Package jdistlib

Class PoissonInverseGaussian

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.PoissonInverseGaussian

public class PoissonInverseGaussian
extends GenericDistribution

Poisson-inverse Gaussian distribution from actuar.

mean is the mean of the inverse-Gaussian mixing variable and dispersion is its dispersion. The count variance is mean + dispersion * mean^3.

Field Summary

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
PoissonInverseGaussian(double mean, double dispersion)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double x, boolean lowerTail, boolean logP)
static double	cumulative(double x, double mean, double dispersion, boolean lowerTail, boolean logP)
double	density(double x, boolean logP)
static double	density(double x, double mean, double dispersion, boolean giveLog)
double	quantile(double p, boolean lowerTail, boolean logP)
static double	quantile(double p, double mean, double dispersion, boolean lowerTail, boolean logP)
double	random()
static double	random(double mean, double dispersion, RandomEngine random)
static double[]	random(int n, double mean, double dispersion, 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

Constructor Details

PoissonInverseGaussian

public PoissonInverseGaussian(double mean,
 double dispersion)

Method Details

density

public static double density(double x,
 double mean,
 double dispersion,
 boolean giveLog)

cumulative

public static double cumulative(double x,
 double mean,
 double dispersion,
 boolean lowerTail,
 boolean logP)

quantile

public static double quantile(double p,
 double mean,
 double dispersion,
 boolean lowerTail,
 boolean logP)

random

public static double random(double mean,
 double dispersion,
 RandomEngine random)

random

public static double[] random(int n,
 double mean,
 double dispersion,
 RandomEngine random)

density

public double density(double x,
 boolean logP)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double x,
 boolean lowerTail,
 boolean logP)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double p,
 boolean lowerTail,
 boolean logP)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution