Package elki.math.statistics.distribution

Class ExponentialDistribution

  • All Implemented Interfaces:
    Distribution
    public class ExponentialDistribution
extends java.lang.Object
implements Distribution
    Exponential distribution.
    Since:
    0.5.5
    Author:
    Erich Schubert

    • Field Summary

      Fields 
      Modifier and Type Field Description
      (package private) double location
      Location parameter.
      (package private) double rate
      Rate, inverse of mean

    • 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 rate)
      Cumulative density, static version
      double getLocation()
      Get the location parameter.
      double getRate()
      Get rate parameter.
      double logpdf​(double val)
      Return the log density of an existing value
      static double logpdf​(double val, double rate)
      log PDF, static version
      double nextRandom​(java.util.Random random)
      This method currently uses the naive approach of returning -log(uniform).
      double pdf​(double val)
      Return the density of an existing value
      static double pdf​(double val, double rate)
      PDF, static version
      double quantile​(double val)
      Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
      static double quantile​(double val, double rate)
      Quantile function, static version
      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

      • rate

        double rate
        Rate, inverse of mean

      • location

        double location
        Location parameter.

    • Constructor Detail

      • ExponentialDistribution

        public ExponentialDistribution​(double rate)
        Constructor.
        Parameters:
        rate - Rate parameter (1/scale)

      • ExponentialDistribution

        public ExponentialDistribution​(double rate,
                               double location)
        Constructor.
        Parameters:
        rate - Rate parameter (1/scale)
        location - Location parameter

    • Method Detail

      • getRate

        public double getRate()
        Get rate parameter.
        Returns:
        Rate

      • getLocation

        public double getLocation()
        Get the location parameter.
        Returns:
        Location

      • 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

      • 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

      • pdf

        public static double pdf​(double val,
                         double rate)
        PDF, static version
        Parameters:
        val - Value to compute PDF at
        rate - Rate parameter (1/scale)
        Returns:
        probability density

      • logpdf

        public static double logpdf​(double val,
                            double rate)
        log PDF, static version
        Parameters:
        val - Value to compute PDF at
        rate - Rate parameter (1/scale)
        Returns:
        probability density

      • 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 rate)
        Cumulative density, static version
        Parameters:
        val - Value to compute CDF at
        rate - Rate parameter (1/scale)
        Returns:
        cumulative density

      • 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

      • quantile

        public static double quantile​(double val,
                              double rate)
        Quantile function, static version
        Parameters:
        val - Value to compute quantile for
        rate - Rate parameter
        Returns:
        Quantile

      • nextRandom

        public double nextRandom​(java.util.Random random)
        This method currently uses the naive approach of returning -log(uniform). TODO: there are variants that do not rely on the log method and are faster. We need to implement and evaluate these. For details: see "Computer methods for sampling from the exponential and normal distributions" J. H. Ahrens, U. Dieter, https://dl.acm.org/citation.cfm?id=361593
        Specified by:
        nextRandom in interface Distribution
        Parameters:
        random - Random number generator
        Returns:
        new random value

      • 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