Package com.imsl.stat

Class GammaDistribution

java.lang.Object
com.imsl.stat.GammaDistribution
All Implemented Interfaces:
Distribution, ProbabilityDistribution, Serializable
public class GammaDistribution extends Object implements ProbabilityDistribution, Serializable
Evaluates a gamma probability density for a given set of data.

GammaDistribution evaluates the gamma density of a given set of data, xData. If parameters are not supplied, the Eval method fits the gamma probability density function to the data by first calculating the shape and scale parameters using an MLE technique for a best fit. The gamma probability density function is defined as: $$ f(x)= {x}^{a-1}\frac{e^{-\frac{x}{b}}} {b^a \Gamma(a)} \mbox{,}\,\,\,x \gt 0 \,\mbox{,}\,\,a \gt 0 \,\,\,\mbox{and}\,\,\, b \gt 0 \,\,\mbox{,} $$ where a and b are the scale and shape parameters.

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

See Also:

  • Constructor Summary

    Constructors
    Constructor
    Description
    GammaDistribution()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    double[]
    eval(double[] xData)
    Fits a gamma probability distribution to xData and returns the probability density at each value.
    double[]
    eval(double[] xData, Object[] parameters)
    Evaluates a gamma 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 gamma probability density at a given point xData.
    Object[]
    getParameters()
    Returns the current parameters of the gamma probability density function.
    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

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

  • Constructor Details

    • GammaDistribution

      public GammaDistribution()

  • Method Details

    • getShapeParameter

      public double getShapeParameter()
      Returns the maximum-likelihood estimate found for the gamma shape parameter.
      Returns:
      a double representing the maximum-likelihood estimate found for the gamma shape parameter

    • getScaleParameter

      public double getScaleParameter()
      Returns the maximum-likelihood estimate found for the gamma scale parameter.
      Returns:
      a double representing the maximum-likelihood estimate found for the gamma scale parameter

    • eval

      public double[] eval(double[] xData)
      Fits a gamma 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 gamma probability distribution function is to be evaluated
      Returns:
      a double array representing the gamma probability density at each value of xData

    • eval

      public double[] eval(double[] xData, Object[] parameters)
      Evaluates a gamma 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 gamma probability distribution function is to be evaluated
      parameters - an Object array representing the parameters used to evaluate the gamma distribution, see method getParameters
      Returns:
      a double array representing the gamma probability density at each value of xData

    • eval

      public double eval(double xData, Object[] parameters)
      Evaluates a gamma probability density at a given point xData.
      Specified by:
      eval in interface ProbabilityDistribution
      Parameters:
      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, see method getParameters
      Returns:
      a double representing the gamma probability density at xData

    • getParameters

      public Object[] getParameters()
      Returns the current parameters of the gamma 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.