Class StudentsTDistribution
- java.lang.Object
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- elki.math.statistics.distribution.StudentsTDistribution
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- All Implemented Interfaces:
Distribution
public class StudentsTDistribution extends java.lang.Object implements Distribution
Student's t distribution. FIXME: add quantile and random function!- Since:
- 0.5.0
- Author:
- Jan Brusis
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
StudentsTDistribution.Par
Parameterization class-
Nested classes/interfaces inherited from interface elki.math.statistics.distribution.Distribution
Distribution.Parameterizer
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Field Summary
Fields Modifier and Type Field Description private int
v
Degrees of freedom
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Constructor Summary
Constructors Constructor Description StudentsTDistribution(int v)
Constructor.
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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, int v)
Static version of the CDF of the t-distribution for t > 0double
logpdf(double val)
Return the log density of an existing valuestatic double
logpdf(double val, int v)
Static version of the t distribution's PDF.double
nextRandom(java.util.Random random)
Generate a new random valuedouble
pdf(double val)
Return the density of an existing valuestatic double
pdf(double val, int v)
Static version of the t distribution's PDF.double
quantile(double val)
Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.java.lang.String
toString()
Describe the distribution
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Method Detail
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pdf
public double pdf(double val)
Description copied from interface:Distribution
Return the density of an existing value- Specified by:
pdf
in interfaceDistribution
- Parameters:
val
- existing value- Returns:
- distribution density
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logpdf
public double logpdf(double val)
Description copied from interface:Distribution
Return the log density of an existing value- Specified by:
logpdf
in interfaceDistribution
- Parameters:
val
- existing value- Returns:
- log distribution density
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cdf
public double cdf(double val)
Description copied from interface:Distribution
Return the cumulative density function at the given value.- Specified by:
cdf
in interfaceDistribution
- Parameters:
val
- existing value- Returns:
- cumulative density
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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 interfaceDistribution
- Parameters:
val
- 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 val, int v)
Static version of the t distribution's PDF.- Parameters:
val
- value to evaluatev
- degrees of freedom- Returns:
- f(val,v)
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logpdf
public static double logpdf(double val, int v)
Static version of the t distribution's PDF.- Parameters:
val
- value to evaluatev
- degrees of freedom- Returns:
- f(val,v)
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cdf
public static double cdf(double val, int v)
Static version of the CDF of the t-distribution for t > 0- Parameters:
val
- value to evaluatev
- degrees of freedom- Returns:
- F(val, v)
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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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