Package org.apache.commons.math4.legacy.distribution

Class EnumeratedRealDistribution

java.lang.Object

org.apache.commons.math4.legacy.distribution.EnumeratedRealDistribution

All Implemented Interfaces:

org.apache.commons.statistics.distribution.ContinuousDistribution

public class EnumeratedRealDistribution
extends Object
implements org.apache.commons.statistics.distribution.ContinuousDistribution

Implementation of a real-valued EnumeratedDistribution.

Values with zero-probability are allowed but they do not extend the support.
Duplicate values are allowed. Probabilities of duplicate values are combined when computing cumulative probabilities and statistics.

Since:

3.2

Nested Class Summary

Nested classes/interfaces inherited from interface org.apache.commons.statistics.distribution.ContinuousDistribution

org.apache.commons.statistics.distribution.ContinuousDistribution.Sampler

Field Summary

Fields

Modifier and Type	Field	Description
protected EnumeratedDistribution<Double>	innerDistribution	EnumeratedDistribution (using the Double wrapper) used to generate the pmf.

Constructor Summary

Constructors

Constructor	Description
EnumeratedRealDistribution(double[] data)	Creates a discrete real-valued distribution from the input data.
EnumeratedRealDistribution(double[] singletons, double[] probabilities)	Create a discrete real-valued distribution using the given random number generator and probability mass function enumeration.

Method Summary

Modifier and Type	Method	Description
org.apache.commons.statistics.distribution.ContinuousDistribution.Sampler	createSampler(org.apache.commons.rng.UniformRandomProvider rng)
double	cumulativeProbability(double x)
double	density(double x)	For a random variable X whose values are distributed according to this distribution, this method returns P(X = x).
double	getMean()
double	getSupportLowerBound()	Returns the lowest value with non-zero probability.
double	getSupportUpperBound()	Returns the highest value with non-zero probability.
double	getVariance()
double	inverseCumulativeProbability(double p)

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.statistics.distribution.ContinuousDistribution

inverseSurvivalProbability, logDensity, probability, survivalProbability

Field Detail

innerDistribution

protected final EnumeratedDistribution<Double> innerDistribution

EnumeratedDistribution (using the Double wrapper) used to generate the pmf.

Constructor Detail

EnumeratedRealDistribution

public EnumeratedRealDistribution(double[] singletons,
                                  double[] probabilities)
                           throws DimensionMismatchException,
                                  NotPositiveException,
                                  MathArithmeticException,
                                  NotFiniteNumberException,
                                  NotANumberException

Create a discrete real-valued distribution using the given random number generator and probability mass function enumeration.

Parameters:

singletons - array of random variable values.

probabilities - array of probabilities.

Throws:

DimensionMismatchException - if singletons.length != probabilities.length

NotPositiveException - if any of the probabilities are negative.

NotFiniteNumberException - if any of the probabilities are infinite.

NotANumberException - if any of the probabilities are NaN.

MathArithmeticException - all of the probabilities are 0.

EnumeratedRealDistribution

public EnumeratedRealDistribution(double[] data)

Creates a discrete real-valued distribution from the input data. Values are assigned mass based on their frequency.

Parameters:

data - input dataset

Method Detail

density

public double density(double x)

For a random variable X whose values are distributed according to this distribution, this method returns P(X = x). In other words, this method represents the probability mass function (PMF) for the distribution.

Specified by:

density in interface org.apache.commons.statistics.distribution.ContinuousDistribution

Parameters:

x - the point at which the PMF is evaluated

Returns:

the value of the probability mass function at point x

cumulativeProbability

public double cumulativeProbability(double x)

Specified by:

cumulativeProbability in interface org.apache.commons.statistics.distribution.ContinuousDistribution

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws OutOfRangeException

Specified by:

inverseCumulativeProbability in interface org.apache.commons.statistics.distribution.ContinuousDistribution

Throws:

OutOfRangeException

getMean

public double getMean()

Specified by:

getMean in interface org.apache.commons.statistics.distribution.ContinuousDistribution

Returns:

sum(singletons[i] * probabilities[i])

getVariance

public double getVariance()

Specified by:

getVariance in interface org.apache.commons.statistics.distribution.ContinuousDistribution

Returns:

sum((singletons[i] - mean) ^ 2 * probabilities[i])

getSupportLowerBound

public double getSupportLowerBound()

Returns the lowest value with non-zero probability.

Specified by:

getSupportLowerBound in interface org.apache.commons.statistics.distribution.ContinuousDistribution

Returns:

the lowest value with non-zero probability.

getSupportUpperBound

public double getSupportUpperBound()

Returns the highest value with non-zero probability.

Specified by:

getSupportUpperBound in interface org.apache.commons.statistics.distribution.ContinuousDistribution

Returns:

the highest value with non-zero probability.

createSampler

public org.apache.commons.statistics.distribution.ContinuousDistribution.Sampler createSampler(org.apache.commons.rng.UniformRandomProvider rng)

Specified by:

createSampler in interface org.apache.commons.statistics.distribution.ContinuousDistribution