Package jdistlib

Class MultivariateCauchy

java.lang.Object

jdistlib.MultivariateCauchy

public final class MultivariateCauchy
extends Object

Multivariate Cauchy distribution, the multivariate Student t law with one df.

Method Summary

Modifier and Type	Method	Description
static MultivariateProbabilityResult	cumulative(double[] upper, double[] location, double[][] scale)
static MultivariateProbabilityResult	cumulative(double[] upper, double[] location, double[][] scale, MultivariateProbabilityOptions options, RandomEngine random)
static double	density(double[] x, double[] location, double[][] scale, boolean giveLog)
static double	equicoordinateQuantile(double p, double[] location, double[][] scale)
static double	equicoordinateQuantile(double p, double[] location, double[][] scale, MultivariateProbabilityOptions options, RandomEngine random)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] location, double[][] scale)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] location, double[][] scale, MultivariateProbabilityOptions options, RandomEngine random)
static double	radialQuantile(double p, int dimension, boolean lowerTail, boolean logProbability)
static double[]	random(double[] location, double[][] scale, RandomEngine random)
static double[][]	random(int n, double[] location, double[][] scale, RandomEngine random)

Methods inherited from class java.lang.Object

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

Method Details

density

public static double density(double[] x,
 double[] location,
 double[][] scale,
 boolean giveLog)

random

public static double[] random(double[] location,
 double[][] scale,
 RandomEngine random)

random

public static double[][] random(int n,
 double[] location,
 double[][] scale,
 RandomEngine random)

probability

public static MultivariateProbabilityResult probability(double[] lower,
 double[] upper,
 double[] location,
 double[][] scale,
 MultivariateProbabilityOptions options,
 RandomEngine random)

probability

public static MultivariateProbabilityResult probability(double[] lower,
 double[] upper,
 double[] location,
 double[][] scale)

cumulative

public static MultivariateProbabilityResult cumulative(double[] upper,
 double[] location,
 double[][] scale,
 MultivariateProbabilityOptions options,
 RandomEngine random)

cumulative

public static MultivariateProbabilityResult cumulative(double[] upper,
 double[] location,
 double[][] scale)

equicoordinateQuantile

public static double equicoordinateQuantile(double p,
 double[] location,
 double[][] scale,
 MultivariateProbabilityOptions options,
 RandomEngine random)

equicoordinateQuantile

public static double equicoordinateQuantile(double p,
 double[] location,
 double[][] scale)

radialQuantile

public static double radialQuantile(double p,
 int dimension,
 boolean lowerTail,
 boolean logProbability)