Package jline.lang.processes

Class Pareto

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Constructor Summary

      Constructors 
      Constructor Description
      Pareto(double shape, double scale)

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      static Pareto fitMeanAndSCV(double mean, double scv)
      static double gpcdf(double x, double k, double sigma, double theta)
      double evalCDF(double t) Evaluates the cumulative distribution function (CDF) at the given point.
      double evalLST(double s) Evaluate the Laplace-Stieltjes Transform at s
      double getMean() Gets the mean (expected value) of this distribution.
      double getRate() Gets the rate of this distribution (inverse of mean).
      double getSCV() Gets the squared coefficient of variation (SCV) of this distribution.
      double getSkewness() Gets the skewness of this distribution.
      double getVar() Gets the variance of this distribution.
      Array<double> sample(int n, Random random) Generates random samples from this distribution using the specified random generator.
      Array<double> sample(int n) Gets n samples from the distribution
      MatrixCell getProcess()
      double mean() Kotlin-style property alias for getMean()
      double rate() Kotlin-style property alias for getRate()
      double scv() Kotlin-style property alias for getSCV()
      double skewness() Kotlin-style property alias for getSkewness()
      double var() Kotlin-style property alias for getVar()
      MatrixCell process() Kotlin-style property alias for getProcess()

      • Methods inherited from class jline.lang.processes.Distribution

        evalProbInterval, getName, getNumParams, getParam, getSupport, isContinuous, isDisabled, isDiscrete, isImmediate, isMarkovian, name, numParams, param, setNumParams, setParam, support

      • Methods inherited from class jline.lang.Copyable

        copy

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

      • Pareto

        Pareto(double shape, double scale)

    • Method Detail

      • gpcdf

         static double gpcdf(double x, double k, double sigma, double theta)

      • evalCDF

         double evalCDF(double t)

        Evaluates the cumulative distribution function (CDF) at the given point.

        Parameters:
        t - the point at which to evaluate the CDF
        Returns:

        the CDF value at point t

      • evalLST

         double evalLST(double s)

        Evaluate the Laplace-Stieltjes Transform at s

        Parameters:
        s - the Laplace domain variable
        Returns:

        the LST value at s

      • getMean

         double getMean()

        Gets the mean (expected value) of this distribution.

        Returns:

        the mean value

      • getRate

         double getRate()

        Gets the rate of this distribution (inverse of mean).

        Returns:

        the rate value (1/mean)

      • getSCV

         double getSCV()

        Gets the squared coefficient of variation (SCV) of this distribution. SCV = Var(X) / E[X]^2.

        Returns:

        the squared coefficient of variation

      • getSkewness

         double getSkewness()

        Gets the skewness of this distribution. Skewness measures the asymmetry of the probability distribution.

        Returns:

        the skewness value

      • getVar

         double getVar()

        Gets the variance of this distribution. Computed as SCV * mean^2.

        Returns:

        the variance

      • sample

         Array<double> sample(int n, Random random)

        Generates random samples from this distribution using the specified random generator.

        Parameters:
        n - the number of samples to generate
        random - the random number generator to use
        Returns:

        array of random samples

      • sample

         Array<double> sample(int n)

        Gets n samples from the distribution

        Parameters:
        n - - the number of samples
        Returns:

        - n samples from the distribution

      • mean

         double mean()

        Kotlin-style property alias for getMean()

      • rate

         double rate()

        Kotlin-style property alias for getRate()

      • scv

         double scv()

        Kotlin-style property alias for getSCV()

      • skewness

         double skewness()

        Kotlin-style property alias for getSkewness()

      • var

         double var()

        Kotlin-style property alias for getVar()