Package jdistlib.evd

Class Gumbel

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.evd.Gumbel

public class Gumbel
extends GenericDistribution

Gumbel distribution. It is a special case of Extreme Value Distribution with shape == 0. Taken from EVD package of R

Field Summary

Fields

Modifier and Type	Field	Description
protected double	loc
protected double	scale

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
Gumbel(double loc, double scale)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double p, boolean lower_tail, boolean log_p)
static final double	cumulative(double q, double loc, double scale, boolean lower_tail)
double	density(double x, boolean log)
static final double	density(double x, double loc, double scale, boolean log)
double	quantile(double q, boolean lower_tail, boolean log_p)
static final double	quantile(double p, double loc, double scale, boolean lower_tail)
double	random()
static final double	random(double loc, double scale, RandomEngine random)
static final double[]	random(int n, double loc, double scale, 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

loc

protected double loc

scale

protected double scale

Constructor Details

Gumbel

public Gumbel(double loc,
 double scale)

Method Details

density

public static final double density(double x,
 double loc,
 double scale,
 boolean log)

cumulative

public static final double cumulative(double q,
 double loc,
 double scale,
 boolean lower_tail)

quantile

public static final double quantile(double p,
 double loc,
 double scale,
 boolean lower_tail)

random

public static final double random(double loc,
 double scale,
 RandomEngine random)

random

public static final double[] random(int n,
 double loc,
 double scale,
 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