smile.stat.distribution

Class DiscreteDistribution

java.lang.Object

smile.stat.distribution.AbstractDistribution

smile.stat.distribution.DiscreteDistribution

All Implemented Interfaces:

java.io.Serializable, Distribution

Direct Known Subclasses:

BernoulliDistribution, BinomialDistribution, DiscreteMixture, EmpiricalDistribution, GeometricDistribution, HyperGeometricDistribution, NegativeBinomialDistribution, PoissonDistribution, ShiftedGeometricDistribution

public abstract class DiscreteDistribution
extends AbstractDistribution

Univariate discrete distributions. Basically, this class adds common distribution methods that accept integer argument beside float argument. A quantile function is provided based on bisection searching. Likelihood and log likelihood functions are also implemented here.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
DiscreteDistribution()

Method Summary

Modifier and Type	Method and Description
double	likelihood(int[] x) The likelihood given a sample set following the distribution.
double	logLikelihood(int[] x) The likelihood given a sample set following the distribution.
double	logp(double x) The density at x in log scale, which may prevents the underflow problem.
abstract double	logp(int x) The probability mass function in log scale.
double	p(double x) The probability density function for continuous distribution or probability mass function for discrete distribution at x.
abstract double	p(int x) The probability mass function.
protected double	quantile(double p, int xmin, int xmax) Invertion of cdf by bisection numeric root finding of cdf(x) = p for discrete distribution.
int	randi() Generates an integer random numbers following this discrete distribution.
int[]	randi(int n) Generates a set of integer random numbers following this discrete distribution.

Methods inherited from class smile.stat.distribution.AbstractDistribution

inverseTransformSampling, quantile, quantile, rejection

Methods inherited from class java.lang.Object

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

Methods inherited from interface smile.stat.distribution.Distribution

cdf, entropy, length, likelihood, logLikelihood, mean, quantile, rand, rand, sd, variance

Constructor Detail

DiscreteDistribution

public DiscreteDistribution()

Method Detail

randi

public int randi()

Generates an integer random numbers following this discrete distribution.

randi

public int[] randi(int n)

Generates a set of integer random numbers following this discrete distribution.

p

public abstract double p(int x)

The probability mass function.

p

public double p(double x)

Description copied from interface: Distribution

The probability density function for continuous distribution or probability mass function for discrete distribution at x.

logp

public abstract double logp(int x)

The probability mass function in log scale.

logp

public double logp(double x)

Description copied from interface: Distribution

The density at x in log scale, which may prevents the underflow problem.

likelihood

public double likelihood(int[] x)

The likelihood given a sample set following the distribution.

logLikelihood

public double logLikelihood(int[] x)

The likelihood given a sample set following the distribution.

quantile

protected double quantile(double p,
                          int xmin,
                          int xmax)

Invertion of cdf by bisection numeric root finding of cdf(x) = p for discrete distribution.

Returns:

an integer n such that P(<n) ≤ p ≤ P(<n+1).