Class InverseGaussianDistribution

  • All Implemented Interfaces:
    Distribution

    @Alias({"invgauss","wald"})
    public class InverseGaussianDistribution
    extends java.lang.Object
    implements Distribution
    Inverse Gaussian distribution aka Wald distribution.

    Beware that SciPy uses a different location parameter.

    InverseGaussian(a, x) ~ scipy.stats.invgauss(a/x, x)

    Our parameter scheme is in line with common literature. SciPy naming scheme has comparable notion of location and scale across distributions. So both have their benefits.

    Since:
    0.6.0
    Author:
    Erich Schubert
    • Field Summary

      Fields 
      Modifier and Type Field Description
      private double mean
      Location value
      private double shape
      Shape parameter
    • Constructor Summary

      Constructors 
      Constructor Description
      InverseGaussianDistribution​(double mean, double shape)
      Constructor for Inverse Gaussian / Wald distribution.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods Deprecated Methods 
      Modifier and Type Method Description
      double cdf​(double val)
      Return the cumulative density function at the given value.
      static double cdf​(double x, double mu, double shape)
      Cumulative probability density function (CDF) of a Wald distribution.
      double getMean()
      Mean parameter.
      double getShape()
      Shape parameter.
      double logpdf​(double val)
      Return the log density of an existing value
      static double logpdf​(double x, double mu, double shape)
      Probability density function of the Wald distribution.
      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 x, double mu, double shape)
      Probability density function of the Wald distribution.
      double quantile​(double q)
      Deprecated.
      NOT YET IMPLEMENTED.
      static double quantile​(double x, double mu, double shape)
      Deprecated.
      NOT YET IMPLEMENTED.
      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

      • mean

        private double mean
        Location value
      • shape

        private double shape
        Shape parameter
    • Constructor Detail

      • InverseGaussianDistribution

        public InverseGaussianDistribution​(double mean,
                                           double shape)
        Constructor for Inverse Gaussian / Wald distribution.
        Parameters:
        mean - Mean
        shape - Shape parameter
    • Method Detail

      • getMean

        public double getMean()
        Mean parameter.
        Returns:
        Mean
      • getShape

        public double getShape()
        Shape parameter.
        Returns:
        Shape
      • 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
      • 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

        @Deprecated
        public double quantile​(double q)
        Deprecated.
        NOT YET IMPLEMENTED.
        Description copied from interface: Distribution
        Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
        Specified by:
        quantile in interface Distribution
        Parameters:
        q - 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
      • pdf

        public static double pdf​(double x,
                                 double mu,
                                 double shape)
        Probability density function of the Wald distribution.
        Parameters:
        x - The value.
        mu - The mean.
        shape - Shape parameter
        Returns:
        PDF of the given Wald distribution at x.
      • logpdf

        public static double logpdf​(double x,
                                    double mu,
                                    double shape)
        Probability density function of the Wald distribution.
        Parameters:
        x - The value.
        mu - The mean.
        shape - Shape parameter
        Returns:
        log PDF of the given Wald distribution at x.
      • cdf

        public static double cdf​(double x,
                                 double mu,
                                 double shape)
        Cumulative probability density function (CDF) of a Wald distribution.
        Parameters:
        x - value to evaluate CDF at
        mu - Mean value
        shape - Shape parameter
        Returns:
        The CDF of the given Wald distribution at x.
      • quantile

        @Deprecated
        public static double quantile​(double x,
                                      double mu,
                                      double shape)
        Deprecated.
        NOT YET IMPLEMENTED.
        Inverse cumulative probability density function (probit) of a Wald distribution.
        Parameters:
        x - value to evaluate probit function at
        mu - Mean value
        shape - Shape parameter
        Returns:
        The probit of the given Wald distribution at x.