Package jdistlib

Class Distributions

java.lang.Object

jdistlib.Distributions

public final class Distributions
extends Object

Concise factories for composing scalar distribution objects.

Method Summary

Modifier and Type	Method	Description
static MonotoneTransformDistribution	affine(GenericDistribution base, double shift, double scale)
static CensoredDistribution	censor(GenericDistribution base, double lower, double upper)
static MixtureDistribution	mixture(double[] weights, GenericDistribution... components)
static MonotoneTransformDistribution	transform(GenericDistribution base, UnivariateFunction forward, UnivariateFunction inverse, UnivariateFunction logAbsInverseDerivative, boolean increasing, double lower, double upper)	Creates the distribution induced by a differentiable strictly monotone transformation of an existing distribution.
static TruncatedContinuousDistribution	truncate(GenericDistribution base, double lower, double upper)

Methods inherited from class java.lang.Object

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

Method Details

mixture

public static MixtureDistribution mixture(double[] weights,
 GenericDistribution... components)

truncate

public static TruncatedContinuousDistribution truncate(GenericDistribution base,
 double lower,
 double upper)

censor

public static CensoredDistribution censor(GenericDistribution base,
 double lower,
 double upper)

affine

public static MonotoneTransformDistribution affine(GenericDistribution base,
 double shift,
 double scale)

transform

public static MonotoneTransformDistribution transform(GenericDistribution base,
 UnivariateFunction forward,
 UnivariateFunction inverse,
 UnivariateFunction logAbsInverseDerivative,
 boolean increasing,
 double lower,
 double upper)

Creates the distribution induced by a differentiable strictly monotone transformation of an existing distribution.

Parameters:

base - distribution of X

forward - h(x), producing Y

inverse - inverse transform h^-1(y)

logAbsInverseDerivative - log |d h^-1(y) / dy|

increasing - whether h is increasing

lower - lower bound of Y

upper - upper bound of Y