org.apache.commons.math.distribution
Class CauchyDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.CauchyDistributionImpl
All Implemented Interfaces:
Serializable, CauchyDistribution, ContinuousDistribution, Distribution

public class CauchyDistributionImpl
extends AbstractContinuousDistribution
implements CauchyDistribution, Serializable

Default implementation of CauchyDistribution.

Since:
1.1
Version:
$Revision: 772119 $ $Date: 2009-05-06 05:43:28 -0400 (Wed, 06 May 2009) $
See Also:
Serialized Form

Constructor Summary
CauchyDistributionImpl()
          Creates cauchy distribution with the medain equal to zero and scale equal to one.
CauchyDistributionImpl(double median, double s)
          Create a cauchy distribution using the given median and scale.
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
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 getMedian()
          Access the median.
 double getScale()
          Access the scale parameter.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setMedian(double median)
          Modify the median.
 void setScale(double s)
          Modify the scale parameter.
 
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

CauchyDistributionImpl

public CauchyDistributionImpl()
Creates cauchy distribution with the medain equal to zero and scale equal to one.


CauchyDistributionImpl

public CauchyDistributionImpl(double median,
                              double s)
Create a cauchy distribution using the given median and scale.

Parameters:
median - median for this distribution
s - scale parameter for this distribution
Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
For this distribution, X, this method returns P(X < x).

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF evaluted at x.

getMedian

public double getMedian()
Access the median.

Specified by:
getMedian in interface CauchyDistribution
Returns:
median for this distribution

getScale

public double getScale()
Access the scale parameter.

Specified by:
getScale in interface CauchyDistribution
Returns:
scale parameter for this distribution

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
IllegalArgumentException - if p is not a valid probability.

setMedian

public void setMedian(double median)
Modify the median.

Specified by:
setMedian in interface CauchyDistribution
Parameters:
median - for this distribution

setScale

public void setScale(double s)
Modify the scale parameter.

Specified by:
setScale in interface CauchyDistribution
Parameters:
s - scale parameter for this distribution
Throws:
IllegalArgumentException - if sd is not positive.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value


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