public class BetaDistribution extends AbstractDistribution implements ExponentialFamily
Modifier and Type | Field and Description |
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double |
alpha
The shape parameter.
|
double |
beta
The shape parameter.
|
Constructor and Description |
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BetaDistribution(double alpha,
double beta)
Constructor.
|
Modifier and Type | Method and Description |
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double |
cdf(double x)
Cumulative distribution function.
|
double |
entropy()
Shannon entropy of the distribution.
|
static BetaDistribution |
fit(double[] data)
Estimates the distribution parameters by the moment method.
|
double |
getAlpha()
Returns the shape parameter alpha.
|
double |
getBeta()
Returns the shape parameter beta.
|
int |
length()
The number of parameters of the distribution.
|
double |
logp(double x)
The density at x in log scale, which may prevents the underflow problem.
|
Mixture.Component |
M(double[] x,
double[] posteriori)
The M step in the EM algorithm, which depends the specific distribution.
|
double |
mean()
The mean of distribution.
|
double |
p(double x)
The probability density function for continuous distribution
or probability mass function for discrete distribution at x.
|
double |
quantile(double p)
The quantile, the probability to the left of quantile is p.
|
double |
rand()
Generates a random number following this distribution.
|
java.lang.String |
toString() |
double |
variance()
The variance of distribution.
|
inverseTransformSampling, quantile, quantile, rejection
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
likelihood, logLikelihood, rand, sd
public final double alpha
public final double beta
public BetaDistribution(double alpha, double beta)
alpha
- shape parameter.beta
- shape parameter.public static BetaDistribution fit(double[] data)
public double getAlpha()
public double getBeta()
public int length()
Distribution
length
in interface Distribution
public double mean()
Distribution
mean
in interface Distribution
public double variance()
Distribution
variance
in interface Distribution
public double entropy()
Distribution
entropy
in interface Distribution
public java.lang.String toString()
toString
in class java.lang.Object
public double p(double x)
Distribution
p
in interface Distribution
public double logp(double x)
Distribution
logp
in interface Distribution
public double cdf(double x)
Distribution
cdf
in interface Distribution
public double quantile(double p)
Distribution
quantile
in interface Distribution
public Mixture.Component M(double[] x, double[] posteriori)
ExponentialFamily
M
in interface ExponentialFamily
x
- the input data for estimationposteriori
- the posteriori probability.public double rand()
Distribution
rand
in interface Distribution