public class EmpiricalDistribution extends Object implements ProbabilityDistribution
ecdf
.Constructor and Description |
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EmpiricalDistribution(double[] data)
Construct an empirical distribution from a sample using the default
quantile type
Quantile.QuantileType.APPROXIMATELY_MEDIAN_UNBIASED . |
EmpiricalDistribution(double[] observations,
Quantile.QuantileType quantileType)
Construct an empirical distribution from a sample.
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Modifier and Type | Method and Description |
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double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
|
double |
density(double x)
This is the probability mass function for the discrete sample.
|
double |
entropy()
Deprecated.
Not supported yet.
|
double |
kurtosis()
Gets the excess kurtosis of this distribution.
|
double |
mean()
Gets the mean of this distribution.
|
double |
median()
Gets the median of this distribution.
|
double |
moment(double x)
Deprecated.
Not supported yet.
|
int |
nSamples()
Get the number of samples in the empirical distribution.
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double |
quantile(double u)
Gets the quantile, the inverse of the cumulative distribution function.
|
double |
skew()
Gets the skewness of this distribution.
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double[] |
toArray()
Get the sorted sample.
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double |
variance()
Gets the variance of this distribution.
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public EmpiricalDistribution(double[] observations, Quantile.QuantileType quantileType)
observations
- a samplequantileType
- specify how the quantile function is computedpublic EmpiricalDistribution(double[] data)
Quantile.QuantileType.APPROXIMATELY_MEDIAN_UNBIASED
.data
- a samplepublic int nSamples()
public double[] toArray()
public double mean()
ProbabilityDistribution
mean
in interface ProbabilityDistribution
public double median()
ProbabilityDistribution
median
in interface ProbabilityDistribution
public double variance()
ProbabilityDistribution
variance
in interface ProbabilityDistribution
public double skew()
ProbabilityDistribution
skew
in interface ProbabilityDistribution
public double kurtosis()
ProbabilityDistribution
kurtosis
in interface ProbabilityDistribution
@Deprecated public double entropy()
ProbabilityDistribution
entropy
in interface ProbabilityDistribution
public double cdf(double x)
ProbabilityDistribution
cdf
in interface ProbabilityDistribution
x
- xpublic double quantile(double u)
This may not always exist. For an empirical distribution, this implementation assumes the following.F-1(u) = x, such that Pr(X ≤ x) = u
F-1(0) = the minimum x value F-1(1) = the maximum x value
quantile
in interface ProbabilityDistribution
u
- u
, a quantilepublic double density(double x)
density
in interface ProbabilityDistribution
x
- an observationpmf(x)
@Deprecated public double moment(double x)
ProbabilityDistribution
E(etX)This may not always exist.
moment
in interface ProbabilityDistribution
x
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