Package jdistlib.finance

Class PolyaAeppliDistribution

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.finance.PolyaAeppliDistribution

All Implemented Interfaces:

AtomAwareDistribution, SupportedDistribution

public final class PolyaAeppliDistribution
extends GenericDistribution
implements AtomAwareDistribution, SupportedDistribution

Polya-Aeppli count: Poisson clusters with shifted-geometric cluster sizes.

Field Summary

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
PolyaAeppliDistribution(double lambda, double probability)

Method Summary

Modifier and Type	Method	Description
double	atomProbability(double x)	Returns P(X = x); zero means no declared atom at x.
double	cumulative(double x, boolean lowerTail, boolean logP)
double	density(double x, boolean log)
double	getLowerBound()
double	getUpperBound()
double	quantile(double p, boolean lowerTail, boolean logP)
double	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

PolyaAeppliDistribution

public PolyaAeppliDistribution(double lambda,
 double probability)

Method Details

density

public double density(double x,
 boolean log)

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

atomProbability

public double atomProbability(double x)

Description copied from interface: AtomAwareDistribution

Returns P(X = x); zero means no declared atom at x.

Specified by:

atomProbability in interface AtomAwareDistribution

getLowerBound

public double getLowerBound()

Specified by:

getLowerBound in interface SupportedDistribution

getUpperBound

public double getUpperBound()

Specified by:

getUpperBound in interface SupportedDistribution