Package dev.nm.stat.evt.evd.bivariate
Class AbstractBivariateEVD
- java.lang.Object
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- dev.nm.stat.distribution.multivariate.AbstractBivariateProbabilityDistribution
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- dev.nm.stat.evt.evd.bivariate.AbstractBivariateEVD
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- All Implemented Interfaces:
BivariateProbabilityDistribution,MultivariateProbabilityDistribution,BivariateEVD,RandomVectorGenerator,Seedable
- Direct Known Subclasses:
BivariateEVDAsymmetricLogistic,BivariateEVDAsymmetricMixed,BivariateEVDAsymmetricNegativeLogistic,BivariateEVDBilogistic,BivariateEVDColesTawn,BivariateEVDHuslerReiss,BivariateEVDLogistic,BivariateEVDNegativeBilogistic,BivariateEVDNegativeLogistic
public abstract class AbstractBivariateEVD extends AbstractBivariateProbabilityDistribution implements BivariateEVD
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Constructor Summary
Constructors Constructor Description AbstractBivariateEVD()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Matrixcovariance()Gets the covariance matrix of this distribution.doubleentropy()Gets the entropy of this distribution.Vectormean()Gets the mean of this distribution.Vectormode()Gets the mode of this distribution.doublemoment(Vector t)The moment generating function is the expected value of etX.-
Methods inherited from class dev.nm.stat.distribution.multivariate.AbstractBivariateProbabilityDistribution
cdf, density
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.stat.evt.evd.bivariate.BivariateEVD
conditionalCopula, dependence, spectralDensity
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Methods inherited from interface dev.nm.stat.distribution.multivariate.BivariateProbabilityDistribution
cdf, density
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Methods inherited from interface dev.nm.stat.distribution.multivariate.MultivariateProbabilityDistribution
cdf, density
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Methods inherited from interface dev.nm.stat.random.rng.multivariate.RandomVectorGenerator
nextVector
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Method Detail
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mean
public Vector mean()
Description copied from interface:MultivariateProbabilityDistributionGets the mean of this distribution.- Specified by:
meanin interfaceMultivariateProbabilityDistribution- Returns:
- the mean
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mode
public Vector mode()
Description copied from interface:MultivariateProbabilityDistributionGets the mode of this distribution.- Specified by:
modein interfaceMultivariateProbabilityDistribution- Returns:
- the mean
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covariance
public Matrix covariance()
Description copied from interface:MultivariateProbabilityDistributionGets the covariance matrix of this distribution.- Specified by:
covariancein interfaceMultivariateProbabilityDistribution- Returns:
- the covariance
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entropy
public double entropy()
Description copied from interface:MultivariateProbabilityDistributionGets the entropy of this distribution.- Specified by:
entropyin interfaceMultivariateProbabilityDistribution- Returns:
- the entropy
- See Also:
- Wikipedia: Entropy (information theory)
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moment
public double moment(Vector t)
Description copied from interface:MultivariateProbabilityDistributionThe moment generating function is the expected value of etX. That is,E(etX)
This may not always exist.- Specified by:
momentin interfaceMultivariateProbabilityDistribution- Parameters:
t- t- Returns:
- E(exp(tX))
- See Also:
- Wikipedia: Moment-generating function
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