Package elki.math.statistics.distribution

Class ChiDistribution

java.lang.Object

elki.math.statistics.distribution.ChiDistribution

All Implemented Interfaces:

Distribution

public class ChiDistribution
extends java.lang.Object
implements Distribution

Chi distribution.

Since:

0.5.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ChiDistribution.Par	Parameterization class

Nested classes/interfaces inherited from interface elki.math.statistics.distribution.Distribution

Distribution.Parameterizer

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

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.

chisq

private ChiSquaredDistribution chisq

Chi squared distribution (for random generation)

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