public abstract class BaseDistribution extends Object implements Distribution
org.apache.commons.math3.distribution.AbstractRealDistribution
Modifier and Type | Field and Description |
---|---|
protected Random |
random |
protected double |
solverAbsoluteAccuracy |
Constructor and Description |
---|
BaseDistribution() |
BaseDistribution(Random rng) |
Modifier and Type | Method and Description |
---|---|
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cumulative computation.
|
double |
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.
|
double |
probability(double x)
For a random variable
X whose values are distributed according
to this distribution, this method returns P(X = x) . |
double |
probability(double x0,
double x1)
For a random variable
X whose values are distributed according
to this distribution, this method returns P(x0 < X <= x1) . |
void |
reseedRandomGenerator(long seed)
Reseed the random generator used to generate samples.
|
double |
sample()
Generate a random value sampled from this distribution.
|
double[] |
sample(int sampleSize)
Generate a random sample from the distribution.
|
INDArray |
sample(int[] shape)
Sample the given shape
|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
cumulativeProbability, cumulativeProbability, density, getNumericalMean, getNumericalVariance, getSupportLowerBound, getSupportUpperBound, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive
protected Random random
protected double solverAbsoluteAccuracy
public BaseDistribution(Random rng)
public BaseDistribution()
public double probability(double x0, double x1)
X
whose values are distributed according
to this distribution, this method returns P(x0 < X <= x1)
.x0
- Lower bound (excluded).x1
- Upper bound (included).x0
and x1
, excluding the lower
and including the upper endpoint.org.apache.commons.math3.exception.NumberIsTooLargeException
- if x0 > x1
.
The default implementation uses the identity
P(x0 < X <= x1) = P(X <= x1) - P(X <= x0)
public double inverseCumulativeProbability(double p) throws org.apache.commons.math3.exception.OutOfRangeException
X
distributed according to this distribution, the
returned value is
inf{x in R | P(X<=x) >= p}
for 0 < p <= 1
,inf{x in R | P(X<=x) > 0}
for p = 0
.Distribution.getSupportLowerBound()
for p = 0
,Distribution.getSupportUpperBound()
for p = 1
.inverseCumulativeProbability
in interface Distribution
p
- the cumulative probabilityp
-quantile of this distribution
(largest 0-quantile for p = 0
)org.apache.commons.math3.exception.OutOfRangeException
- if p < 0
or p > 1
protected double getSolverAbsoluteAccuracy()
public void reseedRandomGenerator(long seed)
reseedRandomGenerator
in interface Distribution
seed
- the new seedpublic double sample()
sample
in interface Distribution
public double[] sample(int sampleSize)
sample()
in a loop.sample
in interface Distribution
sampleSize
- the number of random values to generatepublic double probability(double x)
X
whose values are distributed according
to this distribution, this method returns P(X = x)
. In other
words, this method represents the probability mass function (PMF)
for the distribution.probability
in interface Distribution
x
- the point at which the PMF is evaluatedpublic INDArray sample(int[] shape)
Distribution
sample
in interface Distribution
shape
- the given shapeCopyright © 2015. All Rights Reserved.