Package elki.math.statistics.distribution

Class GumbelDistribution

  • All Implemented Interfaces:
    Distribution
    public class GumbelDistribution
extends java.lang.Object
implements Distribution
    Gumbel distribution, also known as Log-Weibull distribution.
    Since:
    0.6.0
    Author:
    Erich Schubert

    • Field Summary

      Fields 
      Modifier and Type Field Description
      (package private) double beta
      Shape parameter beta.
      (package private) double mu
      Mode parameter mu.

    • Constructor Summary

      Constructors 
      Constructor Description
      GumbelDistribution​(double mu, double beta)
      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 mu, double beta)
      CDF of Gumbel distribution
      double getBeta()
      Get the shape
      double getMu()
      Get the location
      double logpdf​(double x)
      Return the log density of an existing value
      static double logpdf​(double x, double mu, double beta)
      log PDF of Gumbel distribution
      double nextRandom​(java.util.Random random)
      Generate a new random value
      double pdf​(double x)
      Return the density of an existing value
      static double pdf​(double x, double mu, double beta)
      PDF of Gumbel distribution
      double quantile​(double val)
      Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
      static double quantile​(double val, double mu, double beta)
      Quantile function of Gumbel distribution
      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

      • mu

        double mu
        Mode parameter mu.

      • beta

        double beta
        Shape parameter beta.

    • Constructor Detail

      • GumbelDistribution

        public GumbelDistribution​(double mu,
                          double beta)
        Constructor.
        Parameters:
        mu - Mode
        beta - Shape

    • Method Detail

      • getMu

        public double getMu()
        Get the location
        Returns:
        Mu

      • getBeta

        public double getBeta()
        Get the shape
        Returns:
        Beta

      • pdf

        public static double pdf​(double x,
                         double mu,
                         double beta)
        PDF of Gumbel distribution
        Parameters:
        x - Value
        mu - Mode
        beta - Shape
        Returns:
        PDF at position x.

      • pdf

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

      • logpdf

        public static double logpdf​(double x,
                            double mu,
                            double beta)
        log PDF of Gumbel distribution
        Parameters:
        x - Value
        mu - Mode
        beta - Shape
        Returns:
        PDF at position x.

      • logpdf

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

      • cdf

        public static double cdf​(double val,
                         double mu,
                         double beta)
        CDF of Gumbel distribution
        Parameters:
        val - Value
        mu - Mode
        beta - Shape
        Returns:
        CDF at position x.

      • 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

      • quantile

        public static double quantile​(double val,
                              double mu,
                              double beta)
        Quantile function of Gumbel distribution
        Parameters:
        val - Value
        mu - Mode
        beta - Shape
        Returns:
        Quantile function at position x.

      • 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

      • 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

      • 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