Package jdistlib

Class Kendall

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Kendall

public class Kendall
extends GenericDistribution

Kendall tau distribution

Field Summary

Fields

Modifier and Type	Field	Description
protected int	n

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
Kendall(int n)

Method Summary

Modifier and Type	Method	Description
static final double	calculate_count(double tau, int n)
static final double	calculate_tau(double x, int n)
double	cumulative(double p, boolean lower_tail, boolean log_p)
static final double	cumulative(double x, int n)	Cumulative density function of Kendall distribution.
static final double	cumulative_tau(double tau, int n)	Cumulative distribution of Kendall distribution
double	density(double x, boolean log)
static final double	density(double x, int n)	Density of Kendall distribution
static final double	density_tau(double tau, int n)	Density of Kendall distribution
double	quantile(double q, boolean lower_tail, boolean log_p)
static final double	quantile(double p, int n)	Quantile search.
static final double	quantile_tau(double p, int n)
double	random()
static final double[]	random(int count, int n, RandomEngine random)
static final double	random(int n, RandomEngine random)	Kendall RNG by inversion

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

Field Details

n

protected int n

Constructor Details

Kendall

public Kendall(int n)

Method Details

calculate_tau

public static final double calculate_tau(double x,
 int n)

calculate_count

public static final double calculate_count(double tau,
 int n)

density

public static final double density(double x,
 int n)

Density of Kendall distribution

Parameters:

x - This is count, not tau!

n -

Returns:

density

density_tau

public static final double density_tau(double tau,
 int n)

Density of Kendall distribution

Parameters:

tau - This is tau, not count!

n -

Returns:

density

cumulative

public static final double cumulative(double x,
 int n)

Cumulative density function of Kendall distribution.

Kendall statistics: x = round((rho + 1) * n * (n-1) / 4);

Two-sided test: min(1, 2*((q > n*(n-1)/4) ? 1-cumulative(x-1,n) : cumulative(x,n)));

Greater test: 1-cumulative(x-1,n)

Less test: cumulative(x,n)

Parameters:

x - This is count, not tau!

n -

Returns:

cumulative

cumulative_tau

public static final double cumulative_tau(double tau,
 int n)

Cumulative distribution of Kendall distribution

Parameters:

tau - This is tau, not count!

n -

Returns:

cumulative

quantile

public static final double quantile(double p,
 int n)

Quantile search.

Parameters:

p -

n -

Returns:

count

quantile_tau

public static final double quantile_tau(double p,
 int n)

random

public static final double random(int n,
 RandomEngine random)

Kendall RNG by inversion

Parameters:

n -

random -

Returns:

random variate

random

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

density

public double density(double x,
 boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double p,
 boolean lower_tail,
 boolean log_p)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double q,
 boolean lower_tail,
 boolean log_p)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution