Package jdistlib

Class MultivariateLogNormal

java.lang.Object

jdistlib.MultivariateLogNormal

public final class MultivariateLogNormal
extends Object

Component-wise exponential transform of a multivariate normal vector.

Method Summary

Modifier and Type	Method	Description
static MultivariateProbabilityResult	cumulative(double[] upper, double[] meanLog, double[][] covarianceLog)
static MultivariateProbabilityResult	cumulative(double[] upper, double[] meanLog, double[][] covarianceLog, MultivariateProbabilityOptions options, RandomEngine random)
static double	density(double[] x, double[] meanLog, double[][] covarianceLog, boolean giveLog)
static double	equicoordinateQuantile(double p, double[] meanLog, double[][] covarianceLog)
static double	equicoordinateQuantile(double p, double[] meanLog, double[][] covarianceLog, MultivariateProbabilityOptions options, RandomEngine random)	Equicoordinate quantile on the original, positive measurement scale.
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] meanLog, double[][] covarianceLog)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] meanLog, double[][] covarianceLog, MultivariateProbabilityOptions options, RandomEngine random)	Computes a rectangular probability after the component-wise log transform.
static double[]	random(double[] meanLog, double[][] covarianceLog, RandomEngine random)
static double[][]	random(int n, double[] meanLog, double[][] covarianceLog, 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[] meanLog,
 double[][] covarianceLog,
 boolean giveLog)

random

public static double[] random(double[] meanLog,
 double[][] covarianceLog,
 RandomEngine random)

random

public static double[][] random(int n,
 double[] meanLog,
 double[][] covarianceLog,
 RandomEngine random)

probability

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

Computes a rectangular probability after the component-wise log transform.

probability

public static MultivariateProbabilityResult probability(double[] lower,
 double[] upper,
 double[] meanLog,
 double[][] covarianceLog)

cumulative

public static MultivariateProbabilityResult cumulative(double[] upper,
 double[] meanLog,
 double[][] covarianceLog,
 MultivariateProbabilityOptions options,
 RandomEngine random)

cumulative

public static MultivariateProbabilityResult cumulative(double[] upper,
 double[] meanLog,
 double[][] covarianceLog)

equicoordinateQuantile

public static double equicoordinateQuantile(double p,
 double[] meanLog,
 double[][] covarianceLog,
 MultivariateProbabilityOptions options,
 RandomEngine random)

Equicoordinate quantile on the original, positive measurement scale.

equicoordinateQuantile

public static double equicoordinateQuantile(double p,
 double[] meanLog,
 double[][] covarianceLog)