edu.ucla.stat.SOCR.distributions

Class InverseGaussianDistribution

java.lang.Object

edu.ucla.stat.SOCR.core.SOCRValueSettable

edu.ucla.stat.SOCR.core.Distribution

edu.ucla.stat.SOCR.distributions.InverseGaussianDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.util.Observer

public class InverseGaussianDistribution
extends Distribution

This class encapsulates the normal distribution with specified (mean, SD) parameters. http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution .

Field Summary

Fields

Modifier and Type	Field and Description
static double	NormConst

Fields inherited from class edu.ucla.stat.SOCR.core.Distribution

applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name

Constructor Summary

Constructors

Constructor and Description
InverseGaussianDistribution() Default constructor creates a new Wald distribution with specified parameter values
InverseGaussianDistribution(double[] distData)
InverseGaussianDistribution(double[] distData, boolean calledByModeler)
InverseGaussianDistribution(double m, double l) This general constructor creates a new Wald distribution with specified parameter values
InverseGaussianDistribution(double mu, double sigma, boolean calledByModeler)
InverseGaussianDistribution(float[] distData)
InverseGaussianDistribution(float[] distData, boolean calledByModeler)

Method Summary

Methods

Modifier and Type	Method and Description
double	getCDF(double x) This method computes the cumulative distribution function -- This is known in closed-form http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
double	getDensity(double x) This method defines the getDensity function
double	getLambda() This method gets the scale parameter
double	getMean() These methods return the mean
double	getMu() This method returns the location parameter
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double	getVariance() These methods return the variance
void	initialize() used for some subclass to initialize before being used
double	inverseCDF(double probability) Inverse of the cumulative InverseGaussian distribution function.
void	paramEstimate(double[] distData)
void	setLambda(double l) This method sets the shape parameter
void	setMu(double m) This method sets the location parameter
void	setParameters(double m, double l) This method sets the parameters
void	valueChanged()

Methods inherited from class edu.ucla.stat.SOCR.core.Distribution

addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMaxDensity, getMean, getMedian, getMGF, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged

Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable

createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters

Methods inherited from class java.lang.Object

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

Field Detail

NormConst

public static final double NormConst

Constructor Detail

InverseGaussianDistribution

public InverseGaussianDistribution()

Default constructor creates a new Wald distribution with specified parameter values

InverseGaussianDistribution

public InverseGaussianDistribution(double m,
                           double l)

This general constructor creates a new Wald distribution with specified parameter values

InverseGaussianDistribution

public InverseGaussianDistribution(double[] distData)

InverseGaussianDistribution

public InverseGaussianDistribution(float[] distData)

InverseGaussianDistribution

public InverseGaussianDistribution(double mu,
                           double sigma,
                           boolean calledByModeler)

InverseGaussianDistribution

public InverseGaussianDistribution(double[] distData,
                           boolean calledByModeler)

InverseGaussianDistribution

public InverseGaussianDistribution(float[] distData,
                           boolean calledByModeler)

Method Detail

initialize

public void initialize()

Description copied from class: Distribution

used for some subclass to initialize before being used

Overrides:

initialize in class Distribution

valueChanged

public void valueChanged()

Overrides:

valueChanged in class Distribution

paramEstimate

public void paramEstimate(double[] distData)

Overrides:

paramEstimate in class Distribution

setParameters

public void setParameters(double m,
                 double l)

This method sets the parameters

getDensity

public double getDensity(double x)

This method defines the getDensity function

Specified by:

getDensity in class Distribution

getMean

public double getMean()

These methods return the mean

Overrides:

getMean in class Distribution

getVariance

public double getVariance()

These methods return the variance

Overrides:

getVariance in class Distribution

getMu

public double getMu()

This method returns the location parameter

setMu

public void setMu(double m)

This method sets the location parameter

getLambda

public double getLambda()

This method gets the scale parameter

setLambda

public void setLambda(double l)

This method sets the shape parameter

getCDF

public double getCDF(double x)

This method computes the cumulative distribution function -- This is known in closed-form http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

Overrides:

getCDF in class Distribution

inverseCDF

public double inverseCDF(double probability)

Inverse of the cumulative InverseGaussian distribution function.

Overrides:

inverseCDF in class Distribution

Parameters:

probability - - a probability value in [0, 1]

Returns:

the value X for which P(x<X).

getOnlineDescription

public java.lang.String getOnlineDescription()

This method returns an online description of this distribution.

Overrides:

getOnlineDescription in class Distribution