Package jdistlib

Class MultivariateLaplace

java.lang.Object

jdistlib.MultivariateLaplace

public final class MultivariateLaplace
extends Object

Symmetric multivariate Laplace law defined as a normal-exponential mixture.

Method Summary

Modifier and Type	Method	Description
static MultivariateProbabilityResult	cumulative(double[] upper, double[] location, double[][] covariance)
static MultivariateProbabilityResult	cumulative(double[] upper, double[] location, double[][] covariance, MultivariateProbabilityOptions options, RandomEngine random)	Computes P(X[i] <= upper[i], all i).
static double	density(double[] x, double[] location, double[][] covariance, boolean giveLog)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] location, double[][] covariance)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] location, double[][] covariance, MultivariateProbabilityOptions options, RandomEngine random)	Computes P(lower <= X <= upper) through the normal-exponential mixture.
static double[]	random(double[] location, double[][] covariance, RandomEngine random)
static double[][]	random(int n, double[] location, double[][] covariance, 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[][] covariance,
 boolean giveLog)

random

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

random

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

probability

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

Computes P(lower <= X <= upper) through the normal-exponential mixture.

probability

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

cumulative

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

Computes P(X[i] <= upper[i], all i).

cumulative

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