edu.ucla.stat.SOCR.distributions
Class InverseGaussianDistribution

java.lang.Object
  extended by edu.ucla.stat.SOCR.core.SOCRValueSettable
      extended by edu.ucla.stat.SOCR.core.Distribution
          extended by edu.ucla.stat.SOCR.distributions.InverseGaussianDistribution
All Implemented Interfaces:
IValueSettable, Pluginable, java.util.Observer

public class InverseGaussianDistribution
extends Distribution

This class encapsulates the normal distribution with specified (mean, SD) parameters. http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution .


Field Summary
static double NormConst
           
 
Fields inherited from class edu.ucla.stat.SOCR.core.Distribution
applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name
 
Constructor Summary
InverseGaussianDistribution()
          Default constructor creates a new Wald distribution with specified parameter values
InverseGaussianDistribution(double[] distData)
           
InverseGaussianDistribution(double[] distData, boolean calledByModeler)
           
InverseGaussianDistribution(double m, double l)
          This general constructor creates a new Wald distribution with specified parameter values
InverseGaussianDistribution(double mu, double sigma, boolean calledByModeler)
           
InverseGaussianDistribution(float[] distData)
           
InverseGaussianDistribution(float[] distData, boolean calledByModeler)
           
 
Method Summary
 double getCDF(double x)
          This method computes the cumulative distribution function -- This is known in closed-form http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
 double getDensity(double x)
          This method defines the getDensity function
 double getLambda()
          This method gets the scale parameter
 double getMean()
          These methods return the mean
 double getMu()
          This method returns the location parameter
 java.lang.String getOnlineDescription()
          This method returns an online description of this distribution.
 double getVariance()
          These methods return the variance
 void initialize()
          used for some subclass to initialize before being used
 double inverseCDF(double probability)
          Inverse of the cumulative InverseGaussian distribution function.
 void paramEstimate(double[] distData)
           
 void setLambda(double l)
          This method sets the shape parameter
 void setMu(double m)
          This method sets the location parameter
 void setParameters(double m, double l)
          This method sets the parameters
 void valueChanged()
           
 
Methods inherited from class edu.ucla.stat.SOCR.core.Distribution
addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMaxDensity, getMean, getMedian, getMGF, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged
 
Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable
createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

NormConst

public static final double NormConst
Constructor Detail

InverseGaussianDistribution

public InverseGaussianDistribution()
Default constructor creates a new Wald distribution with specified parameter values


InverseGaussianDistribution

public InverseGaussianDistribution(double m,
                                   double l)
This general constructor creates a new Wald distribution with specified parameter values


InverseGaussianDistribution

public InverseGaussianDistribution(double[] distData)

InverseGaussianDistribution

public InverseGaussianDistribution(float[] distData)

InverseGaussianDistribution

public InverseGaussianDistribution(double mu,
                                   double sigma,
                                   boolean calledByModeler)

InverseGaussianDistribution

public InverseGaussianDistribution(double[] distData,
                                   boolean calledByModeler)

InverseGaussianDistribution

public InverseGaussianDistribution(float[] distData,
                                   boolean calledByModeler)
Method Detail

initialize

public void initialize()
Description copied from class: Distribution
used for some subclass to initialize before being used

Overrides:
initialize in class Distribution

valueChanged

public void valueChanged()
Overrides:
valueChanged in class Distribution

paramEstimate

public void paramEstimate(double[] distData)
Overrides:
paramEstimate in class Distribution

setParameters

public void setParameters(double m,
                          double l)
This method sets the parameters


getDensity

public double getDensity(double x)
This method defines the getDensity function

Specified by:
getDensity in class Distribution

getMean

public double getMean()
These methods return the mean

Overrides:
getMean in class Distribution

getVariance

public double getVariance()
These methods return the variance

Overrides:
getVariance in class Distribution

getMu

public double getMu()
This method returns the location parameter


setMu

public void setMu(double m)
This method sets the location parameter


getLambda

public double getLambda()
This method gets the scale parameter


setLambda

public void setLambda(double l)
This method sets the shape parameter


getCDF

public double getCDF(double x)
This method computes the cumulative distribution function -- This is known in closed-form http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

Overrides:
getCDF in class Distribution

inverseCDF

public double inverseCDF(double probability)
Inverse of the cumulative InverseGaussian distribution function.

Overrides:
inverseCDF in class Distribution
Parameters:
probability - - a probability value in [0, 1]
Returns:
the value X for which P(x<X).

getOnlineDescription

public java.lang.String getOnlineDescription()
This method returns an online description of this distribution.

Overrides:
getOnlineDescription in class Distribution