Class GeneralizedLogisticDistribution

  • All Implemented Interfaces:
    Distribution

    public class GeneralizedLogisticDistribution
    extends java.lang.Object
    implements Distribution
    Generalized logistic distribution. (Type I, Skew-logistic distribution)

    One of multiple ways of generalizing the logistic distribution.
    pdf(x) = shape * exp(-x) / (1 + exp(-x))**(shape+1)
    cdf(x) = pow(1+exp(-x), -shape)
    Where shape=1 yields the regular logistic distribution.

    Since:
    0.6.0
    Author:
    Erich Schubert
    • Field Summary

      Fields 
      Modifier and Type Field Description
      (package private) double location
      Parameters: location and scale
      (package private) double scale
      Parameters: location and scale
      (package private) double shape
      Shape parameter, for generalized logistic distribution.
    • 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, double loc, double scale, double shape)
      Cumulative density function.
      static double logcdf​(double val, double loc, double scale, double shape)
      log Cumulative density function.
      double logpdf​(double val)
      Return the log density of an existing value
      static double logpdf​(double val, double loc, double scale, double shape)
      log Probability density 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 loc, double scale, double shape)
      Probability density function.
      double quantile​(double val)
      Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
      static double quantile​(double val, double loc, double scale, double shape)
      Quantile 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

      • location

        double location
        Parameters: location and scale
      • scale

        double scale
        Parameters: location and scale
      • shape

        double shape
        Shape parameter, for generalized logistic distribution.
    • Constructor Detail

      • GeneralizedLogisticDistribution

        public GeneralizedLogisticDistribution​(double location,
                                               double scale,
                                               double shape)
        Constructor.
        Parameters:
        location - Location
        scale - Scale
        shape - Shape parameter
    • 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
      • pdf

        public static double pdf​(double val,
                                 double loc,
                                 double scale,
                                 double shape)
        Probability density function.
        Parameters:
        val - Value
        loc - Location
        scale - Scale
        shape - Shape
        Returns:
        PDF
      • 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 loc,
                                    double scale,
                                    double shape)
        log Probability density function.
        Parameters:
        val - Value
        loc - Location
        scale - Scale
        shape - Shape
        Returns:
        log PDF
      • 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 loc,
                                 double scale,
                                 double shape)
        Cumulative density function.
        Parameters:
        val - Value
        loc - Location
        scale - Scale
        shape - Shape
        Returns:
        CDF
      • logcdf

        public static double logcdf​(double val,
                                    double loc,
                                    double scale,
                                    double shape)
        log Cumulative density function. TODO: untested.
        Parameters:
        val - Value
        loc - Location
        scale - Scale
        shape - Shape
        Returns:
        log PDF
      • quantile

        public static double quantile​(double val,
                                      double loc,
                                      double scale,
                                      double shape)
        Quantile function.
        Parameters:
        val - Value
        loc - Location
        scale - Scale
        shape - Shape
        Returns:
        Quantile
      • 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
      • 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