Class ProbabilityMassQuantile<X>


  • public class ProbabilityMassQuantile<X>
    extends Object
    As probability mass function is discrete, there are gaps between values in the domain of its cdf, The quantile function is: \[ Q(p)\,=\,\inf\left\{ x\in R : p \le F(x) \right\} \]
    • Constructor Detail

      • ProbabilityMassQuantile

        public ProbabilityMassQuantile​(Iterable<ProbabilityMassFunction.Mass<X>> outcomes,
                                       double normalization)
        Constructs the quantile function for a probability mass function.
        Parameters:
        outcomes - an ordered list of outcomes and their probabilities
        normalization - a normalizing constant if the probabilities do not sum to 1; setting it to 1 speed up the initialization
      • ProbabilityMassQuantile

        public ProbabilityMassQuantile​(Iterable<ProbabilityMassFunction.Mass<X>> outcomes)
        Constructs the quantile function for a probability mass function. If the sum of the probabilities is not 1, it normalizes all probabilities by dividing them by the sum, which is automatically computed. To speed up the initialization phase, specify the normalizatoin constant instead.
        Parameters:
        outcomes - an ordered list of outcomes and their probabilities
    • Method Detail

      • quantile

        public X quantile​(double cm)
        Gets the quantile at a cumulative probability mass.
        Parameters:
        cm - cumulative probability mass
        Returns:
        the quantile at cm; null if cm is smaller than the first sample