Implementations of common discrete and continuous distributions. [Mostly moved to the "Commons Statistics" project (cf. JIRA: MATH-1443).]
Interface Summary Interface Description MultivariateRealDistributionBase interface for multivariate distributions on the reals. MultivariateRealDistribution.SamplerSampling functionality.
Class Summary Class Description AbstractIntegerDistributionBase class for integer-valued discrete distributions. AbstractMultivariateRealDistributionBase class for multivariate probability distributions. AbstractRealDistributionBase class for probability distributions on the reals. EmpiricalDistributionRepresents an empirical probability distribution: Probability distribution derived from observed data without making any assumptions about the functional form of the population distribution that the data come from. EnumeratedDistribution<T>A generic implementation of a discrete probability distribution (Wikipedia) over a finite sample space, based on an enumerated list of <value, probability> pairs. EnumeratedIntegerDistributionImplementation of an integer-valued
EnumeratedRealDistributionImplementation of a real-valued
MixtureMultivariateNormalDistributionMultivariate normal mixture distribution. MixtureMultivariateRealDistribution<T extends MultivariateRealDistribution>Class for representing mixture model distributions. MultivariateNormalDistributionImplementation of the multivariate normal (Gaussian) distribution.