Package elki.math.statistics.distribution

Class StudentsTDistribution

  • 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

    • Field Summary

      Fields 
      Modifier and Type Field Description
      private int v
      Degrees of freedom

    • 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 > 0
      double logpdf​(double val)
      Return the log density of an existing value
      static double logpdf​(double val, int v)
      Static version of the t distribution's PDF.
      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, 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

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

    • Field Detail

      • v

        private final int v
        Degrees of freedom

    • Constructor Detail

      • StudentsTDistribution

        public StudentsTDistribution​(int v)
        Constructor.
        Parameters:
        v - Degrees of freedom

    • Method Detail

      • 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

        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

      • pdf

        public static double pdf​(double val,
                         int v)
        Static version of the t distribution's PDF.
        Parameters:
        val - value to evaluate
        v - degrees of freedom
        Returns:
        f(val,v)

      • logpdf

        public static double logpdf​(double val,
                            int v)
        Static version of the t distribution's PDF.
        Parameters:
        val - value to evaluate
        v - degrees of freedom
        Returns:
        f(val,v)

      • 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 evaluate
        v - degrees of freedom
        Returns:
        F(val, v)

      • 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