| java.lang.Object
 org.apache.commons.math.distribution.AbstractDistribution
org.apache.commons.math.distribution.AbstractContinuousDistribution
org.apache.commons.math.distribution.GammaDistributionImpl
| Constructor Summary | |
| public | GammaDistributionImpl(double alpha, double beta)
Create a new gamma distribution with the given alpha and beta values. |
| Method Summary | |
| public double | cumulativeProbability(double x)
For this disbution, X, this method returns P(X < x).
The implementation of this method is based on:
| | public double | getAlpha()
| | public double | getBeta()
| | 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. | | public double | inverseCumulativeProbability(double p)
For this distribution, X, this method returns the critical point x, such
that P(X < x) = p. | | public void | setAlpha(double alpha)
Modify the shape parameter, alpha. | | public void | setBeta(double beta)
Modify the scale parameter, beta. |
| GammaDistributionImpl | | public GammaDistributionImpl(double alpha, double beta)(Code) | | Create a new gamma distribution with the given alpha and beta values.
Parameters:
alpha - the shape parameter.
Parameters:
beta - the scale parameter. |
| cumulativeProbability | | public double cumulativeProbability(double x) throws MathException(Code) | | For this disbution, X, this method returns P(X < x).
The implementation of this method is based on:
-
Chi-Squared Distribution, equation (9).
- Casella, G., & Berger, R. (1990). Statistical Inference.
Belmont, CA: Duxbury Press.
Parameters:
x - the value at which the CDF is evaluated. CDF for this distribution.
throws:
MathException - if the cumulative probability can not becomputed due to convergence or other numerical errors. |
| getAlpha | | public double getAlpha()(Code) | | Access the shape parameter, alpha
alpha. |
| getBeta | | public double getBeta()(Code) | | Access the scale parameter, beta
beta. |
| getDomainLowerBound | | protected double getDomainLowerBound(double p)(Code) | | Access the domain value lower bound, based on p, used to
bracket a CDF root. This method is used by
GammaDistributionImpl.inverseCumulativeProbability(double) to find critical values.
Parameters:
p - the desired probability for the critical value domain value lower bound, i.e.P(X < lower bound) < p |
| getDomainUpperBound | | protected double getDomainUpperBound(double p)(Code) | | Access the domain value upper bound, based on p, used to
bracket a CDF root. This method is used by
GammaDistributionImpl.inverseCumulativeProbability(double) to find critical values.
Parameters:
p - the desired probability for the critical value domain value upper bound, i.e.P(X < upper bound) > p |
| getInitialDomain | | protected double getInitialDomain(double p)(Code) | | Access the initial domain value, based on p, used to
bracket a CDF root. This method is used by
GammaDistributionImpl.inverseCumulativeProbability(double) to find critical values.
Parameters:
p - the desired probability for the critical value initial domain value |
| inverseCumulativeProbability | | public double inverseCumulativeProbability(double p) throws MathException(Code) | | 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.
Parameters:
p - the desired probability x, such that P(X < x) = p
throws:
MathException - if the inverse cumulative probability can not becomputed due to convergence or other numerical errors.
throws:
IllegalArgumentException - if p is not a validprobability. |
| setAlpha | | public void setAlpha(double alpha)(Code) | | Modify the shape parameter, alpha.
Parameters:
alpha - the new shape parameter.
throws:
IllegalArgumentException - if alpha is not positive. |
| setBeta | | public void setBeta(double beta)(Code) | | Modify the scale parameter, beta.
Parameters:
beta - the new scale parameter.
throws:
IllegalArgumentException - if beta is not positive. |
| Methods inherited from org.apache.commons.math.distribution.AbstractContinuousDistribution | abstract protected double getDomainLowerBound(double p)(Code)(Java Doc)
abstract protected double getDomainUpperBound(double p)(Code)(Java Doc)
abstract protected double getInitialDomain(double p)(Code)(Java Doc)
public double inverseCumulativeProbability(double p) throws MathException(Code)(Java Doc)
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| Methods inherited from org.apache.commons.math.distribution.AbstractDistribution | public double cumulativeProbability(double x0, double x1) throws MathException(Code)(Java Doc)
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