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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.TruncatedDist
public class TruncatedDist
This container class takes an arbitrary continuous distribution and truncates it to an interval [a, b], where a and b can be finite or infinite. If the original density and distribution function are f and F, the new ones are f* and F*, defined by
Field Summary | |
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static int |
NUMINTERVALS
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Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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decPrec |
Constructor Summary | |
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TruncatedDist(ContinuousDistribution dist,
double a,
double b)
Constructs a new distribution by truncating distribution dist to the interval [a, b]. |
Method Summary | |
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double |
barF(double x)
Returns the complementary distribution function. |
double |
cdf(double x)
Returns the distribution function F(x). |
double |
density(double x)
Returns an approximation of the mean obtained using the Simpson 1/3 numerical integration, or throws an UnsupportedOperationException if a or b are infinite. |
double |
getA()
Returns the value of a. |
double |
getArea()
Returns the value of F(b) - F(a), the area under the truncated density function. |
double |
getB()
Returns the value of b. |
double |
getFa()
Returns the value of F(a). |
double |
getFb()
Returns the value of F(b). |
double |
getMean()
Returns the mean. |
double[] |
getParams()
Return a table containing the parameters of the current distribution. |
double |
getStandardDeviation()
Returns the standard deviation. |
double |
getVariance()
Returns an approximation of the variance obtained using the Simpson 1/3 numerical integration, or throws an UnsupportedOperationException if a or b are infinite. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
void |
setParams(ContinuousDistribution dist,
double a,
double b)
Sets the parameters dist, a and b for this object. |
String |
toString()
Returns a String containing information about the current distribution. |
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
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getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Field Detail |
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public static int NUMINTERVALS
Constructor Detail |
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public TruncatedDist(ContinuousDistribution dist, double a, double b)
Method Detail |
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public double density(double x)
UnsupportedOperationException
if a or b are infinite.
density
in class ContinuousDistribution
x
- value at which the density is evaluated
UnsupportedOperationException
- the mean of the truncated distribution is unknownpublic double cdf(double x)
Distribution
x
- value at which the distribution function is evaluated
public double barF(double x)
ContinuousDistribution
barF
in interface Distribution
barF
in class ContinuousDistribution
x
- value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF
in interface Distribution
inverseF
in class ContinuousDistribution
u
- value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean
in interface Distribution
getMean
in class ContinuousDistribution
public double getVariance()
UnsupportedOperationException
if a or b are infinite.
getVariance
in interface Distribution
getVariance
in class ContinuousDistribution
UnsupportedOperationException
- the mean of the truncated distribution is unknownpublic double getStandardDeviation()
ContinuousDistribution
getStandardDeviation
in interface Distribution
getStandardDeviation
in class ContinuousDistribution
public double getA()
public double getB()
public double getFa()
public double getFb()
public double getArea()
public void setParams(ContinuousDistribution dist, double a, double b)
public double[] getParams()
public String toString()
toString
in class Object
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