org.apache.commons.math.distribution

Class AbstractContinuousDistribution

• Method Summary

All Methods
Modifier and Type Method and Description
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
• 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.
java.lang.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
java.lang.IllegalArgumentException - if sampleSize is not positive
Since:
2.2