public class NormalPD extends ProbabilityDistribution implements PDFHessianInterface, Serializable, Cloneable
Constructor and Description |
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NormalPD()
Constructor for the normal probability distribution
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Modifier and Type | Method and Description |
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double[] |
getMLEs(double[] x)
Returns the mean and standard deviation of the sample data.
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double[] |
getParameterLowerBounds()
Returns the lower bounds for the mean and
standard deviation .
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double[] |
getParameterUpperBounds()
Returns the upper bounds for the mean and
standard deviation .
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double[] |
getPDFGradient(double x,
double[] params)
Returns the analytic gradient of the normal pdf.
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double[][] |
getPDFHessian(double x,
double[] params)
Returns the analytic hessian matrix of the normal pdf evaluated at a
point,
x . |
double |
pdf(double x,
double[] params)
Returns the value of the normal probability density function.
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getNumberOfParameters, getPDFGradientApproximation, getPDFHessianApproximation, getRangeOfX, setRangeOfX
public double[] getMLEs(double[] x)
These are the maximum likelihood estimates for the mean and standard deviation of the Normal distribution, given the data.
x
- a double
array containing the datadouble
array containing the mean and standard
deviationpublic double[] getParameterLowerBounds()
getParameterLowerBounds
in class ProbabilityDistribution
double
array containing the lower boundspublic double[] getParameterUpperBounds()
getParameterUpperBounds
in class ProbabilityDistribution
double
array containing the upper boundspublic double[] getPDFGradient(double x, double[] params)
getPDFGradient
in interface PDFGradientInterface
x
- a double
valueparams
- a double
array containing values of the
parameters, params[0]
="" and
params[1]
="". The argument can
also be a comma-delimited list "",
"" or params[0]
,
params[1]
.
Note: The argument params
is a variable length argument list
(varargs).
double
array containing the partial derivatives of
the pdf with respect to the parameters evaluated at x
and
the given parameter valuespublic double[][] getPDFHessian(double x, double[] params)
x
.getPDFHessian
in interface PDFHessianInterface
x
- a double
valueparams
- a double
array containing values of the
parameters, params[0]
="" and
params[1]
="". The argument can
also be a comma-delimited list "",
"" or params[0]
,
params[1]
.
Note: The argument params
is a variable length argument list
(varargs).
double
matrix containing the second partial
derivatives of the pdf with respect to the parameters evaluated at
x
and the given parameter valuespublic double pdf(double x, double[] params)
The probability density function for a normal distribution is given by
where and are the mean and standard deviation of the random variable.pdf
in class ProbabilityDistribution
x
- a double
valueparams
- a double
array containing values of the
parameters, params[0]
="" and
params[1]
="". The argument can
also be a comma-delimited list "",
"" or params[0]
,
params[1]
.
Note: The argument params
is a variable length argument list
(varargs).
double
value equal to the probability density at
x
given the parameter valuesCopyright © 1970-2016 Rogue Wave Software
Built May 19 2016.