public class GammaDistributionImpl extends AbstractContinuousDistribution implements GammaDistribution, Serializable
GammaDistribution
.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 |
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GammaDistributionImpl(double alpha,
double beta)
Create a new gamma distribution with the given alpha and beta values.
|
GammaDistributionImpl(double alpha,
double beta,
double inverseCumAccuracy)
Create a new gamma distribution with the given alpha and beta values.
|
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 |
density(Double x)
Deprecated.
|
double |
getAlpha()
Access the shape parameter, alpha
|
double |
getBeta()
Access the scale parameter, beta
|
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 upper 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 |
setAlpha(double alpha)
Deprecated.
as of 2.1 (class will become immutable in 3.0)
|
void |
setBeta(double newBeta)
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 GammaDistributionImpl(double alpha, double beta)
alpha
- the shape parameter.beta
- the scale parameter.public GammaDistributionImpl(double alpha, double beta, double inverseCumAccuracy)
alpha
- the shape parameter.beta
- the scale parameter.inverseCumAccuracy
- the maximum absolute error in inverse cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
)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 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.@Deprecated public void setAlpha(double alpha)
setAlpha
in interface GammaDistribution
alpha
- the new shape parameter.IllegalArgumentException
- if alpha
is not positive.public double getAlpha()
getAlpha
in interface GammaDistribution
@Deprecated public void setBeta(double newBeta)
setBeta
in interface GammaDistribution
newBeta
- the new scale parameter.IllegalArgumentException
- if newBeta
is not positive.public double getBeta()
getBeta
in interface GammaDistribution
public double density(double x)
density
in class AbstractContinuousDistribution
x
- The point at which the density should be computed.@Deprecated public double density(Double x)
density
in interface GammaDistribution
density
in interface HasDensity<Double>
x
- The point at which the density should be computed.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()
alpha
and scale
parameter beta
, the mean is
alpha * beta
public double getNumericalVariance()
alpha
and scale
parameter beta
, the variance is
alpha * beta^2
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