Class CauchyDistribution
- java.lang.Object
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- elki.math.statistics.distribution.CauchyDistribution
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- All Implemented Interfaces:
Distribution
public class CauchyDistribution extends java.lang.Object implements Distribution
Cauchy distribution.- Since:
- 0.6.0
- Author:
- Erich Schubert
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CauchyDistribution.Par
Parameterization class-
Nested classes/interfaces inherited from interface elki.math.statistics.distribution.Distribution
Distribution.Parameterizer
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Constructor Summary
Constructors Constructor Description CauchyDistribution(double location, double shape)
Constructor with default random.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description double
cdf(double x)
Return the cumulative density function at the given value.static double
cdf(double x, double location, double shape)
PDF function, static version.double
getLocation()
Get the location parameter.double
getShape()
Return the shape parameter.double
logpdf(double x)
Return the log density of an existing valuestatic double
logpdf(double x, double location, double shape)
PDF function, static version.double
nextRandom(java.util.Random random)
Generate a new random valuedouble
pdf(double x)
Return the density of an existing valuestatic double
pdf(double x, double location, double shape)
PDF function, static version.double
quantile(double x)
Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.static double
quantile(double x, double location, double shape)
PDF function, static version.java.lang.String
toString()
Describe the distribution
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Method Detail
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getLocation
public double getLocation()
Get the location parameter.- Returns:
- Location
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getShape
public double getShape()
Return the shape parameter.- Returns:
- Shape
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pdf
public double pdf(double x)
Description copied from interface:Distribution
Return the density of an existing value- Specified by:
pdf
in interfaceDistribution
- Parameters:
x
- existing value- Returns:
- distribution density
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logpdf
public double logpdf(double x)
Description copied from interface:Distribution
Return the log density of an existing value- Specified by:
logpdf
in interfaceDistribution
- Parameters:
x
- existing value- Returns:
- log distribution density
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cdf
public double cdf(double x)
Description copied from interface:Distribution
Return the cumulative density function at the given value.- Specified by:
cdf
in interfaceDistribution
- Parameters:
x
- existing value- Returns:
- cumulative density
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quantile
public double quantile(double x)
Description copied from interface:Distribution
Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.- Specified by:
quantile
in interfaceDistribution
- Parameters:
x
- Quantile to find- Returns:
- Quantile position
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nextRandom
public double nextRandom(java.util.Random random)
Description copied from interface:Distribution
Generate a new random value- Specified by:
nextRandom
in interfaceDistribution
- Parameters:
random
- Random number generator- Returns:
- new random value
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pdf
public static double pdf(double x, double location, double shape)
PDF function, static version.- Parameters:
x
- Valuelocation
- Location (x0)shape
- Shape (gamma)- Returns:
- PDF value
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logpdf
public static double logpdf(double x, double location, double shape)
PDF function, static version.- Parameters:
x
- Valuelocation
- Location (x0)shape
- Shape (gamma)- Returns:
- PDF value
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cdf
public static double cdf(double x, double location, double shape)
PDF function, static version.- Parameters:
x
- Valuelocation
- Location (x0)shape
- Shape (gamma)- Returns:
- PDF value
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quantile
public static double quantile(double x, double location, double shape)
PDF function, static version.- Parameters:
x
- Valuelocation
- Location (x0)shape
- Shape (gamma)- Returns:
- PDF value
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toString
public java.lang.String toString()
Description copied from interface:Distribution
Describe the distribution- Specified by:
toString
in interfaceDistribution
- Overrides:
toString
in classjava.lang.Object
- Returns:
- description
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