org.apache.commons.math.distribution

Class CauchyDistributionImpl

java.lang.Object

org.apache.commons.math.distribution.AbstractDistribution

org.apache.commons.math.distribution.AbstractContinuousDistribution

org.apache.commons.math.distribution.CauchyDistributionImpl

All Implemented Interfaces:

java.io.Serializable, CauchyDistribution, ContinuousDistribution, Distribution

public class CauchyDistributionImpl
extends AbstractContinuousDistribution
implements CauchyDistribution, java.io.Serializable

Default implementation of CauchyDistribution.

Since:

1.1

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_INVERSE_ABSOLUTE_ACCURACY Default inverse cumulative probability accuracy

Constructor Summary

Constructors

Constructor and Description
CauchyDistributionImpl() Creates cauchy distribution with the medain equal to zero and scale equal to one.
CauchyDistributionImpl(double median, double s) Create a cauchy distribution using the given median and scale.
CauchyDistributionImpl(double median, double s, double inverseCumAccuracy) Create a cauchy distribution using the given median and scale.

Method Summary

Modifier and Type	Method and Description
double	cumulativeProbability(double x) For this distribution, X, this method returns P(X < x).
double	density(double x) Returns the probability density for a particular point.
double	getMedian() Access the median.
double	getNumericalMean() Returns the mean.
double	getNumericalVariance() Returns the variance.
double	getScale() Access the scale parameter.
double	getSupportLowerBound() Returns the lower bound of the support for this distribution.
double	getSupportUpperBound() Returns the upper bound of the support for this distribution.
double	inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
void	setMedian(double median) Deprecated. as of 2.1 (class will become immutable in 3.0)
void	setScale(double s) Deprecated. as of 2.1 (class will become immutable in 3.0)

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

reseedRandomGenerator, sample, sample

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

cumulativeProbability

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution

cumulativeProbability

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Default inverse cumulative probability accuracy

Since:

2.1

See Also:

Constant Field Values

Constructor Detail

CauchyDistributionImpl

public CauchyDistributionImpl()

Creates cauchy distribution with the medain equal to zero and scale equal to one.

CauchyDistributionImpl

public CauchyDistributionImpl(double median,
                              double s)

Create a cauchy distribution using the given median and scale.

Parameters:

median - median for this distribution

s - scale parameter for this distribution

CauchyDistributionImpl

public CauchyDistributionImpl(double median,
                              double s,
                              double inverseCumAccuracy)

Create a cauchy distribution using the given median and scale.

Parameters:

median - median for this distribution

s - scale parameter for this distribution

inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)

Since:

2.1

Method Detail

cumulativeProbability

public double cumulativeProbability(double x)

For this distribution, X, this method returns P(X < x).

Specified by:

cumulativeProbability in interface Distribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF evaluated at x.

getMedian

public double getMedian()

Access the median.

Specified by:

getMedian in interface CauchyDistribution

Returns:

median for this distribution

getScale

public double getScale()

Access the scale parameter.

Specified by:

getScale in interface CauchyDistribution

Returns:

scale parameter for this distribution

density

public double density(double x)

Returns the probability density for a particular point.

Overrides:

density in class AbstractContinuousDistribution

Parameters:

x - The point at which the density should be computed.

Returns:

The pdf at point x.

Since:

2.1

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)

For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:

inverseCumulativeProbability in interface ContinuousDistribution

Overrides:

inverseCumulativeProbability in class AbstractContinuousDistribution

Parameters:

p - the desired probability

Returns:

x, such that P(X < x) = p

Throws:

java.lang.IllegalArgumentException - if p is not a valid probability.

setMedian

@Deprecated
public void setMedian(double median)

Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the median.

Specified by:

setMedian in interface CauchyDistribution

Parameters:

median - for this distribution

setScale

@Deprecated
public void setScale(double s)

Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the scale parameter.

Specified by:

setScale in interface CauchyDistribution

Parameters:

s - scale parameter for this distribution

Throws:

java.lang.IllegalArgumentException - if sd is not positive.

getSupportLowerBound

public double getSupportLowerBound()

Returns the lower bound of the support for this distribution. The lower bound of the support of the Cauchy distribution is always negative infinity, regardless of the parameters.

Returns:

lower bound of the support (always Double.NEGATIVE_INFINITY)

Since:

2.2

getSupportUpperBound

public double getSupportUpperBound()

Returns the upper bound of the support for this distribution. The upper bound of the support of the Cauchy distribution is always positive infinity, regardless of the parameters.

Returns:

upper bound of the support (always Double.POSITIVE_INFINITY)

Since:

2.2

getNumericalMean

public double getNumericalMean()

Returns the mean. The mean is always undefined, regardless of the parameters.

Returns:

mean (always Double.NaN)

Since:

2.2

getNumericalVariance

public double getNumericalVariance()

Returns the variance. The variance is always undefined, regardless of the parameters.

Returns:

variance (always Double.NaN)

Since:

2.2