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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.GammaDistributionImpl
public class GammaDistributionImpl
The default implementation of GammaDistribution.
| Field Summary | |
|---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy |
| Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
|---|
randomData |
| Constructor Summary | |
|---|---|
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. |
|
| Method Summary | |
|---|---|
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) |
| Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution |
|---|
reseedRandomGenerator, sample, sample |
| Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
|---|
cumulativeProbability |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math.distribution.Distribution |
|---|
cumulativeProbability |
| Field Detail |
|---|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
| Constructor Detail |
|---|
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)| Method Detail |
|---|
public double cumulativeProbability(double x)
throws MathException
cumulativeProbability in interface Distributionx - 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 ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - 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.@Deprecated public void setAlpha(double alpha)
setAlpha in interface GammaDistributionalpha - 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 GammaDistributionnewBeta - the new scale parameter.
IllegalArgumentException - if newBeta is not positive.public double getBeta()
getBeta in interface GammaDistributionpublic double density(double x)
density in class AbstractContinuousDistributionx - The point at which the density should be computed.
@Deprecated public double density(Double x)
density in interface GammaDistributiondensity 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 AbstractContinuousDistributionp - the desired probability for the critical value
pprotected 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 AbstractContinuousDistributionp - the desired probability for the critical value
pprotected 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 AbstractContinuousDistributionp - the desired probability for the critical value
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy in class AbstractContinuousDistributionpublic 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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