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java.lang.Objectorg.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.TDistributionImpl
Default implementation of
TDistribution.
| Constructor Summary | |
TDistributionImpl(double degreesOfFreedom)
Create a t distribution using the given degrees of freedom. |
|
| Method Summary | |
double |
cumulativeProbability(double x)
For this disbution, X, this method returns P(X < x). |
double |
getDegreesOfFreedom()
Access the degrees of freedom. |
protected double |
getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to
bracket a CDF root. |
protected double |
getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to
bracket a CDF root. |
protected double |
getInitialDomain(double p)
Access the initial domain value, based on p, used to
bracket a CDF root. |
double |
inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p. |
void |
setDegreesOfFreedom(double degreesOfFreedom)
Modify the degrees of freedom. |
| Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution |
cumulativeProbability |
| Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math.distribution.Distribution |
cumulativeProbability |
| Constructor Detail |
public TDistributionImpl(double degreesOfFreedom)
degreesOfFreedom - the degrees of freedom.| Method Detail |
public void setDegreesOfFreedom(double degreesOfFreedom)
setDegreesOfFreedom in interface TDistributiondegreesOfFreedom - the new degrees of freedom.public double getDegreesOfFreedom()
getDegreesOfFreedom in interface TDistribution
public double cumulativeProbability(double x)
throws MathException
x).
cumulativeProbability in interface Distributionx - the value at which the CDF is evaluated.
x.
MathException - if the cumulative probability can not be
computed due to convergence or other numerical errors.
public double inverseCumulativeProbability(double p)
throws MathException
p.
Returns Double.NEGATIVE_INFINITY for p=0 and
Double.POSITIVE_INFINITY for p=1.
inverseCumulativeProbability in interface ContinuousDistributioninverseCumulativeProbability in class AbstractContinuousDistributionp - the desired probability
p
MathException - if the inverse cumulative probability can not be
computed due to convergence or other numerical errors.
IllegalArgumentException - if p is not a valid
probability.protected double getDomainLowerBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainLowerBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getDomainUpperBound(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getDomainUpperBound in class AbstractContinuousDistributionp - the desired probability for the critical value
pprotected double getInitialDomain(double p)
p, used to
bracket a CDF root. This method is used by
inverseCumulativeProbability(double) to find critical values.
getInitialDomain in class AbstractContinuousDistributionp - the desired probability for the critical value
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