Package jdistlib

Class MultivariatePowerExponential

java.lang.Object

jdistlib.MultivariatePowerExponential

public final class MultivariatePowerExponential
extends Object

Elliptical multivariate power-exponential (generalized Gaussian) law.

Method Summary

Modifier and Type	Method	Description
static MultivariateProbabilityResult	cumulative(double[] upper, double[] location, double[][] scatter, double shape)
static MultivariateProbabilityResult	cumulative(double[] upper, double[] location, double[][] scatter, double shape, MultivariateProbabilityOptions options, RandomEngine random)	Computes P(X[i] <= upper[i], all i).
static double	density(double[] x, double[] location, double[][] scatter, double shape, boolean giveLog)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] location, double[][] scatter, double shape)
static MultivariateProbabilityResult	probability(double[] lower, double[] upper, double[] location, double[][] scatter, double shape, MultivariateProbabilityOptions options, RandomEngine random)	Computes a rectangle probability by integrating the exact conditional radial probability over uniformly distributed directions.
static double	radialQuantile(double p, int dimension, double shape, boolean lowerTail, boolean logProbability)	Quantile of the scatter-standardized radial distance.
static double[]	random(double[] location, double[][] scatter, double shape, RandomEngine random)
static double[][]	random(int n, double[] location, double[][] scatter, double shape, 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[][] scatter,
 double shape,
 boolean giveLog)

random

public static double[] random(double[] location,
 double[][] scatter,
 double shape,
 RandomEngine random)

random

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

radialQuantile

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

Quantile of the scatter-standardized radial distance.

probability

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

Computes a rectangle probability by integrating the exact conditional radial probability over uniformly distributed directions. This radial conditioning remains valid for every positive shape, including the non-Gaussian cases that are not normal scale mixtures.

probability

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

cumulative

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

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

cumulative

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