SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Protected Attributes | List of all members
NakagamiDist Class Reference

Extends the class ContinuousDistribution for the Nakagami distribution with location parameter \(a\), scale parameter \(\lambda> 0\) and shape parameter \(c > 0\). More...

Inheritance diagram for NakagamiDist:
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Collaboration diagram for NakagamiDist:
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Public Member Functions

 NakagamiDist (double a, double lambda, double c)
 Constructs a NakagamiDist object with parameters \(a =\) a, \(\lambda=\) lambda and \(c =\) c.
 
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 getA ()
 Returns the location parameter \(a\) of this object. More...
 
double getLambda ()
 Returns the scale parameter \(\lambda\) of this object. More...
 
double getC ()
 Returns the shape parameter \(c\) of this object. More...
 
void setParams (double a, double lambda, double c)
 Sets the parameters \(a\), \(\lambda\) and \(c\) of this object. More...
 
double [] getParams ()
 Return a table containing the parameters of the current distribution. More...
 
String toString ()
 Returns a String containing information about the current distribution. More...
 
- 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...
 

Static Public Member Functions

static double density (double a, double lambda, double c, double x)
 Computes the density function of the Nakagami distribution. More...
 
static double cdf (double a, double lambda, double c, double x)
 Computes the distribution function. More...
 
static double barF (double a, double lambda, double c, double x)
 Computes the complementary distribution function. More...
 
static double inverseF (double a, double lambda, double c, double u)
 Computes the inverse of the distribution function. More...
 
static double getMean (double a, double lambda, double c)
 Computes and returns the mean

\[ E[X] = a + \frac{1}{\sqrt{\lambda}}\; \frac{\Gamma(c+1/2)}{\Gamma(c)}. \]

. More...

 
static double getVariance (double a, double lambda, double c)
 Computes and returns the variance

\[ \mbox{Var}[X] = \frac{1}{\lambda} \left[c - \left(\frac{\Gamma(c+1/2)}{\Gamma(c)}\right)^2\right]. \]

. More...

 
static double getStandardDeviation (double a, double lambda, double c)
 Computes the standard deviation of the Nakagami distribution with parameters \(a\), \(\lambda\) and \(c\). More...
 

Protected Attributes

double a
 
double lambda
 
double c
 
- 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

Extends the class ContinuousDistribution for the Nakagami distribution with location parameter \(a\), scale parameter \(\lambda> 0\) and shape parameter \(c > 0\).

The density is

\[ f(x) = \frac{2\lambda^c}{\Gamma(c)} (x-a)^{2c-1} e^{-{\lambda}(x-a)^2} \qquad\mbox{for } x > a,\tag{fnakagami} \]

\[ f(x) = 0 \qquad\mbox{ for } x \le a, \]

where \(\Gamma\) is the gamma function.

Member Function Documentation

◆ barF() [1/2]

double barF ( double  x)

Returns \(\bar{F}(x) = 1 - F(x)\).

Parameters
xvalue at which the complementary distribution function is evaluated
Returns
complementary distribution function evaluated at x

Implements Distribution.

◆ barF() [2/2]

static double barF ( double  a,
double  lambda,
double  c,
double  x 
)
static

Computes the complementary distribution function.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
xthe value at which the complementary distribution is evaluated
Returns
returns the complementary distribution function

◆ cdf() [1/2]

double cdf ( double  x)

Returns the distribution function \(F(x)\).

Parameters
xvalue at which the distribution function is evaluated
Returns
distribution function evaluated at x

Implements Distribution.

◆ cdf() [2/2]

static double cdf ( double  a,
double  lambda,
double  c,
double  x 
)
static

Computes the distribution function.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
xthe value at which the distribution is evaluated
Returns
returns the cdf function

◆ density()

static double density ( double  a,
double  lambda,
double  c,
double  x 
)
static

Computes the density function of the Nakagami distribution.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
xthe value at which the density is evaluated
Returns
returns the density function

◆ getA()

double getA ( )

Returns the location parameter \(a\) of this object.

Returns
returns the location parameter

◆ getC()

double getC ( )

Returns the shape parameter \(c\) of this object.

Returns
returns the shape parameter

◆ getLambda()

double getLambda ( )

Returns the scale parameter \(\lambda\) of this object.

Returns
returns the scale parameter

◆ getMean()

static double getMean ( double  a,
double  lambda,
double  c 
)
static

Computes and returns the mean

\[ E[X] = a + \frac{1}{\sqrt{\lambda}}\; \frac{\Gamma(c+1/2)}{\Gamma(c)}. \]

.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
Returns
returns the mean

◆ getParams()

double [] getParams ( )

Return a table containing the parameters of the current distribution.

This table is put in regular order: [ \(a\), \(\lambda\), \(c\)].

Returns
returns the parameters [ \(a\), \(\lambda\), \(c\)]

Implements Distribution.

◆ getStandardDeviation()

static double getStandardDeviation ( double  a,
double  lambda,
double  c 
)
static

Computes the standard deviation of the Nakagami distribution with parameters \(a\), \(\lambda\) and \(c\).

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
Returns
returns the standard deviation

◆ getVariance()

static double getVariance ( double  a,
double  lambda,
double  c 
)
static

Computes and returns the variance

\[ \mbox{Var}[X] = \frac{1}{\lambda} \left[c - \left(\frac{\Gamma(c+1/2)}{\Gamma(c)}\right)^2\right]. \]

.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
Returns
returns the variance

◆ inverseF() [1/2]

double inverseF ( double  u)

Returns the inverse distribution function \(F^{-1}(u)\), defined in ( inverseF ).

Parameters
uvalue in the interval \((0,1)\) for which the inverse distribution function is evaluated
Returns
the inverse distribution function evaluated at u

Implements Distribution.

◆ inverseF() [2/2]

static double inverseF ( double  a,
double  lambda,
double  c,
double  u 
)
static

Computes the inverse of the distribution function.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter
uthe value at which the inverse distribution is evaluated
Returns
returns the inverse distribution function

◆ setParams()

void setParams ( double  a,
double  lambda,
double  c 
)

Sets the parameters \(a\), \(\lambda\) and \(c\) of this object.

Parameters
athe location parameter
lambdathe scale parameter
cthe shape parameter

◆ toString()

String toString ( )

Returns a String containing information about the current distribution.

Returns
returns a String containing information about the current distribution.

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