CauchyDistributionImpl (Commons Math 2.2 API)

java.lang.Object
- org.apache.commons.math.distribution.AbstractDistribution
- - org.apache.commons.math.distribution.AbstractContinuousDistribution
  - - org.apache.commons.math.distribution.CauchyDistributionImpl

All Implemented Interfaces:

Serializable, CauchyDistribution, ContinuousDistribution, Distribution
```
public class CauchyDistributionImpl
extends AbstractContinuousDistribution
implements CauchyDistribution, Serializable
```
Default implementation of CauchyDistribution.

Since:

1.1

Version:

$Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $

See Also:
Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

static double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
Default inverse cumulative probability accuracy
- Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
  randomData

Fields
Modifier and Type	Field and Description
`static double`	`DEFAULT_INVERSE_ABSOLUTE_ACCURACY` Default inverse cumulative probability accuracy

Constructor Summary

Constructors
Constructor and Description
`CauchyDistributionImpl()` Creates cauchy distribution with the medain equal to zero and scale equal to one.
`CauchyDistributionImpl(double median, double s)` Create a cauchy distribution using the given median and scale.
`CauchyDistributionImpl(double median, double s, double inverseCumAccuracy)` Create a cauchy distribution using the given median and scale.

Method Summary

Methods
Modifier and Type	Method and Description
`double`	`cumulativeProbability(double x)` For this distribution, X, this method returns P(X < `x`).
`double`	`density(double x)` Returns the probability density for a particular point.
`protected double`	`getDomainLowerBound(double p)` Access the domain value lower bound, based on `p`, used to bracket a CDF root.
`protected double`	`getDomainUpperBound(double p)` Access the domain value upper bound, based on `p`, used to bracket a CDF root.
`protected double`	`getInitialDomain(double p)` Access the initial domain value, based on `p`, used to bracket a CDF root.
`double`	`getMedian()` Access the median.
`double`	`getNumericalMean()` Returns the mean.
`double`	`getNumericalVariance()` Returns the variance.
`double`	`getScale()` Access the scale parameter.
`protected double`	`getSolverAbsoluteAccuracy()` Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
`double`	`getSupportLowerBound()` Returns the lower bound of the support for this distribution.
`double`	`getSupportUpperBound()` Returns the upper bound of the support for this distribution.
`double`	`inverseCumulativeProbability(double p)` For this distribution, X, this method returns the critical point x, such that P(X < x) = `p`.
`void`	`setMedian(double median)` Deprecated. as of 2.1 (class will become immutable in 3.0)
`void`	`setScale(double s)` Deprecated. as of 2.1 (class will become immutable in 3.0)

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution
reseedRandomGenerator, sample, sample

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution
cumulativeProbability

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution
cumulativeProbability

- Field Detail
  - DEFAULT_INVERSE_ABSOLUTE_ACCURACY
```
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
```
    Default inverse cumulative probability accuracy
    
    Since:
    
    2.1
    
    See Also:
    Constant Field Values
- Constructor Detail
  - CauchyDistributionImpl
```
public CauchyDistributionImpl()
```
    Creates cauchy distribution with the medain equal to zero and scale equal to one.
  - CauchyDistributionImpl
```
public CauchyDistributionImpl(double median,
                      double s)
```
    Create a cauchy distribution using the given median and scale.
    
    Parameters:
    median - median for this distribution
    s - scale parameter for this distribution
  - CauchyDistributionImpl
```
public CauchyDistributionImpl(double median,
                      double s,
                      double inverseCumAccuracy)
```
    Create a cauchy distribution using the given median and scale.
    
    Parameters:
    median - median for this distribution
    s - scale parameter for this distribution
    inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
    Since:
    
    2.1
- Method Detail
  - cumulativeProbability
```
public double cumulativeProbability(double x)
```
    For this distribution, X, this method returns P(X < x).
    
    Specified by:
    
    cumulativeProbability in interface Distribution
    
    Parameters:
    x - the value at which the CDF is evaluated.
    
    Returns:
    CDF evaluated at x.
  - getMedian
```
public double getMedian()
```
    Access the median.
    
    Specified by:
    
    getMedian in interface CauchyDistribution
    
    Returns:
    median for this distribution
  - getScale
```
public double getScale()
```
    Access the scale parameter.
    
    Specified by:
    
    getScale in interface CauchyDistribution
    
    Returns:
    scale parameter for this distribution
  - density
```
public double density(double x)
```
    Returns the probability density for a particular point.
    
    Overrides:
    
    density in class AbstractContinuousDistribution
    
    Parameters:
    x - The point at which the density should be computed.
    
    Returns:
    The pdf at point x.
    Since:
    
    2.1
  - inverseCumulativeProbability
```
public double inverseCumulativeProbability(double p)
```
    For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
    Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.
    
    Specified by:
    
    inverseCumulativeProbability in interface ContinuousDistribution
    
    Overrides:
    
    inverseCumulativeProbability in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability
    
    Returns:
    x, such that P(X < x) = p
    
    Throws:
    
    IllegalArgumentException - if p is not a valid probability.
  - setMedian
```
@Deprecated
public void setMedian(double median)
```
    Deprecated. as of 2.1 (class will become immutable in 3.0)
    
    Modify the median.
    
    Specified by:
    
    setMedian in interface CauchyDistribution
    
    Parameters:
    median - for this distribution
  - setScale
```
@Deprecated
public void setScale(double s)
```
    Deprecated. as of 2.1 (class will become immutable in 3.0)
    
    Modify the scale parameter.
    
    Specified by:
    
    setScale in interface CauchyDistribution
    
    Parameters:
    s - scale parameter for this distribution
    
    Throws:
    
    IllegalArgumentException - if sd is not positive.
  - getDomainLowerBound
```
protected double getDomainLowerBound(double p)
```
    Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.
    
    Specified by:
    
    getDomainLowerBound in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability for the critical value
    
    Returns:
    domain value lower bound, i.e. P(X < lower bound) < p
  - getDomainUpperBound
```
protected double getDomainUpperBound(double p)
```
    Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.
    
    Specified by:
    
    getDomainUpperBound in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability for the critical value
    
    Returns:
    domain value upper bound, i.e. P(X < upper bound) > p
  - getInitialDomain
```
protected double getInitialDomain(double p)
```
    Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.
    
    Specified by:
    
    getInitialDomain in class AbstractContinuousDistribution
    
    Parameters:
    p - the desired probability for the critical value
    
    Returns:
    initial domain value
  - getSolverAbsoluteAccuracy
```
protected double getSolverAbsoluteAccuracy()
```
    Return the absolute accuracy setting of the solver used to estimate inverse cumulative probabilities.
    
    Overrides:
    
    getSolverAbsoluteAccuracy in class AbstractContinuousDistribution
    
    Returns:
    the solver absolute accuracy
    Since:
    
    2.1
  - getSupportLowerBound
```
public double getSupportLowerBound()
```
    Returns the lower bound of the support for this distribution. The lower bound of the support of the Cauchy distribution is always negative infinity, regardless of the parameters.
    
    Returns:
    lower bound of the support (always Double.NEGATIVE_INFINITY)
    Since:
    
    2.2
  - getSupportUpperBound
```
public double getSupportUpperBound()
```
    Returns the upper bound of the support for this distribution. The upper bound of the support of the Cauchy distribution is always positive infinity, regardless of the parameters.
    
    Returns:
    upper bound of the support (always Double.POSITIVE_INFINITY)
    Since:
    
    2.2
  - getNumericalMean
```
public double getNumericalMean()
```
    Returns the mean. The mean is always undefined, regardless of the parameters.
    
    Returns:
    mean (always Double.NaN)
    Since:
    
    2.2
  - getNumericalVariance
```
public double getNumericalVariance()
```
    Returns the variance. The variance is always undefined, regardless of the parameters.
    
    Returns:
    variance (always Double.NaN)
    Since:
    
    2.2

Class CauchyDistributionImpl

Field Summary

Fields inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math.distribution.AbstractContinuousDistribution

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

Methods inherited from class java.lang.Object

Methods inherited from interface org.apache.commons.math.distribution.Distribution

Field Detail

DEFAULT_INVERSE_ABSOLUTE_ACCURACY

Constructor Detail

CauchyDistributionImpl

CauchyDistributionImpl

CauchyDistributionImpl

Method Detail

cumulativeProbability

getMedian

getScale

density

inverseCumulativeProbability

setMedian

setScale

getDomainLowerBound

getDomainUpperBound

getInitialDomain

getSolverAbsoluteAccuracy

getSupportLowerBound

getSupportUpperBound

getNumericalMean

getNumericalVariance