edu.ucla.stat.SOCR.distributions

Class NegativeMultiNomialDistribution

java.lang.Object

edu.ucla.stat.SOCR.core.SOCRValueSettable

edu.ucla.stat.SOCR.core.Distribution

edu.ucla.stat.SOCR.distributions.NegativeMultiNomialDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.awt.event.ActionListener, java.util.EventListener, java.util.Observer

public class NegativeMultiNomialDistribution
extends Distribution
implements java.awt.event.ActionListener

The Negative-Multinomial distribution with parameter-vector (x_o,p), where gamma = x_o>=0, and p=(p_1,…, p_r). k=(k_0, k_1, k_2, ..., k_r), with sum(k_i)=n and p_k>=0, 1<=k<=n. http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V1D-4H7T8P0-1&_user=4423&_rdoc=1&_fmt=&_orig=search&_sort=d&_docanchor=&view=c&_searchStrId=1066378625&_rerunOrigin=google&_acct=C000059605&_version=1&_urlVersion=0&_userid=4423&md5=c09a50a9f4651d5f493f5190f48bc1da is a generalization of Negative-Binomial Distribution. http://dx.doi.org/10.1016/j.spl.2005.09.009

Field Summary

Fields

Modifier and Type	Field and Description
protected int	dimension
protected int	gamma
protected int	k
protected double[]	p
int	type
protected int[]	x

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

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

Constructor Summary

Constructors

Constructor and Description
NegativeMultiNomialDistribution() This default constructor creates a new MultiNomialDistribution(2, {0.5, 0.5})
NegativeMultiNomialDistribution(int gamma, double[] p) Creates a NegativeMultinomial Distribution object with parameters
NegativeMultiNomialDistribution(int gamma, double[] p, int[] x) This general constructor creates a new NegativeMultiNomialDistribution with specified parameters:

Method Summary

Methods

Modifier and Type	Method and Description
void	actionPerformed(java.awt.event.ActionEvent e) This method handles the events associated with the changing the Multinomial probabilities or x-values.
double[][]	getCorrelation()
double[][]	getCovariance()
double	getDensity(double x) Define the Multinomial getDensity function
double	getDensity(int[] x) This method computes the density function of the Negative Multinomail distribution
int	getGamma() Returns the parameter gamma of this object.
double[]	getMLE(int[][] x, int n, int d) MLE estimates of the NMD parameters P_hat
java.lang.String	getNegativeMultiNomialTestResults() This method returns a Text Array with All cumulative Negative-Multinomial results
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double[]	getP() Returns the parameter vector p of this object.
double[]	getProbabilities() Returns the parameter gamma of this object.
int[]	getXvalues() This method gets the array of Negative Multinomail parameters (x-Values[]).
int	getXvaluesSum() This method gets the array of Multinomail parameters (x-Values[]).
void	initialize() used for some subclass to initialize before being used
void	setParameters(int gamma, double[] p, int[] x) Sets the parameters gamma and p of this object.
void	valueChanged()

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

addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMaxDensity, getMean, getMean, getMedian, getMGF, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, getVariance, inverseCDF, logGamma, paramEstimate, 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

gamma

protected int gamma

dimension

protected int dimension

k

protected int k

p

protected double[] p

x

protected int[] x

type

public int type

Constructor Detail

NegativeMultiNomialDistribution

public NegativeMultiNomialDistribution()

This default constructor creates a new MultiNomialDistribution(2, {0.5, 0.5})

NegativeMultiNomialDistribution

public NegativeMultiNomialDistribution(int gamma,
                               double[] p,
                               int[] x)

This general constructor creates a new NegativeMultiNomialDistribution with specified parameters:

Parameters:

n - Total Sum of X-values (Frequencies)

p - array of Probabilities/likelihoods of all outcomes

x - x-vector

NegativeMultiNomialDistribution

public NegativeMultiNomialDistribution(int gamma,
                               double[] p)

Creates a NegativeMultinomial Distribution object with parameters

Parameters:

gamma -

p - outcome probabilities

Method Detail

getDensity

public double getDensity(int[] x)

This method computes the density function of the Negative Multinomail distribution

Parameters:

x - a vector of outcomes i

Returns:

the probability density of the vector x

getCovariance

public double[][] getCovariance()

getCorrelation

public double[][] getCorrelation()

getMLE

public double[] getMLE(int[][] x,
              int n,
              int d)

MLE estimates of the NMD parameters P_hat

Parameters:

x - the list of observations used to evaluate parameters

n - the number of observations used to evaluate parameters

d - the dimension of each vector

Returns:

returns the parameters This getMLE() method needs to become static, after we fix this problem with the MLE estiamte of parameter[0] !!! See below.

getGamma

public int getGamma()

Returns the parameter gamma of this object.

Returns:

gamma

getProbabilities

public double[] getProbabilities()

Returns the parameter gamma of this object.

Returns:

gamma

getP

public double[] getP()

Returns the parameter vector p of this object.

Returns:

double[] p (probabilities vector)

setParameters

public void setParameters(int gamma,
                 double[] p,
                 int[] x)

Sets the parameters gamma and p of this object.

Parameters:

gamma - gamma = x[0]

double[] - p probability vector

double[] - x frequencies vector

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

actionPerformed

public void actionPerformed(java.awt.event.ActionEvent e)

This method handles the events associated with the changing the Multinomial probabilities or x-values.

Specified by:

actionPerformed in interface java.awt.event.ActionListener

Parameters:

e - the action event

getXvalues

public int[] getXvalues()

This method gets the array of Negative Multinomail parameters (x-Values[]).

Returns:

xValues the array of the X-values of the Multinomial Distributions

getXvaluesSum

public int getXvaluesSum()

This method gets the array of Multinomail parameters (x-Values[]).

Returns:

xValuesSum the Sum of the array of the X-values of the Multinomial Distributions

getDensity

public double getDensity(double x)

Define the Multinomial getDensity function

Specified by:

getDensity in class Distribution

getNegativeMultiNomialTestResults

public java.lang.String getNegativeMultiNomialTestResults()

This method returns a Text Array with All cumulative Negative-Multinomial results

getOnlineDescription

public java.lang.String getOnlineDescription()

This method returns an online description of this distribution.

Overrides:

getOnlineDescription in class Distribution