Package | Description |
---|---|
org.hipparchus.distribution.continuous |
Implementations of common continuous distributions.
|
org.hipparchus.random |
Random number and random data generators.
|
org.hipparchus.samples |
Various examples.
|
org.hipparchus.stat.fitting |
Statistical methods for fitting distributions.
|
org.hipparchus.stat.inference |
Classes providing hypothesis testing.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractRealDistribution
Base class for probability distributions on the reals.
|
class |
BetaDistribution
Implements the Beta distribution.
|
class |
CauchyDistribution
Implementation of the Cauchy distribution.
|
class |
ChiSquaredDistribution
Implementation of the chi-squared distribution.
|
class |
ConstantRealDistribution
Implementation of the constant real distribution.
|
class |
EnumeratedRealDistribution
Implementation of a real-valued
EnumeratedDistribution . |
class |
ExponentialDistribution
Implementation of the exponential distribution.
|
class |
FDistribution
Implementation of the F-distribution.
|
class |
GammaDistribution
Implementation of the Gamma distribution.
|
class |
GumbelDistribution
This class implements the Gumbel distribution.
|
class |
LaplaceDistribution
This class implements the Laplace distribution.
|
class |
LevyDistribution
This class implements the
Lévy distribution.
|
class |
LogisticDistribution
This class implements the Logistic distribution.
|
class |
LogNormalDistribution
Implementation of the log-normal (gaussian) distribution.
|
class |
NakagamiDistribution
This class implements the Nakagami distribution.
|
class |
NormalDistribution
Implementation of the normal (gaussian) distribution.
|
class |
ParetoDistribution
Implementation of the Pareto distribution.
|
class |
TDistribution
Implementation of Student's t-distribution.
|
class |
TriangularDistribution
Implementation of the triangular real distribution.
|
class |
UniformRealDistribution
Implementation of the uniform real distribution.
|
class |
WeibullDistribution
Implementation of the Weibull distribution.
|
Modifier and Type | Method and Description |
---|---|
double |
RandomDataGenerator.nextDeviate(RealDistribution dist)
Returns a random deviate from the given distribution.
|
double[] |
RandomDataGenerator.nextDeviates(RealDistribution dist,
int size)
Returns an array of random deviates from the given distribution.
|
Modifier and Type | Method and Description |
---|---|
static void |
RealDistributionComparison.addCDFSeries(com.xeiam.xchart.Chart chart,
RealDistribution distribution,
String desc,
int lowerBound,
int upperBound) |
static void |
RealDistributionComparison.addPDFSeries(com.xeiam.xchart.Chart chart,
RealDistribution distribution,
String desc,
int lowerBound,
int upperBound) |
static JComponent |
RealDistributionComparison.createComponent(String distributionName,
int minX,
int maxX,
String[] seriesText,
RealDistribution... series) |
Modifier and Type | Class and Description |
---|---|
class |
EmpiricalDistribution
Represents an
empirical probability distribution -- a probability distribution derived
from observed data without making any assumptions about the functional form
of the population distribution that the data come from.
|
Modifier and Type | Method and Description |
---|---|
protected RealDistribution |
EmpiricalDistribution.getKernel(StreamingStatistics bStats)
The within-bin smoothing kernel.
|
Modifier and Type | Method and Description |
---|---|
double |
KolmogorovSmirnovTest.kolmogorovSmirnovStatistic(RealDistribution distribution,
double[] data)
Computes the one-sample Kolmogorov-Smirnov test statistic, \(D_n=\sup_x |F_n(x)-F(x)|\) where
\(F\) is the distribution (cdf) function associated with
distribution , \(n\) is the
length of data and \(F_n\) is the empirical distribution that puts mass \(1/n\) at
each of the values in data . |
static double |
InferenceTestUtils.kolmogorovSmirnovStatistic(RealDistribution dist,
double[] data) |
double |
KolmogorovSmirnovTest.kolmogorovSmirnovTest(RealDistribution distribution,
double[] data)
Computes the p-value, or observed significance level, of a one-sample Kolmogorov-Smirnov test
evaluating the null hypothesis that
data conforms to distribution . |
static double |
InferenceTestUtils.kolmogorovSmirnovTest(RealDistribution dist,
double[] data) |
double |
KolmogorovSmirnovTest.kolmogorovSmirnovTest(RealDistribution distribution,
double[] data,
boolean exact)
Computes the p-value, or observed significance level, of a one-sample Kolmogorov-Smirnov test
evaluating the null hypothesis that
data conforms to distribution . |
static double |
InferenceTestUtils.kolmogorovSmirnovTest(RealDistribution dist,
double[] data,
boolean strict) |
boolean |
KolmogorovSmirnovTest.kolmogorovSmirnovTest(RealDistribution distribution,
double[] data,
double alpha)
Performs a Kolmogorov-Smirnov
test evaluating the null hypothesis that
data conforms to distribution . |
static boolean |
InferenceTestUtils.kolmogorovSmirnovTest(RealDistribution dist,
double[] data,
double alpha) |
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