Package jdistlib

Class Gompertz

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Gompertz

public class Gompertz
extends GenericDistribution

Gompertz distribution with shape and rate parameters.

This follows the unrestricted-shape parameterization used by the GPL-2-or-later flexsurv package. A zero shape is exponential with the supplied rate. A negative shape gives a defective distribution whose remaining probability is concentrated at positive infinity; quantiles and random draws return positive infinity for that component.

Field Summary

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
Gompertz(double shape, double rate)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double x, boolean lowerTail, boolean logP)
static double	cumulative(double x, double shape, double rate, boolean lowerTail, boolean logP)
static double	cumulativeHazard(double x, double shape, double rate, boolean giveLog)	Returns the cumulative hazard.
double	density(double x, boolean log)
static double	density(double x, double shape, double rate, boolean giveLog)
static double	hazard(double x, double shape, double rate, boolean giveLog)	Returns the hazard rate * exp(shape * x).
double	quantile(double p, boolean lowerTail, boolean logP)
static double	quantile(double p, double shape, double rate, boolean lowerTail, boolean logP)
double	random()
static double	random(double shape, double rate, RandomEngine random)
static double[]	random(int n, double shape, double rate, RandomEngine random)

Methods inherited from class jdistlib.generic.GenericDistribution

copyBackward, cumulative, cumulative, cumulative, cumulative_hazard, cumulative_hazard, cumulativeInto, density, density, densityInto, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, quantileInto, random, random, randomInto, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

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

Constructor Details

Gompertz

public Gompertz(double shape,
 double rate)

Method Details

density

public static double density(double x,
 double shape,
 double rate,
 boolean giveLog)

cumulative

public static double cumulative(double x,
 double shape,
 double rate,
 boolean lowerTail,
 boolean logP)

quantile

public static double quantile(double p,
 double shape,
 double rate,
 boolean lowerTail,
 boolean logP)

random

public static double random(double shape,
 double rate,
 RandomEngine random)

random

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

hazard

public static double hazard(double x,
 double shape,
 double rate,
 boolean giveLog)

Returns the hazard rate * exp(shape * x).

cumulativeHazard

public static double cumulativeHazard(double x,
 double shape,
 double rate,
 boolean giveLog)

Returns the cumulative hazard.

density

public double density(double x,
 boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double x,
 boolean lowerTail,
 boolean logP)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double p,
 boolean lowerTail,
 boolean logP)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution