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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.ChiSquaredDistributionImpl
public class ChiSquaredDistributionImpl
The default implementation of ChiSquaredDistribution
Field Summary | |
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private GammaDistribution |
gamma
Internal Gamma distribution. |
private static long |
serialVersionUID
Serializable version identifier |
Constructor Summary | |
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ChiSquaredDistributionImpl(double df)
Create a Chi-Squared distribution with the given degrees of freedom. |
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ChiSquaredDistributionImpl(double df,
GammaDistribution g)
Create a Chi-Squared distribution with the given degrees of freedom. |
Method Summary | |
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double |
cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x). |
double |
density(Double x)
Return 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. |
private GammaDistribution |
getGamma()
Access the Gamma distribution. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p , used to
bracket a CDF root. |
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)
Modify the degrees of freedom. |
void |
setGamma(GammaDistribution g)
Modify the underlying gamma distribution. |
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 |
Field Detail |
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private static final long serialVersionUID
private GammaDistribution gamma
Constructor Detail |
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public ChiSquaredDistributionImpl(double df)
df
- degrees of freedom.public ChiSquaredDistributionImpl(double df, GammaDistribution g)
df
- degrees of freedom.g
- the underlying gamma distribution used to compute probabilities.Method Detail |
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public void setDegreesOfFreedom(double degreesOfFreedom)
setDegreesOfFreedom
in interface ChiSquaredDistribution
degreesOfFreedom
- the new degrees of freedom.public double getDegreesOfFreedom()
getDegreesOfFreedom
in interface ChiSquaredDistribution
public double density(Double x)
density
in interface ChiSquaredDistribution
density
in interface HasDensity<Double>
x
- The point at which the density should be computed.
public double cumulativeProbability(double x) throws MathException
cumulativeProbability
in interface Distribution
x
- the value at which the CDF is evaluated.
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 0 for p=0 and Double.POSITIVE_INFINITY
for p=1.
inverseCumulativeProbability
in interface ContinuousDistribution
inverseCumulativeProbability
in class AbstractContinuousDistribution
p
- the desired probability
p
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 value
p
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 value
p
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 value
public void setGamma(GammaDistribution g)
g
- the new distribution.private GammaDistribution getGamma()
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