Class ConstantRealDistribution
java.lang.Object
org.apache.commons.math3.distribution.AbstractRealDistribution
org.apache.commons.math3.distribution.ConstantRealDistribution
- All Implemented Interfaces:
Serializable,RealDistribution
Implementation of the constant real distribution.
- Since:
- 3.4
- See Also:
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Field Summary
Fields inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution
random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY -
Constructor Summary
ConstructorsConstructorDescriptionConstantRealDistribution(double value) Create a constant real distribution with the given value. -
Method Summary
Modifier and TypeMethodDescriptiondoublecumulativeProbability(double x) For a random variableXwhose values are distributed according to this distribution, this method returnsP(X <= x).doubledensity(double x) Returns the probability density function (PDF) of this distribution evaluated at the specified pointx.doubleUse this method to get the numerical value of the mean of this distribution.doubleUse this method to get the numerical value of the variance of this distribution.doubleAccess the lower bound of the support.doubleAccess the upper bound of the support.doubleinverseCumulativeProbability(double p) Computes the quantile function of this distribution.booleanUse this method to get information about whether the support is connected, i.e.booleanWhether or not the lower bound of support is in the domain of the density function.booleanWhether or not the upper bound of support is in the domain of the density function.voidreseedRandomGenerator(long seed) Override with no-op (there is no generator).doublesample()Generate a random value sampled from this distribution.Methods inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution
cumulativeProbability, getSolverAbsoluteAccuracy, logDensity, probability, probability, sample
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Constructor Details
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ConstantRealDistribution
public ConstantRealDistribution(double value) Create a constant real distribution with the given value.- Parameters:
value- the constant value of this distribution
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Method Details
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density
public double density(double x) Returns the probability density function (PDF) of this distribution evaluated at the specified pointx. In general, the PDF is the derivative of theCDF. If the derivative does not exist atx, then an appropriate replacement should be returned, e.g.Double.POSITIVE_INFINITY,Double.NaN, or the limit inferior or limit superior of the difference quotient.- Parameters:
x- the point at which the PDF is evaluated- Returns:
- the value of the probability density function at point
x
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cumulativeProbability
public double cumulativeProbability(double x) For a random variableXwhose values are distributed according to this distribution, this method returnsP(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.- Parameters:
x- the point at which the CDF is evaluated- Returns:
- the probability that a random variable with this
distribution takes a value less than or equal to
x
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inverseCumulativeProbability
Computes the quantile function of this distribution. For a random variableXdistributed according to this distribution, the returned value isinf{x in R | P(Xinvalid input: '<'=x) >= p}for0 < p <= 1,inf{x in R | P(Xinvalid input: '<'=x) > 0}forp = 0.
RealDistribution.getSupportLowerBound()forp = 0,RealDistribution.getSupportUpperBound()forp = 1.
- Specified by:
inverseCumulativeProbabilityin interfaceRealDistribution- Overrides:
inverseCumulativeProbabilityin classAbstractRealDistribution- Parameters:
p- the cumulative probability- Returns:
- the smallest
p-quantile of this distribution (largest 0-quantile forp = 0) - Throws:
OutOfRangeException- ifp < 0orp > 1
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getNumericalMean
public double getNumericalMean()Use this method to get the numerical value of the mean of this distribution.- Returns:
- the mean or
Double.NaNif it is not defined
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getNumericalVariance
public double getNumericalVariance()Use this method to get the numerical value of the variance of this distribution.- Returns:
- the variance (possibly
Double.POSITIVE_INFINITYas for certain cases inTDistribution) orDouble.NaNif it is not defined
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getSupportLowerBound
public double getSupportLowerBound()Access the lower bound of the support. This method must return the same value asinverseCumulativeProbability(0). In other words, this method must returninf {x in R | P(X invalid input: '<'= x) > 0}.- Returns:
- lower bound of the support (might be
Double.NEGATIVE_INFINITY)
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getSupportUpperBound
public double getSupportUpperBound()Access the upper bound of the support. This method must return the same value asinverseCumulativeProbability(1). In other words, this method must returninf {x in R | P(X invalid input: '<'= x) = 1}.- Returns:
- upper bound of the support (might be
Double.POSITIVE_INFINITY)
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isSupportLowerBoundInclusive
public boolean isSupportLowerBoundInclusive()Whether or not the lower bound of support is in the domain of the density function. Returns true iffgetSupporLowerBound()is finite anddensity(getSupportLowerBound())returns a non-NaN, non-infinite value.- Returns:
- true if the lower bound of support is finite and the density function returns a non-NaN, non-infinite value there
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isSupportUpperBoundInclusive
public boolean isSupportUpperBoundInclusive()Whether or not the upper bound of support is in the domain of the density function. Returns true iffgetSupportUpperBound()is finite anddensity(getSupportUpperBound())returns a non-NaN, non-infinite value.- Returns:
- true if the upper bound of support is finite and the density function returns a non-NaN, non-infinite value there
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isSupportConnected
public boolean isSupportConnected()Use this method to get information about whether the support is connected, i.e. whether all values between the lower and upper bound of the support are included in the support.- Returns:
- whether the support is connected or not
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sample
public double sample()Generate a random value sampled from this distribution. The default implementation uses the inversion method.- Specified by:
samplein interfaceRealDistribution- Overrides:
samplein classAbstractRealDistribution- Returns:
- a random value.
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reseedRandomGenerator
public void reseedRandomGenerator(long seed) Override with no-op (there is no generator).- Specified by:
reseedRandomGeneratorin interfaceRealDistribution- Overrides:
reseedRandomGeneratorin classAbstractRealDistribution- Parameters:
seed- (ignored)
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