de.lmu.ifi.dbs.elki.math.statistics.distribution

Class CauchyDistribution

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.CauchyDistribution

All Implemented Interfaces:

Distribution, DistributionWithRandom

public class CauchyDistribution
extends Object
implements DistributionWithRandom

Cauchy distribution.

Field Summary

Fields

Modifier and Type	Field and Description
(package private) double	location The location (x0) parameter.
private Random	random The random generator.
(package private) double	shape The shape (gamma) parameter.

Constructor Summary

Constructors

Constructor and Description
CauchyDistribution(double location, double shape) Constructor with default random.
CauchyDistribution(double location, double shape, Random random) Constructor.

Method Summary

Methods

Modifier and Type	Method and Description
double	cdf(double x) Return the cumulative density function at the given value.
static double	cdf(double x, double location, double shape) PDF function, static version.
double	nextRandom() Generate a new random value
double	pdf(double x) Return the density of an existing value
static double	pdf(double x, double location, double shape) PDF function, static version.
double	quantile(double x) Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.
static double	quantile(double x, double location, double shape) PDF function, static version.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface de.lmu.ifi.dbs.elki.math.statistics.distribution.Distribution

toString

Field Detail

location

final double location

The location (x0) parameter.

shape

final double shape

The shape (gamma) parameter.

random

private Random random

The random generator.

Constructor Detail

CauchyDistribution

public CauchyDistribution(double location,
                  double shape)

Constructor with default random.

Parameters:

location - Location (x0)

shape - Shape (gamma)

CauchyDistribution

public CauchyDistribution(double location,
                  double shape,
                  Random random)

Constructor.

Parameters:

location - Location (x0)

shape - Shape (gamma)

random - Random generator

Method Detail

pdf

public double pdf(double x)

Description copied from interface: Distribution

Return the density of an existing value

Specified by:

pdf in interface Distribution

Parameters:

x - existing value

Returns:

distribution density

cdf

public double cdf(double x)

Description copied from interface: Distribution

Return the cumulative density function at the given value.

Specified by:

cdf in interface Distribution

Parameters:

x - existing value

Returns:

cumulative density

quantile

public double quantile(double x)

Description copied from interface: Distribution

Quantile aka probit (for normal) aka inverse CDF (invcdf, cdf^-1) function.

Specified by:

quantile in interface Distribution

Parameters:

x - Quantile to find

Returns:

Quantile position

nextRandom

public double nextRandom()

Description copied from interface: DistributionWithRandom

Generate a new random value

Specified by:

nextRandom in interface DistributionWithRandom

Returns:

new random value

pdf

public static double pdf(double x,
         double location,
         double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value

cdf

public static double cdf(double x,
         double location,
         double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value

quantile

public static double quantile(double x,
              double location,
              double shape)

PDF function, static version.

Parameters:

x - Value

location - Location (x0)

shape - Shape (gamma)

Returns:

PDF value