Package jdistlib

Class Normal

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Normal

All Implemented Interfaces:

TransformDistribution, SupportedDistribution

public class Normal
extends GenericDistribution
implements SupportedDistribution, TransformDistribution

Manually translated from R's Distlib by Roby Joehanes

Field Summary

Fields

Modifier and Type	Field	Description
double	mu
double	sigma

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
Normal()	Constructor for standard normal (i.e., mean = 0, sd = 1)
Normal(double mu, double sigma)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double p, boolean lower_tail, boolean log_p)
static final double	cumulative(double x, double mu, double sigma)
static final double	cumulative(double x, double mu, double sigma, boolean lower_tail, boolean log_p)
static final double	cumulative_standard(double x)
double	density(double x, boolean log)
static final double	density(double x, double mu, double sigma, boolean give_log)
double	getLowerBound()
double	getUpperBound()
Complex	logCharacteristic(double frequency)
Complex	logMomentGenerating(double argument)
TransformDomain	momentGeneratingDomain()
double	quantile(double q, boolean lower_tail, boolean log_p)
static final double	quantile(double p, double mu, double sigma, boolean lower_tail, boolean log_p)
double	random()
static final double	random(double mu, double sigma, RandomEngine random)	Random normal by quantile inversion -- the default in R
static final double[]	random(int n, double mu, double sigma, RandomEngine random)
static final double	random_ahrens_dieter(double mu, double sigma, RandomEngine random)
static final double	random_box_muller(double mu, double sigma, RandomEngine random)
static final double	random_kinderman_ramage(double mu, double sigma, RandomEngine random)
static final double[]	random_standard(int n, RandomEngine random)
static final double	random_standard(RandomEngine 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

Field Details

mu

public double mu

sigma

public double sigma

Constructor Details

Normal

public Normal()

Constructor for standard normal (i.e., mean = 0, sd = 1)

Normal

public Normal(double mu,
 double sigma)

Method Details

density

public static final double density(double x,
 double mu,
 double sigma,
 boolean give_log)

cumulative_standard

public static final double cumulative_standard(double x)

cumulative

public static final double cumulative(double x,
 double mu,
 double sigma)

cumulative

public static final double cumulative(double x,
 double mu,
 double sigma,
 boolean lower_tail,
 boolean log_p)

quantile

public static final double quantile(double p,
 double mu,
 double sigma,
 boolean lower_tail,
 boolean log_p)

random

public static final double random(double mu,
 double sigma,
 RandomEngine random)

Random normal by quantile inversion -- the default in R

Parameters:

mu -

sigma -

random -

Returns:

random variate

random_standard

public static final double random_standard(RandomEngine random)

random

public static final double[] random(int n,
 double mu,
 double sigma,
 RandomEngine random)

random_standard

public static final double[] random_standard(int n,
 RandomEngine random)

random_ahrens_dieter

public static final double random_ahrens_dieter(double mu,
 double sigma,
 RandomEngine random)

random_kinderman_ramage

public static final double random_kinderman_ramage(double mu,
 double sigma,
 RandomEngine random)

random_box_muller

public static final double random_box_muller(double mu,
 double sigma,
 RandomEngine random)

density

public double density(double x,
 boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double p,
 boolean lower_tail,
 boolean log_p)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double q,
 boolean lower_tail,
 boolean log_p)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution

logCharacteristic

public Complex logCharacteristic(double frequency)

Specified by:

logCharacteristic in interface TransformDistribution

logMomentGenerating

public Complex logMomentGenerating(double argument)

Specified by:

logMomentGenerating in interface TransformDistribution

momentGeneratingDomain

public TransformDomain momentGeneratingDomain()

Specified by:

momentGeneratingDomain in interface TransformDistribution

getLowerBound

public double getLowerBound()

Specified by:

getLowerBound in interface SupportedDistribution

getUpperBound

public double getUpperBound()

Specified by:

getUpperBound in interface SupportedDistribution