Package jline.api.fj

Class FJ_quantileKt

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      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

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      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static Double fj_quantile(Integer K, Double q) Quantile approximation for maximum of K random variables.
      final static Double fj_quantile(Integer K, Double q, Function1<Double, Double> Finv) Quantile of maximum of K random variables using inverse CDF.
      final static DoubleArray fj_quantile(Integer K, DoubleArray q) Quantile approximation for maximum of K random variables (array version).

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Constructor Detail

    • Method Detail

      • fj_quantile

         final static Double fj_quantile(Integer K, Double q)

        Quantile approximation for maximum of K random variables.

        Standard Gumbel approximation: x(K,q) ~ ln(K) - ln(ln(1/q))

        Note: This approximation is inaccurate for small values of K.

        Parameters:
        K - Number of random variables (positive integer)
        q - Quantile probability (0 < q < 1)
        Returns:

        q-th quantile of the maximum of K random variables

      • fj_quantile

         final static Double fj_quantile(Integer K, Double q, Function1<Double, Double> Finv)

        Quantile of maximum of K random variables using inverse CDF.

        For general distributions: The CDF of the maximum is F_max(x) = F(x)^K So the q-th quantile satisfies: F(x) = q^{1/K} Therefore: x = F^{-1}(q^{1/K})

        Parameters:
        K - Number of random variables (positive integer)
        q - Quantile probability (0 < q < 1)
        Finv - Inverse CDF (quantile function) of the base distribution
        Returns:

        q-th quantile of the maximum

      • fj_quantile

         final static DoubleArray fj_quantile(Integer K, DoubleArray q)

        Quantile approximation for maximum of K random variables (array version).

        Parameters:
        K - Number of random variables (positive integer)
        q - Array of quantile probabilities (each 0 < q_i < 1)
        Returns:

        Array of q-th quantiles