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:
Collaboration diagram for GammaDistFromMoments:
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
-
mean the desired mean. var the desired variance. d the number of decimals of precision.
◆ GammaDistFromMoments() [2/2]
| GammaDistFromMoments | ( | double | mean, |
| double | var | ||
| ) |
Constructs a gamma distribution with mean mean, and variance var.
- Parameters
-
mean the desired mean. var the desired variance.
The documentation for this class was generated from the following file:
- GammaDistFromMoments.java
