org.apache.commons.math.distribution
Class GammaDistributionImpl

java.lang.Object
  extended by org.apache.commons.math.distribution.AbstractDistribution
      extended by org.apache.commons.math.distribution.AbstractContinuousDistribution
          extended by org.apache.commons.math.distribution.GammaDistributionImpl
All Implemented Interfaces:
Serializable, ContinuousDistribution, Distribution, GammaDistribution, HasDensity<Double>

public class GammaDistributionImpl
extends AbstractContinuousDistribution
implements GammaDistribution, Serializable

The default implementation of GammaDistribution.

Version:
$Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
See Also:
Serialized Form

Field Summary
static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
          Default inverse cumulative probability accuracy
 
Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
randomData
 
Constructor Summary
GammaDistributionImpl(double alpha, double beta)
          Create a new gamma distribution with the given alpha and beta values.
GammaDistributionImpl(double alpha, double beta, double inverseCumAccuracy)
          Create a new gamma distribution with the given alpha and beta values.
 
Method Summary
 double cumulativeProbability(double x)
          For this distribution, X, this method returns P(X < x).
 double density(double x)
          Returns the probability density for a particular point.
 double density(Double x)
          Deprecated.  
 double getAlpha()
          Access the shape parameter, alpha
 double getBeta()
          Access the scale parameter, beta
protected  double getDomainLowerBound(double p)
          Access the domain value lower bound, based on p, used to bracket a CDF root.
protected  double getDomainUpperBound(double p)
          Access the domain value upper bound, based on p, used to bracket a CDF root.
protected  double getInitialDomain(double p)
          Access the initial domain value, based on p, used to bracket a CDF root.
 double getNumericalMean()
          Returns the mean.
 double getNumericalVariance()
          Returns the variance.
protected  double getSolverAbsoluteAccuracy()
          Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
 double getSupportLowerBound()
          Returns the upper bound of the support for the distribution.
 double getSupportUpperBound()
          Returns the upper bound of the support for the distribution.
 double inverseCumulativeProbability(double p)
          For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
 void setAlpha(double alpha)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
 void setBeta(double newBeta)
          Deprecated. as of 2.1 (class will become immutable in 3.0)
 
Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
reseedRandomGenerator, sample, sample
 
Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability
 

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy

Since:
2.1
See Also:
Constant Field Values
Constructor Detail

GammaDistributionImpl

public GammaDistributionImpl(double alpha,
                             double beta)
Create a new gamma distribution with the given alpha and beta values.

Parameters:
alpha - the shape parameter.
beta - the scale parameter.

GammaDistributionImpl

public GammaDistributionImpl(double alpha,
                             double beta,
                             double inverseCumAccuracy)
Create a new gamma distribution with the given alpha and beta values.

Parameters:
alpha - the shape parameter.
beta - the scale parameter.
inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
Since:
2.1
Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException
For this distribution, X, this method returns P(X < x). The implementation of this method is based on:

Specified by:
cumulativeProbability in interface Distribution
Parameters:
x - the value at which the CDF is evaluated.
Returns:
CDF for this distribution.
Throws:
MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.

Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.

Specified by:
inverseCumulativeProbability in interface ContinuousDistribution
Overrides:
inverseCumulativeProbability in class AbstractContinuousDistribution
Parameters:
p - the desired probability
Returns:
x, such that P(X < x) = p
Throws:
MathException - if the inverse cumulative probability can not be computed due to convergence or other numerical errors.
IllegalArgumentException - if p is not a valid probability.

setAlpha

@Deprecated
public void setAlpha(double alpha)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the shape parameter, alpha.

Specified by:
setAlpha in interface GammaDistribution
Parameters:
alpha - the new shape parameter.
Throws:
IllegalArgumentException - if alpha is not positive.

getAlpha

public double getAlpha()
Access the shape parameter, alpha

Specified by:
getAlpha in interface GammaDistribution
Returns:
alpha.

setBeta

@Deprecated
public void setBeta(double newBeta)
Deprecated. as of 2.1 (class will become immutable in 3.0)

Modify the scale parameter, beta.

Specified by:
setBeta in interface GammaDistribution
Parameters:
newBeta - the new scale parameter.
Throws:
IllegalArgumentException - if newBeta is not positive.

getBeta

public double getBeta()
Access the scale parameter, beta

Specified by:
getBeta in interface GammaDistribution
Returns:
beta.

density

public double density(double x)
Returns the probability density for a particular point.

Overrides:
density in class AbstractContinuousDistribution
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.

density

@Deprecated
public double density(Double x)
Deprecated. 

Return the probability density for a particular point.

Specified by:
density in interface GammaDistribution
Specified by:
density in interface HasDensity<Double>
Parameters:
x - The point at which the density should be computed.
Returns:
The pdf at point x.

getDomainLowerBound

protected double getDomainLowerBound(double p)
Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainLowerBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)
Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getDomainUpperBound in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)
Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:
getInitialDomain in class AbstractContinuousDistribution
Parameters:
p - the desired probability for the critical value
Returns:
initial domain value

getSolverAbsoluteAccuracy

protected double getSolverAbsoluteAccuracy()
Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.

Overrides:
getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
Returns:
the solver absolute accuracy
Since:
2.1

getSupportLowerBound

public double getSupportLowerBound()
Returns the upper bound of the support for the distribution. The lower bound of the support is always 0, regardless of the parameters.

Returns:
lower bound of the support (always 0)
Since:
2.2

getSupportUpperBound

public double getSupportUpperBound()
Returns the upper bound of the support for the distribution. The upper bound of the support is always positive infinity, regardless of the parameters.

Returns:
upper bound of the support (always Double.POSITIVE_INFINITY)
Since:
2.2

getNumericalMean

public double getNumericalMean()
Returns the mean. For shape parameter alpha and scale parameter beta, the mean is alpha * beta

Returns:
the mean
Since:
2.2

getNumericalVariance

public double getNumericalVariance()
Returns the variance. For shape parameter alpha and scale parameter beta, the variance is alpha * beta^2

Returns:
the variance
Since:
2.2


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