Package org.ojalgo.random
Class ChiSquareDistribution.NormalApproximation
- java.lang.Object
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- org.ojalgo.random.RandomNumber
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- org.ojalgo.random.AbstractContinuous
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- org.ojalgo.random.ChiSquareDistribution
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- org.ojalgo.random.ChiSquareDistribution.NormalApproximation
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- All Implemented Interfaces:
java.lang.Comparable<RandomNumber>
,java.util.function.DoubleSupplier
,java.util.function.Supplier<java.lang.Double>
,BasicFunction
,NullaryFunction<java.lang.Double>
,PrimitiveFunction.Nullary
,ContinuousDistribution
,Distribution
,AccessScalar<java.lang.Double>
,ComparableNumber<RandomNumber>
,NumberDefinition
- Enclosing class:
- ChiSquareDistribution
static final class ChiSquareDistribution.NormalApproximation extends ChiSquareDistribution
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Nested Class Summary
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Nested classes/interfaces inherited from class org.ojalgo.random.ChiSquareDistribution
ChiSquareDistribution.Degree2, ChiSquareDistribution.NormalApproximation
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Nested classes/interfaces inherited from interface org.ojalgo.function.BasicFunction
BasicFunction.Differentiable<N extends java.lang.Comparable<N>,F extends BasicFunction>, BasicFunction.Integratable<N extends java.lang.Comparable<N>,F extends BasicFunction>, BasicFunction.PlainUnary<T,R>
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Field Summary
Fields Modifier and Type Field Description private Normal
myApproximation
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Fields inherited from class org.ojalgo.random.ChiSquareDistribution
NORMAL
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Constructor Summary
Constructors Constructor Description NormalApproximation(double degreesOfFreedom)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description (package private) double
calculateDensity(double value)
double
getDistribution(double value)
In probability theory and statistics, the cumulative distribution function (CDF), or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x.double
getExpected()
double
getQuantile(double probability)
The quantile function, for any distribution, is defined for real variables between zero and one and is mathematically the inverse of the cumulative distribution function.double
getStandardDeviation()
Subclasses must override either getStandardDeviation() or getVariance()!double
getVariance()
Subclasses must override either getStandardDeviation() or getVariance()!-
Methods inherited from class org.ojalgo.random.ChiSquareDistribution
getDensity, of
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Methods inherited from class org.ojalgo.random.AbstractContinuous
generate
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Methods inherited from class org.ojalgo.random.RandomNumber
checkProbabilty, compareTo, doubleValue, floatValue, intValue, invoke, longValue, newSampleSet, random, setRandom, setSeed, toString
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface org.ojalgo.random.ContinuousDistribution
getLowerConfidenceQuantile, getUpperConfidenceQuantile
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Methods inherited from interface org.ojalgo.function.NullaryFunction
andThen, get, getAsDouble
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Methods inherited from interface org.ojalgo.type.NumberDefinition
booleanValue, byteValue, shortValue
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Field Detail
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myApproximation
private final Normal myApproximation
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Method Detail
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getDistribution
public double getDistribution(double value)
Description copied from interface:ContinuousDistribution
In probability theory and statistics, the cumulative distribution function (CDF), or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x. Intuitively, it is the "area so far" function of the probability distribution. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. WikipediA- Specified by:
getDistribution
in interfaceContinuousDistribution
- Overrides:
getDistribution
in classChiSquareDistribution
- Parameters:
value
- x- Returns:
- P(≤x)
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getExpected
public double getExpected()
- Specified by:
getExpected
in interfaceDistribution
- Overrides:
getExpected
in classChiSquareDistribution
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getQuantile
public double getQuantile(double probability)
Description copied from interface:ContinuousDistribution
The quantile function, for any distribution, is defined for real variables between zero and one and is mathematically the inverse of the cumulative distribution function. WikipediA The input probability absolutely has to be [0.0, 1.0], but values close to 0.0 and 1.0 may be problematic- Specified by:
getQuantile
in interfaceContinuousDistribution
- Overrides:
getQuantile
in classChiSquareDistribution
- Parameters:
probability
- P(<=x)- Returns:
- x
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getStandardDeviation
public double getStandardDeviation()
Description copied from class:RandomNumber
Subclasses must override either getStandardDeviation() or getVariance()!- Specified by:
getStandardDeviation
in interfaceDistribution
- Overrides:
getStandardDeviation
in classRandomNumber
- See Also:
Distribution.getStandardDeviation()
,Distribution.getVariance()
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getVariance
public double getVariance()
Description copied from class:RandomNumber
Subclasses must override either getStandardDeviation() or getVariance()!- Specified by:
getVariance
in interfaceDistribution
- Overrides:
getVariance
in classChiSquareDistribution
- See Also:
Distribution.getStandardDeviation()
,Distribution.getVariance()
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calculateDensity
double calculateDensity(double value)
- Overrides:
calculateDensity
in classChiSquareDistribution
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