Package jdistlib

Class Dirichlet

java.lang.Object

jdistlib.Dirichlet

public final class Dirichlet
extends Object

Dirichlet distribution on a probability simplex.

Method Summary

Modifier and Type	Method	Description
static MultivariateProbabilityResult	cumulative(double[] upper, double[] alpha)
static MultivariateProbabilityResult	cumulative(double[] upper, double[] alpha, MultivariateProbabilityOptions options, RandomEngine random)	Computes P(X[i] <= upper[i], all i) on the simplex.
static double	density(double[] x, double[] alpha, boolean giveLog)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] alpha)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] alpha, MultivariateProbabilityOptions options, RandomEngine random)	Computes a simplex-aware rectangle probability.
static double[]	random(double[] alpha, RandomEngine random)
static double[][]	random(int n, double[] alpha, RandomEngine random)

Methods inherited from class java.lang.Object

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

Method Details

density

public static double density(double[] x,
 double[] alpha,
 boolean giveLog)

random

public static double[] random(double[] alpha,
 RandomEngine random)

random

public static double[][] random(int n,
 double[] alpha,
 RandomEngine random)

probability

public static MultivariateProbabilityResult probability(double[] lower,
 double[] upper,
 double[] alpha,
 MultivariateProbabilityOptions options,
 RandomEngine random)

Computes a simplex-aware rectangle probability. The returned error is the randomized-replication integration indicator used by the other multivariate probability APIs.

probability

public static MultivariateProbabilityResult probability(double[] lower,
 double[] upper,
 double[] alpha)

cumulative

public static MultivariateProbabilityResult cumulative(double[] upper,
 double[] alpha,
 MultivariateProbabilityOptions options,
 RandomEngine random)

Computes P(X[i] <= upper[i], all i) on the simplex.

cumulative

public static MultivariateProbabilityResult cumulative(double[] upper,
 double[] alpha)