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 |
|---|---|
double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
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double |
density(double x)
This is the probability mass function for the discrete sample.
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double |
entropy()
Deprecated.
Not supported yet.
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double |
kurtosis()
Gets the excess kurtosis of this distribution.
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double |
mean()
Gets the mean of this distribution.
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double |
median()
Gets the median of this distribution.
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double |
moment(double x)
Deprecated.
Not supported yet.
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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.
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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()
ProbabilityDistributionmean in interface ProbabilityDistributionpublic double median()
ProbabilityDistributionmedian in interface ProbabilityDistributionpublic double variance()
ProbabilityDistributionvariance in interface ProbabilityDistributionpublic double skew()
ProbabilityDistributionskew in interface ProbabilityDistributionpublic double kurtosis()
ProbabilityDistributionkurtosis in interface ProbabilityDistribution@Deprecated public double entropy()
ProbabilityDistributionentropy in interface ProbabilityDistributionpublic double cdf(double x)
ProbabilityDistributioncdf in interface ProbabilityDistributionx - 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 ProbabilityDistributionu - u, a quantilepublic double density(double x)
density in interface ProbabilityDistributionx - an observationpmf(x)@Deprecated public double moment(double x)
ProbabilityDistributionE(etX)This may not always exist.
moment in interface ProbabilityDistributionx - tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.