SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | List of all members
GammaDistFromMoments Class Reference

Extends the GammaDist distribution with constructors accepting the mean \(\mu\) and variance \(\sigma^2\) as arguments instead of a shape parameter \(\alpha\) and a scale parameter \(\lambda\). More...

Inheritance diagram for GammaDistFromMoments:
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Public Member Functions

 GammaDistFromMoments (double mean, double var, int d)
 Constructs a gamma distribution with mean mean, variance var, and d decimal of precision. More...
 
 GammaDistFromMoments (double mean, double var)
 Constructs a gamma distribution with mean mean, and variance var. More...
 
- Public Member Functions inherited from GammaDist
 GammaDist (double alpha)
 Constructs a GammaDist object with parameters \(\alpha\) = alpha and \(\lambda=1\).
 
 GammaDist (double alpha, double lambda)
 Constructs a GammaDist object with parameters \(\alpha\) = alpha and \(\lambda\) = lambda.
 
 GammaDist (double alpha, double lambda, int d)
 Constructs a GammaDist object with parameters \(\alpha\) = alpha and \(\lambda\) = lambda, and approximations of roughly d decimal digits of precision when computing functions.
 
double density (double x)
 
double cdf (double x)
 Returns the distribution function \(F(x)\). More...
 
double barF (double x)
 Returns \(\bar{F}(x) = 1 - F(x)\). More...
 
double inverseF (double u)
 Returns the inverse distribution function \(F^{-1}(u)\), defined in ( inverseF ). More...
 
double getMean ()
 Returns the mean of the distribution function.
 
double getVariance ()
 Returns the variance of the distribution function.
 
double getStandardDeviation ()
 Returns the standard deviation of the distribution function.
 
double getAlpha ()
 Return the parameter \(\alpha\) for this object.
 
double getLambda ()
 Return the parameter \(\lambda\) for this object.
 
void setParams (double alpha, double lambda, int d)
 
double [] getParams ()
 Return a table containing the parameters of the current distribution. More...
 
String toString ()
 Returns a String containing information about the current distribution.
 
- Public Member Functions inherited from ContinuousDistribution
abstract double density (double x)
 Returns \(f(x)\), the density evaluated at \(x\). More...
 
double barF (double x)
 Returns the complementary distribution function. More...
 
double inverseBrent (double a, double b, double u, double tol)
 Computes the inverse distribution function \(x = F^{-1}(u)\), using the Brent-Dekker method. More...
 
double inverseBisection (double u)
 Computes and returns the inverse distribution function \(x = F^{-1}(u)\), using bisection. More...
 
double inverseF (double u)
 Returns the inverse distribution function \(x = F^{-1}(u)\). More...
 
double getMean ()
 Returns the mean. More...
 
double getVariance ()
 Returns the variance. More...
 
double getStandardDeviation ()
 Returns the standard deviation. More...
 
double getXinf ()
 Returns \(x_a\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
 
double getXsup ()
 Returns \(x_b\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
 
void setXinf (double xa)
 Sets the value \(x_a=\) xa, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
 
void setXsup (double xb)
 Sets the value \(x_b=\) xb, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More...
 

Additional Inherited Members

- Static Public Member Functions inherited from GammaDist
static double density (double alpha, double lambda, double x)
 Computes the density function ( fgamma ) at \(x\).
 
static double cdf (double alpha, double lambda, int d, double x)
 Returns an approximation of the gamma distribution function with parameters \(\alpha\) = alpha and \(\lambda\) = lambda, whose density is given by ( fgamma ). More...
 
static double cdf (double alpha, int d, double x)
 Equivalent to cdf (alpha, 1.0, d, x).
 
static double barF (double alpha, double lambda, int d, double x)
 Computes the complementary distribution function.
 
static double barF (double alpha, int d, double x)
 Same as barF(alpha, 1.0, d, x).
 
static double inverseF (double alpha, double lambda, int d, double u)
 Computes the inverse distribution function.
 
static double inverseF (double alpha, int d, double u)
 Same as inverseF(alpha, 1, d, u).
 
static double [] getMLE (double[] x, int n)
 Estimates the parameters \((\alpha,\lambda)\) of the gamma distribution using the maximum likelihood method, from the \(n\) observations \(x[i]\), \(i = 0, 1,…, n-1\). More...
 
static GammaDist getInstanceFromMLE (double[] x, int n)
 Creates a new instance of a gamma distribution with parameters \(\alpha\) and \(\lambda\) estimated using the maximum likelihood method based on the \(n\) observations \(x[i]\), \(i = 0, 1, …, n-1\). More...
 
static double getMean (double alpha, double lambda)
 Computes and returns the mean \(E[X] = \alpha/\lambda\) of the gamma distribution with parameters \(\alpha\) and \(\lambda\). More...
 
static double getVariance (double alpha, double lambda)
 Computes and returns the variance \(\mbox{Var}[X] = \alpha/\lambda^2\) of the gamma distribution with parameters \(\alpha\) and \(\lambda\). More...
 
static double getStandardDeviation (double alpha, double lambda)
 Computes and returns the standard deviation of the gamma distribution with parameters \(\alpha\) and \(\lambda\). More...
 
- Public Attributes inherited from ContinuousDistribution
int decPrec = 15
 
- Protected Attributes inherited from ContinuousDistribution
double supportA = Double.NEGATIVE_INFINITY
 
double supportB = Double.POSITIVE_INFINITY
 
- Static Protected Attributes inherited from ContinuousDistribution
static final double XBIG = 100.0
 
static final double XBIGM = 1000.0
 
static final double [] EPSARRAY
 
- Static Package Functions inherited from GammaDist
static double mybelog (double x)
 

Detailed Description

Extends the GammaDist distribution with constructors accepting the mean \(\mu\) and variance \(\sigma^2\) as arguments instead of a shape parameter \(\alpha\) and a scale parameter \(\lambda\).

Since \(\mu=\alpha/ \lambda\), and \(\sigma^2=\alpha/ \lambda^2\), the shape and scale parameters are \(\alpha=\mu^2 / \sigma^2\), and \(\lambda=\mu/ \sigma^2\), respectively.

Constructor & Destructor Documentation

◆ GammaDistFromMoments() [1/2]

GammaDistFromMoments ( double  mean,
double  var,
int  d 
)

Constructs a gamma distribution with mean mean, variance var, and d decimal of precision.

Parameters
meanthe desired mean.
varthe desired variance.
dthe number of decimals of precision.

◆ GammaDistFromMoments() [2/2]

GammaDistFromMoments ( double  mean,
double  var 
)

Constructs a gamma distribution with mean mean, and variance var.

Parameters
meanthe desired mean.
varthe desired variance.

The documentation for this class was generated from the following file: