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JMSLTM Numerical Library 6.0 | |||||||
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java.lang.Objectcom.imsl.stat.GammaDistribution
public class GammaDistribution
Evaluates a gamma probability distribution.
The GammaDistribution
evaluates the gamma probability
distribution of a given set of data, xData
. If parameters are
not supplied, the eval
method first calculates the shape
and scale parameters by using a MLE technique for a best fit. The gamma
probability distribution is defined as:
Constructor Summary | |
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GammaDistribution()
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Method Summary | |
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double[] |
eval(double[] xData)
Evaluates a gamma probability distribution from a given set of data. |
double[] |
eval(double[] xData,
Object[] parameters)
Evaluates a gamma probability distribution from a given set of data. |
double |
eval(double xData,
Object[] parameters)
Evaluates a gamma probability distribution at a given point xData . |
Object[] |
getParameters()
Returns the parameters used to evaluate the distribution. |
double |
getScaleParameter()
Returns the maximum-likelihood estimate found for the gamma scale parameter. |
double |
getShapeParameter()
Returns the maximum-likelihood estimate found for the gamma shape parameter. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public GammaDistribution()
Method Detail |
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public double[] eval(double[] xData)
eval
in interface Distribution
xData
- a double
array representing the points the
gamma probability distribution function is to evaluate.
double
array representing the gamma probability
distribution of xData
.public double[] eval(double[] xData, Object[] parameters)
eval
in interface ProbabilityDistribution
xData
- a double
array representing the points at which
the gamma probability distribution function is to evaluate.parameters
- an Object
array representing the
parameters used to evaluate the gamma distribution.
double
array representing the gamma probability
distribution of xData
.public double eval(double xData, Object[] parameters)
xData
.
eval
in interface ProbabilityDistribution
xData
- a double
representing the point at which the
gamma probability distribution function is to be evaluated.parameters
- an Object
array representing the
parameters used to evaluate the gamma distribution.
double
representing the gamma probability
distribution of xData
.public Object[] getParameters()
getParameters
in interface ProbabilityDistribution
Object
array representing the shape and scale parameters used to
evaluate the distribution. This Object
array can be
retrieved after invoking the eval
method with the
following signature, double[] eval(double[] xData)
.
This Object
array can be used as input later with
another set of data to the eval
methods that
require an Object
array of distribution parameters
as input.public double getScaleParameter()
double
representing the maximum-likelihood
estimate found for the gamma scale parameter.public double getShapeParameter()
double
representing the maximum-likelihood
estimate found for the gamma shape parameter.
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JMSLTM Numerical Library 6.0 | |||||||
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