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Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/RealDistribution.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/distribution/RealDistribution.java | 182 |
1 files changed, 182 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/distribution/RealDistribution.java b/src/main/java/org/apache/commons/math3/distribution/RealDistribution.java new file mode 100644 index 0000000..bee70a3 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/RealDistribution.java @@ -0,0 +1,182 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.distribution; + +import org.apache.commons.math3.exception.NumberIsTooLargeException; +import org.apache.commons.math3.exception.OutOfRangeException; + +/** + * Base interface for distributions on the reals. + * + * @since 3.0 + */ +public interface RealDistribution { + /** + * For a random variable {@code X} whose values are distributed according to this distribution, + * this method returns {@code P(X = x)}. In other words, this method represents the probability + * mass function (PMF) for the distribution. + * + * @param x the point at which the PMF is evaluated + * @return the value of the probability mass function at point {@code x} + */ + double probability(double x); + + /** + * Returns the probability density function (PDF) of this distribution evaluated at the + * specified point {@code x}. In general, the PDF is the derivative of the {@link + * #cumulativeProbability(double) CDF}. If the derivative does not exist at {@code x}, then an + * appropriate replacement should be returned, e.g. {@code Double.POSITIVE_INFINITY}, {@code + * Double.NaN}, or the limit inferior or limit superior of the difference quotient. + * + * @param x the point at which the PDF is evaluated + * @return the value of the probability density function at point {@code x} + */ + double density(double x); + + /** + * For a random variable {@code X} whose values are distributed according to this distribution, + * this method returns {@code P(X <= x)}. In other words, this method represents the + * (cumulative) distribution function (CDF) for this distribution. + * + * @param x the point at which the CDF is evaluated + * @return the probability that a random variable with this distribution takes a value less than + * or equal to {@code x} + */ + double cumulativeProbability(double x); + + /** + * For a random variable {@code X} whose values are distributed according to this distribution, + * this method returns {@code P(x0 < X <= x1)}. + * + * @param x0 the exclusive lower bound + * @param x1 the inclusive upper bound + * @return the probability that a random variable with this distribution takes a value between + * {@code x0} and {@code x1}, excluding the lower and including the upper endpoint + * @throws NumberIsTooLargeException if {@code x0 > x1} + * @deprecated As of 3.1. In 4.0, this method will be renamed {@code probability(double x0, + * double x1)}. + */ + @Deprecated + double cumulativeProbability(double x0, double x1) throws NumberIsTooLargeException; + + /** + * Computes the quantile function of this distribution. For a random variable {@code X} + * distributed according to this distribution, the returned value is + * + * <ul> + * <li><code>inf{x in R | P(X<=x) >= p}</code> for {@code 0 < p <= 1}, + * <li><code>inf{x in R | P(X<=x) > 0}</code> for {@code p = 0}. + * </ul> + * + * @param p the cumulative probability + * @return the smallest {@code p}-quantile of this distribution (largest 0-quantile for {@code p + * = 0}) + * @throws OutOfRangeException if {@code p < 0} or {@code p > 1} + */ + double inverseCumulativeProbability(double p) throws OutOfRangeException; + + /** + * Use this method to get the numerical value of the mean of this distribution. + * + * @return the mean or {@code Double.NaN} if it is not defined + */ + double getNumericalMean(); + + /** + * Use this method to get the numerical value of the variance of this distribution. + * + * @return the variance (possibly {@code Double.POSITIVE_INFINITY} as for certain cases in + * {@link TDistribution}) or {@code Double.NaN} if it is not defined + */ + double getNumericalVariance(); + + /** + * Access the lower bound of the support. This method must return the same value as {@code + * inverseCumulativeProbability(0)}. In other words, this method must return + * + * <p><code>inf {x in R | P(X <= x) > 0}</code>. + * + * @return lower bound of the support (might be {@code Double.NEGATIVE_INFINITY}) + */ + double getSupportLowerBound(); + + /** + * Access the upper bound of the support. This method must return the same value as {@code + * inverseCumulativeProbability(1)}. In other words, this method must return + * + * <p><code>inf {x in R | P(X <= x) = 1}</code>. + * + * @return upper bound of the support (might be {@code Double.POSITIVE_INFINITY}) + */ + double getSupportUpperBound(); + + /** + * Whether or not the lower bound of support is in the domain of the density function. Returns + * true iff {@code getSupporLowerBound()} is finite and {@code density(getSupportLowerBound())} + * returns a non-NaN, non-infinite value. + * + * @return true if the lower bound of support is finite and the density function returns a + * non-NaN, non-infinite value there + * @deprecated to be removed in 4.0 + */ + @Deprecated + boolean isSupportLowerBoundInclusive(); + + /** + * Whether or not the upper bound of support is in the domain of the density function. Returns + * true iff {@code getSupportUpperBound()} is finite and {@code density(getSupportUpperBound())} + * returns a non-NaN, non-infinite value. + * + * @return true if the upper bound of support is finite and the density function returns a + * non-NaN, non-infinite value there + * @deprecated to be removed in 4.0 + */ + @Deprecated + boolean isSupportUpperBoundInclusive(); + + /** + * Use this method to get information about whether the support is connected, i.e. whether all + * values between the lower and upper bound of the support are included in the support. + * + * @return whether the support is connected or not + */ + boolean isSupportConnected(); + + /** + * Reseed the random generator used to generate samples. + * + * @param seed the new seed + */ + void reseedRandomGenerator(long seed); + + /** + * Generate a random value sampled from this distribution. + * + * @return a random value. + */ + double sample(); + + /** + * Generate a random sample from the distribution. + * + * @param sampleSize the number of random values to generate + * @return an array representing the random sample + * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException if {@code sampleSize} + * is not positive + */ + double[] sample(int sampleSize); +} |