gov.sandia.cognition.statistics.distribution
Class ParetoDistribution.CDF

java.lang.Object
  extended by gov.sandia.cognition.util.AbstractCloneableSerializable
      extended by gov.sandia.cognition.statistics.AbstractDistribution<NumberType>
          extended by gov.sandia.cognition.statistics.AbstractClosedFormUnivariateDistribution<Double>
              extended by gov.sandia.cognition.statistics.AbstractClosedFormSmoothUnivariateDistribution
                  extended by gov.sandia.cognition.statistics.distribution.ParetoDistribution
                      extended by gov.sandia.cognition.statistics.distribution.ParetoDistribution.CDF
All Implemented Interfaces:
Evaluator<Double,Double>, ClosedFormDifferentiableEvaluator<Double,Double,Double>, DifferentiableEvaluator<Double,Double,Double>, Vectorizable, ScalarFunction<Double>, UnivariateScalarFunction, ClosedFormComputableDistribution<Double>, ClosedFormCumulativeDistributionFunction<Double>, ClosedFormDistribution<Double>, ClosedFormUnivariateDistribution<Double>, ComputableDistribution<Double>, CumulativeDistributionFunction<Double>, Distribution<Double>, DistributionWithMean<Double>, InvertibleCumulativeDistributionFunction<Double>, SmoothCumulativeDistributionFunction, SmoothUnivariateDistribution, UnivariateDistribution<Double>, CloneableSerializable, Serializable, Cloneable
Enclosing class:
ParetoDistribution

public static class ParetoDistribution.CDF
extends ParetoDistribution
implements SmoothCumulativeDistributionFunction, InvertibleCumulativeDistributionFunction<Double>

CDF of the Pareto Distribution.

See Also:
Serialized Form

Nested Class Summary
 
Nested classes/interfaces inherited from class gov.sandia.cognition.statistics.distribution.ParetoDistribution
ParetoDistribution.CDF, ParetoDistribution.PDF
 
Field Summary
 
Fields inherited from class gov.sandia.cognition.statistics.distribution.ParetoDistribution
DEFALUT_SCALE, DEFAULT_SHAPE, DEFAULT_SHIFT, scale, shape, shift
 
Constructor Summary
ParetoDistribution.CDF()
          Creates a new instance of CDF
ParetoDistribution.CDF(double shape, double scale, double shift)
          Creates a new instance of CDF
ParetoDistribution.CDF(ParetoDistribution other)
          Copy constructor
 
Method Summary
 Double differentiate(Double input)
          Differentiates the output with respect to the input
 double evaluate(double input)
          Produces a double output for the given double input
 Double evaluate(Double input)
          Evaluates the function on the given input and returns the output.
 double evaluateAsDouble(Double input)
          Evaluates the scalar function as a double.
 ParetoDistribution.CDF getCDF()
          Gets the CDF of a scalar distribution.
 ParetoDistribution.PDF getDerivative()
          Gets the closed-form derivative of the function.
 Double inverse(double probability)
          Computes the inverse of the CDF for the given probability.
 
Methods inherited from class gov.sandia.cognition.statistics.distribution.ParetoDistribution
clone, convertFromVector, convertToVector, getMaxSupport, getMean, getMinSupport, getProbabilityFunction, getScale, getShape, getVariance, sample, setScale, setShape, setShift, toString
 
Methods inherited from class gov.sandia.cognition.statistics.AbstractDistribution
sample
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 
Methods inherited from interface gov.sandia.cognition.statistics.SmoothUnivariateDistribution
getMean, getProbabilityFunction
 
Methods inherited from interface gov.sandia.cognition.statistics.UnivariateDistribution
getMaxSupport, getMinSupport, getVariance
 
Methods inherited from interface gov.sandia.cognition.statistics.Distribution
sample, sample
 
Methods inherited from interface gov.sandia.cognition.math.matrix.Vectorizable
clone, convertFromVector, convertToVector
 

Constructor Detail

ParetoDistribution.CDF

public ParetoDistribution.CDF()
Creates a new instance of CDF


ParetoDistribution.CDF

public ParetoDistribution.CDF(double shape,
                              double scale,
                              double shift)
Creates a new instance of CDF

Parameters:
shape - Scale parameter, must be greater than zero.
scale - Scale parameter, must be greater than zero.
shift - Amount to shift the distribution to the left.

ParetoDistribution.CDF

public ParetoDistribution.CDF(ParetoDistribution other)
Copy constructor

Parameters:
other - ParetoDistribution to copy
Method Detail

evaluate

public Double evaluate(Double input)
Description copied from interface: Evaluator
Evaluates the function on the given input and returns the output.

Specified by:
evaluate in interface Evaluator<Double,Double>
Parameters:
input - The input to evaluate.
Returns:
The output produced by evaluating the input.

evaluateAsDouble

public double evaluateAsDouble(Double input)
Description copied from interface: ScalarFunction
Evaluates the scalar function as a double.

Specified by:
evaluateAsDouble in interface ScalarFunction<Double>
Parameters:
input - The input value.
Returns:
The scalar output calculated from the given input.

evaluate

public double evaluate(double input)
Description copied from interface: UnivariateScalarFunction
Produces a double output for the given double input

Specified by:
evaluate in interface UnivariateScalarFunction
Parameters:
input - Input to the Evaluator
Returns:
output at the given input

getCDF

public ParetoDistribution.CDF getCDF()
Description copied from interface: UnivariateDistribution
Gets the CDF of a scalar distribution.

Specified by:
getCDF in interface ClosedFormUnivariateDistribution<Double>
Specified by:
getCDF in interface SmoothUnivariateDistribution
Specified by:
getCDF in interface UnivariateDistribution<Double>
Overrides:
getCDF in class ParetoDistribution
Returns:
CDF of the scalar distribution.

getDerivative

public ParetoDistribution.PDF getDerivative()
Description copied from interface: ClosedFormDifferentiableEvaluator
Gets the closed-form derivative of the function.

Specified by:
getDerivative in interface ClosedFormDifferentiableEvaluator<Double,Double,Double>
Specified by:
getDerivative in interface SmoothCumulativeDistributionFunction
Returns:
Closed-form derivative of the function.

differentiate

public Double differentiate(Double input)
Description copied from interface: DifferentiableEvaluator
Differentiates the output with respect to the input

Specified by:
differentiate in interface DifferentiableEvaluator<Double,Double,Double>
Parameters:
input - Input about which to compute the derivative
Returns:
Derivative of the output with respect to the given input

inverse

public Double inverse(double probability)
Description copied from interface: InvertibleCumulativeDistributionFunction
Computes the inverse of the CDF for the given probability. That is, compute the value "x" such that p=CDF(x).

Specified by:
inverse in interface InvertibleCumulativeDistributionFunction<Double>
Parameters:
probability - Probability to invert.
Returns:
Inverse of the CDF for the given probability.