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 Matrix
covariance()
Gets the covariance matrix of this distribution.double
entropy()
Gets the entropy of this distribution.Vector
mean()
Gets the mean of this distribution.Vector
mode()
Gets the mode of this distribution.double
moment(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:MultivariateProbabilityDistribution
Gets the mean of this distribution.- Specified by:
mean
in interfaceMultivariateProbabilityDistribution
- Returns:
- the mean
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mode
public Vector mode()
Description copied from interface:MultivariateProbabilityDistribution
Gets the mode of this distribution.- Specified by:
mode
in interfaceMultivariateProbabilityDistribution
- Returns:
- the mean
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covariance
public Matrix covariance()
Description copied from interface:MultivariateProbabilityDistribution
Gets the covariance matrix of this distribution.- Specified by:
covariance
in interfaceMultivariateProbabilityDistribution
- Returns:
- the covariance
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entropy
public double entropy()
Description copied from interface:MultivariateProbabilityDistribution
Gets the entropy of this distribution.- Specified by:
entropy
in interfaceMultivariateProbabilityDistribution
- Returns:
- the entropy
- See Also:
- Wikipedia: Entropy (information theory)
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moment
public double moment(Vector t)
Description copied from interface:MultivariateProbabilityDistribution
The moment generating function is the expected value of etX. That is,E(etX)
This may not always exist.- Specified by:
moment
in interfaceMultivariateProbabilityDistribution
- Parameters:
t
- t- Returns:
- E(exp(tX))
- See Also:
- Wikipedia: Moment-generating function
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