Package elki.math.statistics.distribution

Class RayleighDistribution

java.lang.Object

elki.math.statistics.distribution.RayleighDistribution

All Implemented Interfaces:

Distribution

public class RayleighDistribution
extends java.lang.Object
implements Distribution

Rayleigh distribution, a special case of the Weibull distribution.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

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

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

Distribution.Parameterizer

Field Summary

Fields

Modifier and Type	Field	Description
(package private) double	mu	Location parameter.
(package private) double	sigma	Scale parameter.

Constructor Summary

Constructors

Constructor	Description
RayleighDistribution(double sigma)	Constructor.
RayleighDistribution(double mu, double sigma)	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 x, double sigma)	CDF of Rayleigh distribution
double	getMu()	Get the position parameter.
double	getSigma()	Get the scale parameter.
double	logpdf(double x)	Return the log density of an existing value
static double	logpdf(double x, double sigma)	PDF of Rayleigh 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 sigma)	PDF of Rayleigh distribution
double	quantile(double val)	Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double val, double sigma)	Quantile function of Rayleigh 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

Location parameter.

sigma

double sigma

Scale parameter.

Constructor Detail

RayleighDistribution

public RayleighDistribution(double sigma)

Constructor.

Parameters:

sigma - Scale parameter

RayleighDistribution

public RayleighDistribution(double mu,
                            double sigma)

Constructor.

Parameters:

mu - Position parameter

sigma - Scale parameter

Method Detail

getMu

public double getMu()

Get the position parameter.

Returns:

Position

getSigma

public double getSigma()

Get the scale parameter.

Returns:

scale

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

pdf

public static double pdf(double x,
                         double sigma)

PDF of Rayleigh distribution

Parameters:

x - Value

sigma - Scale

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

logpdf

public static double logpdf(double x,
                            double sigma)

PDF of Rayleigh distribution

Parameters:

x - Value

sigma - Scale

Returns:

PDF 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

cdf

public static double cdf(double x,
                         double sigma)

CDF of Rayleigh distribution

Parameters:

x - Value

sigma - Scale parameter

Returns:

CDF 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

quantile

public static double quantile(double val,
                              double sigma)

Quantile function of Rayleigh distribution

Parameters:

val - Value

sigma - Scale parameter

Returns:

Quantile function at position x.

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