com.imsl.stat

Class LogNormalDistribution

java.lang.Object

com.imsl.stat.LogNormalDistribution

All Implemented Interfaces:

Distribution, ProbabilityDistribution, Serializable

public class LogNormalDistribution
extends Object
implements ProbabilityDistribution, Serializable

Evaluates a lognormal probability density for a given set of data.

LogNormalDistribution evaluates the lognormal probability density of a given set of data, xData. If parameters are not supplied, the eval method fits the lognormal probability density function to the data by first calculating the mean and standard deviation. The lognormal probability density function is defined as: $$f(x) = \frac{1}{x \sigma \sqrt{2 \pi} }e^{- \frac{{ \left( \ln(x) - \mu \right)}^2}{2 { \sigma}^2}} $$ where \(\mu\) and \(\sigma\) are the mean and standard deviation.

The DataMining package class NaiveBayesClassifier uses LognormalDistribution as a method to train continuous data.

See Also:

Example, Serialized Form

Constructor Summary

Constructors

Constructor and Description
LogNormalDistribution()

Method Summary

Modifier and Type	Method and Description
double[]	eval(double[] xData) Fits a lognormal probability distribution to xData and returns the probability density at each value.
double[]	eval(double[] xData, Object[] parameters) Evaluates a lognormal probability distribution with a given set of parameters at each point in xData and returns the probability density at each value.
double	eval(double xData, Object[] parameters) Evaluates a lognormal probability density function at a given point xData.
double	getMean() Returns the lognormal probability distribution mean parameter.
Object[]	getParameters() Returns the current parameters of the lognormal probability density function
double	getStandardDeviation() Returns the lognormal probability distribution standard deviation parameter.

Methods inherited from class java.lang.Object

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

Constructor Detail

LogNormalDistribution

public LogNormalDistribution()

Method Detail

eval

public double[] eval(double[] xData)

Fits a lognormal probability distribution to xData and returns the probability density at each value.

Specified by:

eval in interface Distribution

Parameters:

xData - a double array representing the points at which the lognormal probability distribution function is to be evaluated

Returns:

a double array representing the lognormal probability density at each value of xData

eval

public double[] eval(double[] xData,
                     Object[] parameters)

Evaluates a lognormal probability distribution with a given set of parameters at each point in xData and returns the probability density at each value.

Specified by:

eval in interface ProbabilityDistribution

Parameters:

xData - a double array representing the points at which the lognormal probability distribution function is to be evaluated

parameters - an Object array representing the parameters used to evaluate the lognormal distribution, see method getParameters

Returns:

a double array representing the lognormal probability density at each value of xData

eval

public double eval(double xData,
                   Object[] parameters)

Evaluates a lognormal probability density function at a given point xData.

Specified by:

eval in interface ProbabilityDistribution

Parameters:

xData - a double representing the point at which the lognormal probability distribution function is to be evaluated

parameters - an Object array representing the parameters used to evaluate the lognormal distribution, see method getParameters

Returns:

a double representing the lognormal probability density at xData

getParameters

public Object[] getParameters()

Returns the current parameters of the lognormal probability density function

Specified by:

getParameters in interface ProbabilityDistribution

Returns:

an Object array containing the parameters resulting from the last invocation of the (Distribution) eval method with the following signature, double[] eval(double[] xData). This Object array can be used as input to the eval methods that require an Object array of distribution parameters as input.

getStandardDeviation

public double getStandardDeviation()

Returns the lognormal probability distribution standard deviation parameter.

Returns:

a double representing the standard deviation parameter

getMean

public double getMean()

Returns the lognormal probability distribution mean parameter.

Returns:

a double representing the mean parameter