|
SSJ V. 2.2. |
||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.JohnsonSBDist
public class JohnsonSBDist
Extends the class ContinuousDistribution
for
the Johnson SB distribution
with shape parameters γ and
δ > 0, location parameter ξ,
and scale parameter λ > 0.
Denoting
y = (x - ξ)/λ, the density is
This class relies on the methods NormalDist.cdf01
and
NormalDist.inverseF01
of NormalDist
to approximate Φ and Φ-1.
Field Summary |
---|
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
---|
decPrec |
Constructor Summary | |
---|---|
JohnsonSBDist(double gamma,
double delta,
double xi,
double lambda)
Constructs a JohnsonSBDist object with shape parameters γ and δ, location parameter ξ and scale parameter λ. |
Method Summary | |
---|---|
double |
barF(double x)
Returns the complementary distribution function. |
static double |
barF(double gamma,
double delta,
double xi,
double lambda,
double x)
Computes the complementary distribution. |
double |
cdf(double x)
Returns the distribution function F(x). |
static double |
cdf(double gamma,
double delta,
double xi,
double lambda,
double x)
Computes the distribution function. |
double |
density(double x)
Returns f (x), the density evaluated at x. |
static double |
density(double gamma,
double delta,
double xi,
double lambda,
double x)
Computes the density function. |
double |
getDelta()
Returns the value of δ for this object. |
double |
getGamma()
Returns the value of γ for this object. |
double |
getLambda()
Returns the value of λ for this object. |
double[] |
getParams()
Return a table containing the parameters of the current distribution. |
double |
getXi()
Returns the value of ξ for this object. |
double |
inverseF(double u)
Returns the inverse distribution function x = F-1(u). |
static double |
inverseF(double gamma,
double delta,
double xi,
double lambda,
double u)
Computes the inverse of the distribution. |
void |
setParams(double gamma,
double delta,
double xi,
double lambda)
Sets the value of the parameters γ, δ, ξ and λ for this object. |
String |
toString()
|
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution |
---|
getMean, getStandardDeviation, getVariance, getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup |
Methods inherited from class java.lang.Object |
---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
---|
public JohnsonSBDist(double gamma, double delta, double xi, double lambda)
Method Detail |
---|
public double density(double x)
ContinuousDistribution
density
in class ContinuousDistribution
x
- value at which the density is evaluated
public 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 static double density(double gamma, double delta, double xi, double lambda, double x)
public static double cdf(double gamma, double delta, double xi, double lambda, double x)
public static double barF(double gamma, double delta, double xi, double lambda, double x)
public static double inverseF(double gamma, double delta, double xi, double lambda, double u)
public double getGamma()
public double getDelta()
public double getXi()
public double getLambda()
public void setParams(double gamma, double delta, double xi, double lambda)
public double[] getParams()
public String toString()
toString
in class Object
|
SSJ V. 2.2. |
||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |