public class FisherTippettDistribution extends Distribution
Modifier and Type | Field and Description |
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double |
EULER_MASCHERONI_CONSTANT |
applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name
Constructor and Description |
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FisherTippettDistribution()
Default constructor: creates a FisherTippettdistribution with alpha &
beta parameters equal to 0 & 1
|
FisherTippettDistribution(double[] distData)
Constructor: Creates a new Fisher-Tippett distribution from
a series of observations by parameter estimation.
|
FisherTippettDistribution(double a,
double b)
General Constructor: creates a FisherTippettdistribution with specified
alpha & beta parameters
|
FisherTippettDistribution(float[] distData)
Constructor: Creates a new Fisher-Tippett distribution from
a series of observations by parameter estimation.
|
Modifier and Type | Method and Description |
---|---|
double |
getCDF(double x)
Compute the cumulative distribution function.
|
double |
getDensity(double x)
Define the beta getDensity function
|
double |
getLeft() |
double |
getLocation()
Get the left paramter
|
double |
getMaxDensity()
Compute the maximum getDensity
|
double |
getMean()
Compute the mean in closed form
|
double |
getMGF(double t)
Computes the moment generating function in closed form for a
parameter t which lies in the domain of the distribution.
|
java.lang.String |
getOnlineDescription()
This method returns an online description of this distribution.
|
double |
getRight() |
double |
getScale()
Get the right parameter
|
double |
getVariance()
Compute the variance in closed form
|
void |
initialize()
used for some subclass to initialize before being used
|
void |
paramEstimate(double[] distData)
Overwrites the method in distribution for estimating parameters
REF: MOM estimates according to:
http://en.wikipedia.org/wiki/Fisher-Tippett_distribution
|
void |
setLeft(double a) |
void |
setLocation(double a)
Sets the left parameter (location)
|
void |
setParameters(double a,
double b)
Set the parameters, compute the normalizing constant c, and specifies the
interval and partition
|
void |
setRight(double b) |
void |
setScale(double b)
Sets the right parameter (scale)
|
void |
valueChanged() |
addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMean, getMedian, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, inverseCDF, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged
createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters
public FisherTippettDistribution(double a, double b)
public FisherTippettDistribution()
public FisherTippettDistribution(double[] distData)
public FisherTippettDistribution(float[] distData)
public void initialize()
Distribution
initialize
in class Distribution
public void valueChanged()
valueChanged
in class Distribution
public void setParameters(double a, double b)
public void paramEstimate(double[] distData)
paramEstimate
in class Distribution
public void setLocation(double a)
public void setLeft(double a)
public void setScale(double b)
public void setRight(double b)
public double getLocation()
public double getLeft()
public double getScale()
public double getRight()
public double getDensity(double x)
getDensity
in class Distribution
public double getMaxDensity()
getMaxDensity
in class Distribution
public double getMean()
getMean
in class Distribution
public double getVariance()
getVariance
in class Distribution
public double getCDF(double x)
getCDF
in class Distribution
public double getMGF(double t)
getMGF
in class Distribution
public java.lang.String getOnlineDescription()
getOnlineDescription
in class Distribution