Package edu.cmu.tetrad.sem

Class EmpiricalCdf

java.lang.Object
edu.cmu.tetrad.sem.EmpiricalCdf
All Implemented Interfaces:
org.apache.commons.math3.distribution.RealDistribution
public class EmpiricalCdf extends Object implements org.apache.commons.math3.distribution.RealDistribution
Only the cumulativeProbability, density, setShift methods are implemented.
Version:
$Id: $Id
Author:
josephramsey

  • Constructor Summary

    Constructors
    Constructor
    Description
    EmpiricalCdf(List<Double> data)
    Constructor for EmpiricalCdf.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cumulativeProbability(double x)
    Calculates the cumulative probability of a given point.
    double
    cumulativeProbability(double v, double v1)
    Deprecated.
    This method is deprecated and will be removed in a future release.
    double
    density(double v)
    Calculates the probability density function (PDF) of a given point.
    double
    getNumericalMean()
    Returns the numerical mean of the empirical cumulative distribution function (CDF).
    double
    getNumericalVariance()
    Returns the numerical variance of the empirical cumulative distribution function (CDF).
    double
    getSupportLowerBound()
    Returns the lower bound of the support for the distribution.
    double
    getSupportUpperBound()
    Returns the upper bound of the support for the distribution.
    double
    inverseCumulativeProbability(double v)
    Calculates the inverse cumulative probability of a given point.
    boolean
    isSupportConnected()
    Returns a boolean indicating whether the support of the distribution is connected or not.
    boolean
    isSupportLowerBoundInclusive()
    Deprecated.
    This method is deprecated and will be removed in a future release.
    boolean
    isSupportUpperBoundInclusive()
    Deprecated.
    This method is deprecated and will be removed in a future release.
    double
    probability(double v)
    Calculates the probability mass function (PMF) of a given point.
    void
    reseedRandomGenerator(long l)
    Reseeds the random number generator used by the empirical cumulative distribution function (CDF).
    double
    sample()
    Returns a sample from the empirical cumulative distribution function (CDF).
    double[]
    sample(int i)
    Returns a sample from the empirical cumulative distribution function (CDF).

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • EmpiricalCdf

      public EmpiricalCdf(List<Double> data)

      Constructor for EmpiricalCdf.

      Parameters:
      data - a List object

  • Method Details

    • cumulativeProbability

      public double cumulativeProbability(double x)
      Calculates the cumulative probability of a given point.
      Specified by:
      cumulativeProbability in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      x - the point at which the cumulative probability is evaluated
      Returns:
      the cumulative probability at the given point

    • probability

      public double probability(double v)
      Calculates the probability mass function (PMF) of a given point.
      Specified by:
      probability in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      v - the point at which the PMF is evaluated
      Returns:
      the probability mass function at the given point

    • density

      public double density(double v)
      Calculates the probability density function (PDF) of a given point.
      Specified by:
      density in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      v - the point at which the PDF is evaluated
      Returns:
      the probability density function at the given point

    • cumulativeProbability

      @Deprecated public double cumulativeProbability(double v, double v1) throws org.apache.commons.math3.exception.NumberIsTooLargeException
      Deprecated.
      This method is deprecated and will be removed in a future release.
      Calculates the cumulative probability of a given point within the range [v, v1].
      Specified by:
      cumulativeProbability in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      v - the exclusive lower bound
      v1 - the inclusive upper bound
      Returns:
      the cumulative probability of the given point within the range
      Throws:
      org.apache.commons.math3.exception.NumberIsTooLargeException - if v is greater than v1

    • inverseCumulativeProbability

      public double inverseCumulativeProbability(double v) throws org.apache.commons.math3.exception.OutOfRangeException
      Calculates the inverse cumulative probability of a given point.
      Specified by:
      inverseCumulativeProbability in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      v - the cumulative probability
      Returns:
      the point at which the inverse cumulative probability is evaluated
      Throws:
      org.apache.commons.math3.exception.OutOfRangeException - if the cumulative probability is out of range

    • getNumericalMean

      public double getNumericalMean()
      Returns the numerical mean of the empirical cumulative distribution function (CDF). The numerical mean is calculated as the average of the data points.
      Specified by:
      getNumericalMean in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      the numerical mean of the CDF

    • getNumericalVariance

      public double getNumericalVariance()
      Returns the numerical variance of the empirical cumulative distribution function (CDF). The numerical variance is calculated as the average of the squared differences between each data point and the numerical mean.
      Specified by:
      getNumericalVariance in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      the numerical variance of the CDF

    • getSupportLowerBound

      public double getSupportLowerBound()
      Returns the lower bound of the support for the distribution. The support is the range of values for which the distribution is defined.
      Specified by:
      getSupportLowerBound in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      the lower bound of the support

    • getSupportUpperBound

      public double getSupportUpperBound()
      Returns the upper bound of the support for the distribution. The support is the range of values for which the distribution is defined.
      Specified by:
      getSupportUpperBound in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      the upper bound of the support

    • isSupportLowerBoundInclusive

      @Deprecated public boolean isSupportLowerBoundInclusive()
      Deprecated.
      This method is deprecated and will be removed in a future release.
      Returns a boolean indicating whether the lower bound of the support is inclusive or not.
      Specified by:
      isSupportLowerBoundInclusive in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      true if the lower bound is inclusive, false otherwise

    • isSupportUpperBoundInclusive

      @Deprecated public boolean isSupportUpperBoundInclusive()
      Deprecated.
      This method is deprecated and will be removed in a future release.
      Returns a boolean indicating whether the upper bound of the support is inclusive or not.
      Specified by:
      isSupportUpperBoundInclusive in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      true if the upper bound is inclusive, false otherwise

    • isSupportConnected

      public boolean isSupportConnected()
      Returns a boolean indicating whether the support of the distribution is connected or not.
      Specified by:
      isSupportConnected in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      true if the support is connected, false otherwise

    • reseedRandomGenerator

      public void reseedRandomGenerator(long l)
      Reseeds the random number generator used by the empirical cumulative distribution function (CDF).
      Specified by:
      reseedRandomGenerator in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      l - the new seed value for the random number generator

    • sample

      public double sample()
      Returns a sample from the empirical cumulative distribution function (CDF).
      Specified by:
      sample in interface org.apache.commons.math3.distribution.RealDistribution
      Returns:
      a sample from the CDF

    • sample

      public double[] sample(int i)
      Returns a sample from the empirical cumulative distribution function (CDF).
      Specified by:
      sample in interface org.apache.commons.math3.distribution.RealDistribution
      Parameters:
      i - the number of random values to generate
      Returns:
      an array of random values sampled from the CDF