object CDF extends Error
The CDF
object contains methods for computing 'F(x)', the Cumulative
Distribution Functions 'CDF's for popular distributions:
Uniform
Exponential
Weibel
Empirical
StandardNormal
StudentT
ChiSquare
Fisher
For a given CDF 'F' with argument 'x', compute 'p = F(x)'.
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def
_normalCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
- x
the x coordinate, argument to F(x)
- pr
parameters for the mean and standard deviation
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def
_normalCDF(x: Double): Double
Compute the Cumulative Distribution Function (CDF) 'F(x)' for the Standard Normal distribution using the Hart function.
Compute the Cumulative Distribution Function (CDF) 'F(x)' for the Standard Normal distribution using the Hart function. Recoded in Scala from C code
- x
the x coordinate, argument to F(x)
- See also
www.codeplanet.eu/files/download/accuratecumnorm.pdf
stackoverflow.com/questions/2328258/cumulative-normal-distribution-function-in-c-c which was recoded from VB code.
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def
asInstanceOf[T0]: T0
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def
buildEmpiricalCDF(x: VectorD): (VectorD, VectorD)
Build an empirical CDF from input data vector 'x'.
Build an empirical CDF from input data vector 'x'. Ex: x = (2, 1, 2, 3, 2) -> cdf = ((1, .2), (2, .8), (3, 1.))
- x
the input data vector
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def
chiSquareCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution.
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution.
- x
the x coordinate, argument to F(x)
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def
chiSquareCDF(x: Double, df: Int): Double
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution by numerically integrating the ChiSquare probability density function (pdf).
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution by numerically integrating the ChiSquare probability density function (pdf). See Variate.scala.
- x
the x coordinate, argument to F(x)
- df
the degrees of freedom
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clone(): AnyRef
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def
empiricalCDF(x: Double, eCDF: (VectorD, VectorD)): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Empirical distribution 'eCDF'.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Empirical distribution 'eCDF'.
- x
the x coordinate, argument to F(x)
- eCDF
the Empirical CDF
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eq(arg0: AnyRef): Boolean
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equals(arg0: Any): Boolean
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def
exponentialCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Exponential
distribution.Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Exponential
distribution.- x
the x coordinate, argument to F(x)
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def
exponentialCDF(x: Double, λ: Double): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Exponential
distribution.Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Exponential
distribution.- x
the x coordinate, argument to F(x)
- λ
the rate parameter
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def
finalize(): Unit
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def
fisherCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
- x
the x coordinate, argument to F(x)
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def
fisherCDF(x: Double, df: (Int, Int)): Double
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
- x
the x coordinate, argument to F(x)
- df
the pair of degrees of freedom ('df1', 'df2')
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def
fisherCDF(x: Double, df1: Int, df2: Int): Double
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
- x
the x coordinate, argument to F(x)
- df1
the degrees of freedom 1 (numerator)
- df2
the degrees of freedom 2 (denominator)
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final
def
flaw(method: String, message: String): Unit
Show the flaw by printing the error message.
Show the flaw by printing the error message.
- method
the method where the error occurred
- message
the error message
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def
getClass(): Class[_]
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hashCode(): Int
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isInstanceOf[T0]: Boolean
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final
def
ne(arg0: AnyRef): Boolean
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def
noncentralTCDF(x: Double, mu: Double, df: Double): Double
Compute the Cumulative Distribution Function (CDF) for "Noncentral t" distribution.
Compute the Cumulative Distribution Function (CDF) for "Noncentral t" distribution.
- x
the x coordinate, argument to F(x)
- mu
the noncentrality parameter (or mean)
- df
the degrees of freedom (must be > 0.0)
- See also
https://en.wikipedia.org/wiki/Noncentral_t-distribution
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def
normalCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
- x
the x coordinate, argument to F(x)
- pr
parameters for the mean and standard deviation
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def
normalCDF(x: Double): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Standard Normal distribution using the Hart function.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Standard Normal distribution using the Hart function. Recoded in Scala from Java code. Apache license given above.
- x
the x coordinate, argument to F(x)
- See also
mail-archives.apache.org/mod_mbox/commons-dev/200401.mbox/%3C20040126030431.92035.qmail@minotaur.apache.org%3E
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def
notify(): Unit
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def
notifyAll(): Unit
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def
studentTCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
- x
the x coordinate, argument to F(x)
- pr
parameter for the degrees of freedom
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def
studentTCDF(x: Double, df: Double): Double
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
- x
the x coordinate, argument to F(x)
- df
the degrees of freedom (must be > 0.0)
- See also
[JKB 1995] Johnson, Kotz & Balakrishnan "Continuous Univariate Distributions" (Volume 2) (2nd Edition) (Chapter 28) (1995)
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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def
toString(): String
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def
uniformCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
- x
the x coordinate, argument to F(x)
- pr
parameters giving the end-points of the uniform distribution
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def
uniformCDF(x: Double, a: Double, b: Double): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
- x
the x coordinate, argument to F(x)
- a
the lower end-point of the uniform distribution
- b
the upper end-point of the uniform distribution
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def
wait(): Unit
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wait(arg0: Long): Unit
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def
weibullCDF(x: Double, pr: Parameters = null): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Weibull
distribution.Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Weibull
distribution.- x
the x coordinate, argument to F(x)
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def
weibullCDF(x: Double, α: Double, β: Double): Double
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Weibull
distribution.Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the
Weibull
distribution.- x
the x coordinate, argument to F(x)
- α
the shape parameter
- β
the scale parameter