public class CauchyDistribution extends AbstractRealDistribution
Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy.
|
random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY
Constructor and Description |
---|
CauchyDistribution()
Creates a Cauchy distribution with the median equal to zero and scale
equal to one.
|
CauchyDistribution(double median,
double scale)
Creates a Cauchy distribution using the given median and scale.
|
CauchyDistribution(double median,
double scale,
double inverseCumAccuracy)
Creates a Cauchy distribution using the given median and scale.
|
CauchyDistribution(RandomGenerator rng,
double median,
double scale)
Creates a Cauchy distribution.
|
CauchyDistribution(RandomGenerator rng,
double median,
double scale,
double inverseCumAccuracy)
Creates a Cauchy distribution.
|
Modifier and Type | Method and Description |
---|---|
double |
cumulativeProbability(double x)
For a random variable
X whose values are distributed according
to this distribution, this method returns P(X <= x) . |
double |
density(double x)
Returns the probability density function (PDF) of this distribution
evaluated at the specified point
x . |
double |
getMedian()
Access the median.
|
double |
getNumericalMean()
Use this method to get the numerical value of the mean of this
distribution.
|
double |
getNumericalVariance()
Use this method to get the numerical value of the variance of this
distribution.
|
double |
getScale()
Access the scale parameter.
|
protected double |
getSolverAbsoluteAccuracy()
Returns the solver absolute accuracy for inverse cumulative computation.
|
double |
getSupportLowerBound()
Access the lower bound of the support.
|
double |
getSupportUpperBound()
Access the upper bound of the support.
|
double |
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.
|
boolean |
isSupportConnected()
Use this method to get information about whether the support is connected,
i.e.
|
boolean |
isSupportLowerBoundInclusive()
Whether or not the lower bound of support is in the domain of the density
function.
|
boolean |
isSupportUpperBoundInclusive()
Whether or not the upper bound of support is in the domain of the density
function.
|
cumulativeProbability, logDensity, probability, probability, reseedRandomGenerator, sample, sample
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
public CauchyDistribution()
public CauchyDistribution(double median, double scale)
Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (see
AbstractRealDistribution.sample()
and AbstractRealDistribution.sample(int)
). In case no sampling is
needed for the created distribution, it is advised to pass null
as random generator via the appropriate constructors to avoid the
additional initialisation overhead.
median
- Median for this distribution.scale
- Scale parameter for this distribution.public CauchyDistribution(double median, double scale, double inverseCumAccuracy)
Note: this constructor will implicitly create an instance of
Well19937c
as random generator to be used for sampling only (see
AbstractRealDistribution.sample()
and AbstractRealDistribution.sample(int)
). In case no sampling is
needed for the created distribution, it is advised to pass null
as random generator via the appropriate constructors to avoid the
additional initialisation overhead.
median
- Median for this distribution.scale
- Scale parameter for this distribution.inverseCumAccuracy
- Maximum absolute error in inverse
cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
).NotStrictlyPositiveException
- if scale <= 0
.public CauchyDistribution(RandomGenerator rng, double median, double scale)
rng
- Random number generator.median
- Median for this distribution.scale
- Scale parameter for this distribution.NotStrictlyPositiveException
- if scale <= 0
.public CauchyDistribution(RandomGenerator rng, double median, double scale, double inverseCumAccuracy)
rng
- Random number generator.median
- Median for this distribution.scale
- Scale parameter for this distribution.inverseCumAccuracy
- Maximum absolute error in inverse
cumulative probability estimates
(defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY
).NotStrictlyPositiveException
- if scale <= 0
.public double cumulativeProbability(double x)
X
whose values are distributed according
to this distribution, this method returns P(X <= x)
. In other
words, this method represents the (cumulative) distribution function
(CDF) for this distribution.x
- the point at which the CDF is evaluatedx
public double getMedian()
public double getScale()
public double density(double x)
x
. In general, the PDF is
the derivative of the CDF
.
If the derivative does not exist at x
, then an appropriate
replacement should be returned, e.g. Double.POSITIVE_INFINITY
,
Double.NaN
, or the limit inferior or limit superior of the
difference quotient.x
- the point at which the PDF is evaluatedx
public double inverseCumulativeProbability(double p) throws OutOfRangeException
X
distributed according to this distribution, the
returned value is
inf{x in R | P(X<=x) >= p}
for 0 < p <= 1
,inf{x in R | P(X<=x) > 0}
for p = 0
.RealDistribution.getSupportLowerBound()
for p = 0
,RealDistribution.getSupportUpperBound()
for p = 1
.Double.NEGATIVE_INFINITY
when p == 0
and Double.POSITIVE_INFINITY
when p == 1
.inverseCumulativeProbability
in interface RealDistribution
inverseCumulativeProbability
in class AbstractRealDistribution
p
- the cumulative probabilityp
-quantile of this distribution
(largest 0-quantile for p = 0
)OutOfRangeException
- if p < 0
or p > 1
protected double getSolverAbsoluteAccuracy()
getSolverAbsoluteAccuracy
in class AbstractRealDistribution
public double getNumericalMean()
public double getNumericalVariance()
public double getSupportLowerBound()
inverseCumulativeProbability(0)
. In other words, this
method must return
inf {x in R | P(X <= x) > 0}
.
public double getSupportUpperBound()
inverseCumulativeProbability(1)
. In other words, this
method must return
inf {x in R | P(X <= x) = 1}
.
public boolean isSupportLowerBoundInclusive()
getSupporLowerBound()
is finite and
density(getSupportLowerBound())
returns a non-NaN, non-infinite
value.public boolean isSupportUpperBoundInclusive()
getSupportUpperBound()
is finite and
density(getSupportUpperBound())
returns a non-NaN, non-infinite
value.public boolean isSupportConnected()
true
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