Package jdistlib

Class MonotoneTransformDistribution

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.MonotoneTransformDistribution

All Implemented Interfaces:

AtomAwareDistribution, SupportedDistribution

public final class MonotoneTransformDistribution
extends GenericDistribution
implements SupportedDistribution, AtomAwareDistribution

Distribution induced by a differentiable, strictly monotone transformation.

Field Summary

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
MonotoneTransformDistribution(GenericDistribution base, UnivariateFunction forward, UnivariateFunction inverse, UnivariateFunction logAbsInverseDerivative, boolean increasing, double lower, double upper)

Method Summary

Modifier and Type	Method	Description
static MonotoneTransformDistribution	affine(GenericDistribution base, double shift, double scale)	Creates the distribution of shift + scale * X.
double	atomProbability(double y)	Returns P(X = x); zero means no declared atom at x.
double	cumulative(double y, boolean lowerTail, boolean logP)
double	density(double y, boolean log)
GenericDistribution	getBaseDistribution()
double	getLowerBound()
double	getUpperBound()
double	quantile(double p, boolean lowerTail, boolean logP)
double	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

MonotoneTransformDistribution

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

Method Details

affine

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

Creates the distribution of shift + scale * X.

getBaseDistribution

public GenericDistribution getBaseDistribution()

getLowerBound

public double getLowerBound()

Specified by:

getLowerBound in interface SupportedDistribution

getUpperBound

public double getUpperBound()

Specified by:

getUpperBound in interface SupportedDistribution

density

public double density(double y,
 boolean log)

Specified by:

density in class GenericDistribution

cumulative

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

Specified by:

cumulative in class GenericDistribution

atomProbability

public double atomProbability(double y)

Description copied from interface: AtomAwareDistribution

Returns P(X = x); zero means no declared atom at x.

Specified by:

atomProbability in interface AtomAwareDistribution

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