This class contains common parameters and methods for the Johnson system of distributions [101], [99] with shape parameters \(\gamma\) and \(\delta> 0\), location parameter \(\xi\), and scale parameter \(\lambda>0\). More...
Inheritance diagram for JohnsonSystem:
Collaboration diagram for JohnsonSystem:
Public Member Functions | |
| double | getGamma () |
| Returns the value of \(\gamma\). | |
| double | getDelta () |
| Returns the value of \(\delta\). | |
| double | getXi () |
| Returns the value of \(\xi\). | |
| double | getLambda () |
| Returns the value of \(\lambda\). | |
| double [] | getParams () |
| Return an array 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... | |
| Public Member Functions inherited from Distribution | |
| double | cdf (double x) |
| Returns the distribution function \(F(x)\). More... | |
Protected Member Functions | |
| JohnsonSystem (double gamma, double delta, double xi, double lambda) | |
Constructs a JohnsonSystem object with shape parameters \(\gamma= \mathtt{gamma}\) and \(\delta= \mathtt{delta}\), location parameter \(\xi= \mathtt{xi}\), and scale parameter \(\lambda= \mathtt{lambda}\). | |
| void | setParams0 (double gamma, double delta, double xi, double lambda) |
| Sets the value of the parameters \(\gamma\), \(\delta\), \(\xi\) and \(\lambda\). | |
Protected Attributes | |
| double | gamma |
| double | delta |
| double | xi |
| double | lambda |
| Protected Attributes inherited from ContinuousDistribution | |
| double | supportA = Double.NEGATIVE_INFINITY |
| double | supportB = Double.POSITIVE_INFINITY |
Additional Inherited Members | |
| Public Attributes inherited from ContinuousDistribution | |
| int | decPrec = 15 |
| Static Protected Attributes inherited from ContinuousDistribution | |
| static final double | XBIG = 100.0 |
| static final double | XBIGM = 1000.0 |
| static final double [] | EPSARRAY |
Detailed Description
This class contains common parameters and methods for the Johnson system of distributions [101], [99] with shape parameters \(\gamma\) and \(\delta> 0\), location parameter \(\xi\), and scale parameter \(\lambda>0\).
Denoting \(T=(X-\xi)/\lambda\), the variable \(Z = \gamma+ \delta f(T)\) is a standard normal variable, where \(f(t)\) is one of the following transformations:
| Family | \(f(t)\) |
| \(S_L\) | \(\ln(t)\) |
| \(S_B\) | \(\ln(t / (1-t))\) |
| \(S_U\) | \(\ln(t + \sqrt{1 + t^2})\) |
Member Function Documentation
◆ getParams()
| double [] getParams | ( | ) |
Return an array containing the parameters of the current distribution.
This array is put in regular order: [ \(\gamma\), \(\delta\), \(\xi\), \(\lambda\)].
Implements Distribution.
The documentation for this class was generated from the following file:
- JohnsonSystem.java
