public class TDistributionImpl extends AbstractContinuousDistribution implements TDistribution, Serializable
TDistribution
.Modifier and Type | Field and Description |
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static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy
|
randomData
Constructor and Description |
---|
TDistributionImpl(double degreesOfFreedom)
Create a t distribution using the given degrees of freedom.
|
TDistributionImpl(double degreesOfFreedom,
double inverseCumAccuracy)
Create a t distribution using the given degrees of freedom and the
specified inverse cumulative probability absolute accuracy.
|
Modifier and Type | Method and Description |
---|---|
double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X <
x ). |
double |
density(double x)
Returns the probability density for a particular point.
|
double |
getDegreesOfFreedom()
Access the degrees of freedom.
|
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on
p , used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on
p , used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on
p , used to
bracket a CDF root. |
double |
getNumericalMean()
Returns the mean.
|
double |
getNumericalVariance()
Returns the variance.
|
protected double |
getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate
inverse cumulative probabilities.
|
double |
getSupportLowerBound()
Returns the lower bound of the support for the distribution.
|
double |
getSupportUpperBound()
Returns the upper bound of the support for the distribution.
|
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such
that P(X < x) =
p . |
void |
setDegreesOfFreedom(double degreesOfFreedom)
Deprecated.
as of 2.1 (class will become immutable in 3.0)
|
reseedRandomGenerator, sample, sample
cumulativeProbability
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
cumulativeProbability
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
public TDistributionImpl(double degreesOfFreedom, double inverseCumAccuracy)
degreesOfFreedom
- the degrees of freedom.inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)public TDistributionImpl(double degreesOfFreedom)
degreesOfFreedom
- the degrees of freedom.@Deprecated public void setDegreesOfFreedom(double degreesOfFreedom)
setDegreesOfFreedom
in interface TDistribution
degreesOfFreedom
- the new degrees of freedom.public double getDegreesOfFreedom()
getDegreesOfFreedom
in interface TDistribution
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.public double cumulativeProbability(double x) throws MathException
x
).cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.x
.MathException
- if the cumulative probability can not be
computed due to convergence or other numerical errors.public double inverseCumulativeProbability(double p) throws MathException
p
.
Returns Double.NEGATIVE_INFINITY
for p=0 and
Double.POSITIVE_INFINITY
for p=1.
inverseCumulativeProbability
in interface ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- the desired probabilityp
MathException
- if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.IllegalArgumentException
- if p
is not a valid
probability.protected double getDomainLowerBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.getDomainLowerBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical valuep
protected double getDomainUpperBound(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.getDomainUpperBound
in class AbstractContinuousDistribution
p
- the desired probability for the critical valuep
protected double getInitialDomain(double p)
p
, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double)
to find critical values.getInitialDomain
in class AbstractContinuousDistribution
p
- the desired probability for the critical valueprotected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractContinuousDistribution
public double getSupportLowerBound()
public double getSupportUpperBound()
public double getNumericalMean()
df > 1
then 0
undefined
public double getNumericalVariance()
df > 2
then df / (df - 2)
1 < df <= 2
then positive infinity
undefined
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