Interface Distribution
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- All Known Implementing Classes:
BaseDistribution
,BinomialDistribution
,ConstantDistribution
,LogNormalDistribution
,NormalDistribution
,OrthogonalDistribution
,TruncatedNormalDistribution
,UniformDistribution
public interface Distribution
A probability distribution- Author:
- Adam Gibson
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Method Summary
All Methods Instance Methods Abstract Methods Deprecated Methods Modifier and Type Method Description double
cumulativeProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X <= x)
.double
cumulativeProbability(double x0, double x1)
Deprecated.As of 3.1.double
density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx
.double
getNumericalMean()
Use this method to get the numerical value of the mean of this distribution.double
getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution.double
getSupportLowerBound()
Access the lower bound of the support.double
getSupportUpperBound()
Access the upper bound of the support.double
inverseCumulativeProbability(double p)
Computes the quantile function of this distribution.boolean
isSupportConnected()
Use this method to get information about whether the support is connected, i.e.boolean
isSupportLowerBoundInclusive()
Deprecated.to be removed in 4.0boolean
isSupportUpperBoundInclusive()
Deprecated.to be removed in 4.0double
probability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X = x)
.void
reseedRandomGenerator(long seed)
Reseed the random generator used to generate samples.double
sample()
Generate a random value sampled from this distribution.INDArray
sample(int[] shape)
Sample the given shapedouble[]
sample(long sampleSize)
Generate a random sample from the distribution.INDArray
sample(long[] shape)
INDArray
sample(INDArray target)
Fill the target array by sampling from the distribution
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Method Detail
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probability
double probability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X = x)
. In other words, this method represents the probability mass function (PMF) for the distribution.- Parameters:
x
- the point at which the PMF is evaluated- Returns:
- the value of the probability mass function at point
x
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density
double density(double x)
Returns the probability density function (PDF) of this distribution evaluated at the specified pointx
. In general, the PDF is the derivative of theCDF
. If the derivative does not exist atx
, then an appropriate replacement should be returned, e.g.Double.POSITIVE_INFINITY
,Double.NaN
, or the limit inferior or limit superior of the difference quotient.- Parameters:
x
- the point at which the PDF is evaluated- Returns:
- the value of the probability density function at point
x
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cumulativeProbability
double cumulativeProbability(double x)
For a random variableX
whose values are distributed according to this distribution, this method returnsP(X <= x)
. In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.- Parameters:
x
- the point at which the CDF is evaluated- Returns:
- the probability that a random variable with this
distribution takes a value less than or equal to
x
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cumulativeProbability
@Deprecated double cumulativeProbability(double x0, double x1) throws org.apache.commons.math3.exception.NumberIsTooLargeException
Deprecated.As of 3.1. In 4.0, this method will be renamedprobability(double x0, double x1)
.For a random variableX
whose values are distributed according to this distribution, this method returnsP(x0 < X <= x1)
.- Parameters:
x0
- the exclusive lower boundx1
- the inclusive upper bound- Returns:
- the probability that a random variable with this distribution
takes a value between
x0
andx1
, excluding the lower and including the upper endpoint - Throws:
org.apache.commons.math3.exception.NumberIsTooLargeException
- ifx0 > x1
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inverseCumulativeProbability
double inverseCumulativeProbability(double p) throws org.apache.commons.math3.exception.OutOfRangeException
Computes the quantile function of this distribution. For a random variableX
distributed according to this distribution, the returned value isinf{x in R | P(X<=x) >= p}
for0 < p <= 1
,inf{x in R | P(X<=x) > 0}
forp = 0
.
- Parameters:
p
- the cumulative probability- Returns:
- the smallest
p
-quantile of this distribution (largest 0-quantile forp = 0
) - Throws:
org.apache.commons.math3.exception.OutOfRangeException
- ifp < 0
orp > 1
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getNumericalMean
double getNumericalMean()
Use this method to get the numerical value of the mean of this distribution.- Returns:
- the mean or
Double.NaN
if it is not defined
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getNumericalVariance
double getNumericalVariance()
Use this method to get the numerical value of the variance of this distribution.- Returns:
- the variance (possibly
Double.POSITIVE_INFINITY
as for certain cases inTDistribution
) orDouble.NaN
if it is not defined
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getSupportLowerBound
double getSupportLowerBound()
Access the lower bound of the support. This method must return the same value asinverseCumulativeProbability(0)
. In other words, this method must returninf {x in R | P(X <= x) > 0}
.- Returns:
- lower bound of the support (might be
Double.NEGATIVE_INFINITY
)
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getSupportUpperBound
double getSupportUpperBound()
Access the upper bound of the support. This method must return the same value asinverseCumulativeProbability(1)
. In other words, this method must returninf {x in R | P(X <= x) = 1}
.- Returns:
- upper bound of the support (might be
Double.POSITIVE_INFINITY
)
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isSupportLowerBoundInclusive
boolean isSupportLowerBoundInclusive()
Deprecated.to be removed in 4.0Whether or not the lower bound of support is in the domain of the density function. Returns true iffgetSupporLowerBound()
is finite anddensity(getSupportLowerBound())
returns a non-NaN, non-infinite value.- Returns:
- true if the lower bound of support is finite and the density function returns a non-NaN, non-infinite value there
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isSupportUpperBoundInclusive
boolean isSupportUpperBoundInclusive()
Deprecated.to be removed in 4.0Whether or not the upper bound of support is in the domain of the density function. Returns true iffgetSupportUpperBound()
is finite anddensity(getSupportUpperBound())
returns a non-NaN, non-infinite value.- Returns:
- true if the upper bound of support is finite and the density function returns a non-NaN, non-infinite value there
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isSupportConnected
boolean isSupportConnected()
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.- Returns:
- whether the support is connected or not
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reseedRandomGenerator
void reseedRandomGenerator(long seed)
Reseed the random generator used to generate samples.- Parameters:
seed
- the new seed
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sample
double sample()
Generate a random value sampled from this distribution.- Returns:
- a random value.
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sample
double[] sample(long sampleSize)
Generate a random sample from the distribution.- Parameters:
sampleSize
- the number of random values to generate- Returns:
- an array representing the random sample
- Throws:
org.apache.commons.math3.exception.NotStrictlyPositiveException
- ifsampleSize
is not positive
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sample
INDArray sample(int[] shape)
Sample the given shape- Parameters:
shape
- the given shape- Returns:
- an ndarray with random samples from this distribution
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sample
INDArray sample(long[] shape)
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