public class MemorylessTruncatedWrapper extends TruncatedWrapper
exp(x,lambda=2) truncated with x>=3 is: exp(x | x >= 3, lamda=2) = exp(x-3, lamda=2)
sampler
constraint, scale, wrappedDist
cachedMean, cachedVariance
Constructor and Description |
---|
MemorylessTruncatedWrapper(org.apache.commons.math3.distribution.RealDistribution dist) |
MemorylessTruncatedWrapper(org.apache.commons.math3.distribution.RealDistribution dist,
double constraint) |
Modifier and Type | Method and Description |
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double |
cumulativeProbability(double x) |
double |
cumulativeProbability(double x0,
double x1) |
double |
density(double x) |
double |
getNumericalMean()
The expected value:
|
double |
getNumericalVariance() |
double |
inverseCumulativeProbability(double p) |
double |
sample()
Slice sampling
Note that due to floating point arithmetic, too large constraints, i.e.
|
double[] |
sample(int sampleSize) |
reseedRandomGenerator
getSupportLowerBound, getSupportUpperBound, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive
value
public MemorylessTruncatedWrapper(org.apache.commons.math3.distribution.RealDistribution dist)
public MemorylessTruncatedWrapper(org.apache.commons.math3.distribution.RealDistribution dist, double constraint)
public double density(double x)
density
in interface org.apache.commons.math3.distribution.RealDistribution
density
in class RejectionWrapper
public double cumulativeProbability(double x)
cumulativeProbability
in interface org.apache.commons.math3.distribution.RealDistribution
cumulativeProbability
in class AnotherAbstractRealDistribution
public double cumulativeProbability(double x0, double x1) throws org.apache.commons.math3.exception.NumberIsTooLargeException
cumulativeProbability
in interface org.apache.commons.math3.distribution.RealDistribution
cumulativeProbability
in class org.apache.commons.math3.distribution.AbstractRealDistribution
org.apache.commons.math3.exception.NumberIsTooLargeException
public double inverseCumulativeProbability(double p) throws org.apache.commons.math3.exception.OutOfRangeException
inverseCumulativeProbability
in interface org.apache.commons.math3.distribution.RealDistribution
inverseCumulativeProbability
in class org.apache.commons.math3.distribution.AbstractRealDistribution
org.apache.commons.math3.exception.OutOfRangeException
public double getNumericalMean()
AnotherAbstractRealDistribution
getNumericalMean
in interface org.apache.commons.math3.distribution.RealDistribution
getNumericalMean
in class AnotherAbstractRealDistribution
public double getNumericalVariance()
getNumericalVariance
in interface org.apache.commons.math3.distribution.RealDistribution
getNumericalVariance
in class AnotherAbstractRealDistribution
public double sample()
TruncatedWrapper
sample
in interface org.apache.commons.math3.distribution.RealDistribution
sample
in class TruncatedWrapper
public double[] sample(int sampleSize)
sample
in interface org.apache.commons.math3.distribution.RealDistribution
sample
in class TruncatedWrapper