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

java.lang.Object
  gov.sandia.cognition.util.AbstractCloneableSerializable
      gov.sandia.cognition.statistics.AbstractDistribution<NumberType>
          gov.sandia.cognition.statistics.AbstractClosedFormUnivariateDistribution<Double>
              gov.sandia.cognition.statistics.AbstractClosedFormSmoothUnivariateDistribution
                  gov.sandia.cognition.statistics.distribution.ParetoDistribution
                      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.