of the methods that do not vary from distribution to distribution.
Field Summary | |
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private static long |
serialVersionUID
Serializable version identifier |
private double |
solverAbsoluteAccuracy
Solver absolute accuracy for inverse cum computation |
Constructor Summary | |
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protected |
AbstractContinuousDistribution()
Default constructor. |
Method Summary | |
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double |
density(double x)
Return the probability density for a particular point. |
protected abstract double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p , used to
bracket a CDF root. |
protected abstract double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p , used to
bracket a CDF root. |
protected abstract double |
getInitialDomain(double p)
Access the initial domain value, based on p , used to
bracket a CDF root. |
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cum computation. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p . |
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
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cumulativeProbability |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.distribution.Distribution |
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cumulativeProbability, cumulativeProbability |
Field Detail |
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private static final long serialVersionUID
private double solverAbsoluteAccuracy
Constructor Detail |
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protected AbstractContinuousDistribution()
Method Detail |
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public double density(double x) throws MathRuntimeException
x
- The point at which the density should be computed.
MathRuntimeException
- if the specialized class hasn't implemented this functionpublic double inverseCumulativeProbability(double p) throws MathException
p
.
inverseCumulativeProbability
in interface ContinuousDistribution
p
- the desired probability
p
MathException
- if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
java.lang.IllegalArgumentException
- if p
is not a valid
probability.protected abstract double getInitialDomain(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.
p
- the desired probability for the critical value
protected abstract double getDomainLowerBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.
p
- the desired probability for the critical value
p
protected abstract double getDomainUpperBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.
p
- the desired probability for the critical value
p
protected double getSolverAbsoluteAccuracy()
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