Class ProbabilityMassQuantile<X>
- java.lang.Object
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- dev.nm.stat.distribution.discrete.ProbabilityMassQuantile<X>
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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: \[ Q(p)\,=\,\inf\left\{ x\in R : p \le F(x) \right\} \]
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Constructor Summary
Constructors Constructor Description ProbabilityMassQuantile(Iterable<ProbabilityMassFunction.Mass<X>> outcomes)
Constructs the quantile function for a probability mass function.ProbabilityMassQuantile(Iterable<ProbabilityMassFunction.Mass<X>> outcomes, double normalization)
Constructs the quantile function for a probability mass function.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description X
quantile(double cm)
Gets the quantile at a cumulative probability mass.
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Constructor Detail
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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 probabilitiesnormalization
- a normalizing constant if the probabilities do not sum to 1; setting it to 1 speed up the initialization
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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 thenormalizatoin
constant instead.- Parameters:
outcomes
- an ordered list of outcomes and their probabilities
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Method Detail
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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
ifcm
is smaller than the first sample
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