Class DiscreteDistribution

java.lang.Object
smile.stat.distribution.DiscreteDistribution
All Implemented Interfaces:
Serializable, Distribution
Direct Known Subclasses:
BernoulliDistribution, BinomialDistribution, DiscreteMixture, EmpiricalDistribution, GeometricDistribution, HyperGeometricDistribution, NegativeBinomialDistribution, PoissonDistribution, ShiftedGeometricDistribution
public abstract class DiscreteDistribution extends Object implements Distribution
Univariate discrete distributions. Basically, this class adds common distribution methods that accept integer argument beside float argument. A quantile function is provided based on bisection searching. Likelihood and log likelihood functions are also implemented here.
See Also:

  • Constructor Details

    • DiscreteDistribution

      public DiscreteDistribution()
      Constructor.

  • Method Details

    • randi

      public int randi()
      Generates an integer random number following this discrete distribution.
      Returns:
      an integer random number.

    • randi

      public int[] randi(int n)
      Generates a set of integer random numbers following this discrete distribution.
      Parameters:
      n - the number of random numbers to generate.
      Returns:
      an array of integer random numbers.

    • p

      public abstract double p(int x)
      The probability mass function.
      Parameters:
      x - a real value.
      Returns:
      the probability.

    • p

      public double p(double x)
      Description copied from interface: Distribution
      The probability density function for continuous distribution or probability mass function for discrete distribution at x.
      Specified by:
      p in interface Distribution
      Parameters:
      x - a real number.
      Returns:
      the density.

    • logp

      public abstract double logp(int x)
      The probability mass function in log scale.
      Parameters:
      x - a real value.
      Returns:
      the log probability.

    • logp

      public double logp(double x)
      Description copied from interface: Distribution
      The density at x in log scale, which may prevents the underflow problem.
      Specified by:
      logp in interface Distribution
      Parameters:
      x - a real number.
      Returns:
      the log density.

    • likelihood

      public double likelihood(int[] x)
      The likelihood given a sample set following the distribution.
      Parameters:
      x - a set of samples.
      Returns:
      the likelihood.

    • logLikelihood

      public double logLikelihood(int[] x)
      The likelihood given a sample set following the distribution.
      Parameters:
      x - a set of samples.
      Returns:
      the log likelihood.

    • quantile

      protected double quantile(double p, int xmin, int xmax)
      Inversion of cdf by bisection numeric root finding of cdf(x) = p for discrete distribution.
      Parameters:
      p - the probability.
      xmin - the lower bound of search range.
      xmax - the upper bound of search range.
      Returns:
      an integer n such that P(<n) <= p <= P(<n+1).