Package jdistlib

Class Levy

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Levy

public class Levy
extends GenericDistribution

Field Summary

Fields

Modifier and Type	Field	Description
double	mu
double	sigma

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
Levy()	Constructor for standard normal (i.e., mean = 0, sd = 1)
Levy(double mu, double sigma)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double p, boolean lower_tail, boolean log_p)
static final double	cumulative(double x, double mu, double sigma)
static final double	cumulative(double x, double mu, double sigma, boolean lower_tail, boolean log_p)
static final double	cumulative_standard(double x)
double	density(double x, boolean log)
static final double	density(double x, double mu, double sigma, boolean give_log)
double	quantile(double q, boolean lower_tail, boolean log_p)
static final double	quantile(double p, double mu, double sigma, boolean lower_tail, boolean log_p)
double	random()
static final double	random(double mu, double sigma, RandomEngine random)	Random by quantile inversion -- the default in R
static final double[]	random(int n, double mu, double sigma, RandomEngine random)
static final double	random_standard(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

Field Details

mu

public double mu

sigma

public double sigma

Constructor Details

Levy

public Levy()

Constructor for standard normal (i.e., mean = 0, sd = 1)

Levy

public Levy(double mu,
 double sigma)

Method Details

density

public static final double density(double x,
 double mu,
 double sigma,
 boolean give_log)

cumulative_standard

public static final double cumulative_standard(double x)

cumulative

public static final double cumulative(double x,
 double mu,
 double sigma)

cumulative

public static final double cumulative(double x,
 double mu,
 double sigma,
 boolean lower_tail,
 boolean log_p)

quantile

public static final double quantile(double p,
 double mu,
 double sigma,
 boolean lower_tail,
 boolean log_p)

random

public static final double random(double mu,
 double sigma,
 RandomEngine random)

Random by quantile inversion -- the default in R

Parameters:

mu -

sigma -

random -

Returns:

random variate

random_standard

public static final double random_standard(RandomEngine random)

random

public static final double[] random(int n,
 double mu,
 double sigma,
 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