org.apache.commons.math.distribution
Class AbstractContinuousDistribution

java.lang.Object
  org.apache.commons.math.distribution.AbstractDistribution
      org.apache.commons.math.distribution.AbstractContinuousDistribution

All Implemented Interfaces:

Serializable, ContinuousDistribution, Distribution

Direct Known Subclasses:

BetaDistributionImpl, CauchyDistributionImpl, ChiSquaredDistributionImpl, ExponentialDistributionImpl, FDistributionImpl, GammaDistributionImpl, NormalDistributionImpl, TDistributionImpl, WeibullDistributionImpl

public abstract class AbstractContinuousDistribution
extends AbstractDistribution
implements ContinuousDistribution, Serializable

Base class for continuous distributions. Default implementations are provided for some of the methods that do not vary from distribution to distribution.

See Also:

Serialized Form

Method Summary

double	density(double x) Return the probability density for a particular point.
double	inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
void	reseedRandomGenerator(long seed) Reseeds the random generator used to generate samples.
double	sample() Generates a random value sampled from this distribution.
double[]	sample(int sampleSize) Generates a random sample from the distribution.

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

cumulativeProbability

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution

cumulativeProbability, cumulativeProbability

Method Detail

density

public double density(double x)
               throws MathRuntimeException

Return the probability density for a particular point.

Parameters:

x - The point at which the density should be computed.

Returns:

The pdf at point x.

Throws:

MathRuntimeException - if the specialized class hasn't implemented this function

Since:

2.1

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException

For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Specified by:

inverseCumulativeProbability in interface ContinuousDistribution

Parameters:

p - the desired probability

Returns:

x, such that P(X < x) = p

Throws:

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.

reseedRandomGenerator

public void reseedRandomGenerator(long seed)

Reseeds the random generator used to generate samples.

Parameters:

seed - the new seed

Since:

2.2

sample

public double sample()
              throws MathException

Generates a random value sampled from this distribution. The default implementation uses the inversion method.

Returns:

random value

Throws:

MathException - if an error occurs generating the random value

Since:

2.2

sample

public double[] sample(int sampleSize)
                throws MathException

Generates a random sample from the distribution. The default implementation generates the sample by calling sample() in a loop.

Parameters:

sampleSize - number of random values to generate

Returns:

an array representing the random sample

Throws:

MathException - if an error occurs generating the sample

IllegalArgumentException - if sampleSize is not positive

Since:

2.2