Class ChiDistribution

  • All Implemented Interfaces:
    Distribution

    public class ChiDistribution
    extends java.lang.Object
    implements Distribution
    Chi distribution.
    Since:
    0.5.0
    Author:
    Erich Schubert
    • Field Summary

      Fields 
      Modifier and Type Field Description
      private ChiSquaredDistribution chisq
      Chi squared distribution (for random generation)
      private double dof
      Degrees of freedom.
    • Constructor Summary

      Constructors 
      Constructor Description
      ChiDistribution​(double dof)
      Constructor.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double cdf​(double val)
      Return the cumulative density function at the given value.
      static double cdf​(double val, double dof)
      Cumulative density function.
      double logpdf​(double val)
      Return the log density of an existing value
      static double logpdf​(double val, double dof)
      logPDF function
      double nextRandom​(java.util.Random random)
      Generate a new random value
      double pdf​(double val)
      Return the density of an existing value
      static double pdf​(double val, double dof)
      PDF function
      double quantile​(double val)
      Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
      java.lang.String toString()
      Describe the distribution
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
    • Field Detail

      • dof

        private double dof
        Degrees of freedom. Usually integer.
    • Constructor Detail

      • ChiDistribution

        public ChiDistribution​(double dof)
        Constructor.
        Parameters:
        dof - Degrees of freedom. Usually integer.
    • Method Detail

      • nextRandom

        public double nextRandom​(java.util.Random random)
        Description copied from interface: Distribution
        Generate a new random value
        Specified by:
        nextRandom in interface Distribution
        Parameters:
        random - Random number generator
        Returns:
        new random value
      • pdf

        public double pdf​(double val)
        Description copied from interface: Distribution
        Return the density of an existing value
        Specified by:
        pdf in interface Distribution
        Parameters:
        val - existing value
        Returns:
        distribution density
      • pdf

        public static double pdf​(double val,
                                 double dof)
        PDF function
        Parameters:
        val - Value
        dof - Degrees of freedom
        Returns:
        Pdf value
      • logpdf

        public double logpdf​(double val)
        Description copied from interface: Distribution
        Return the log density of an existing value
        Specified by:
        logpdf in interface Distribution
        Parameters:
        val - existing value
        Returns:
        log distribution density
      • logpdf

        public static double logpdf​(double val,
                                    double dof)
        logPDF function
        Parameters:
        val - Value
        dof - Degrees of freedom
        Returns:
        logPdf value
      • cdf

        public double cdf​(double val)
        Description copied from interface: Distribution
        Return the cumulative density function at the given value.
        Specified by:
        cdf in interface Distribution
        Parameters:
        val - existing value
        Returns:
        cumulative density
      • cdf

        public static double cdf​(double val,
                                 double dof)
        Cumulative density function.
        Parameters:
        val - Value
        dof - Degrees of freedom.
        Returns:
        CDF value
      • quantile

        public double quantile​(double val)
        Description copied from interface: Distribution
        Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
        Specified by:
        quantile in interface Distribution
        Parameters:
        val - Quantile to find
        Returns:
        Quantile position
      • toString

        public java.lang.String toString()
        Description copied from interface: Distribution
        Describe the distribution
        Specified by:
        toString in interface Distribution
        Overrides:
        toString in class java.lang.Object
        Returns:
        description