edu.ucla.stat.SOCR.distributions
Class PoissonDistribution

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.PoissonDistribution
All Implemented Interfaces:
IValueSettable, Pluginable, java.util.Observer

public class PoissonDistribution
extends Distribution

A Java implementation of the Poisson distribution with specified Shift and Mean parameters http://en.wikipedia.org/wiki/Poisson_distribution.


Field Summary
 
Fields inherited from class edu.ucla.stat.SOCR.core.Distribution
applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name
 
Constructor Summary
PoissonDistribution()
          Default constructor: creates a Poisson distribution with shift and lambda parameters equal to 0 & 1
PoissonDistribution(double l)
           
PoissonDistribution(double[] distData)
           
PoissonDistribution(float[] distData)
           
PoissonDistribution(int s, double l)
           
 
Method Summary
 double getCDF(double x)
          Compute the cumulative distribution function.
 double getDensity(double x)
          Define the Poisson getDensity function
 double getLambda()
          Get the lambda paramter
 int getLocation()
          Get the Location-Shift paramter
 double getMaxDensity()
          Compute the maximum getDensity
 double getMean()
          Compute the mean in closed form
 double getMGF(double t)
          Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.
 double getMode()
          Compute the Mode in closed form
 java.lang.String getOnlineDescription()
          This method returns an online description of this distribution.
 double getPGF(double t)
          Computes the probability generating function in closed form for a parameter t which lies in the domain of the distribution.
 double getSD()
          Compute the variance in closed form
 int getShift()
           
 double getVariance()
          Compute the variance in closed form
 void initialize()
          used for some subclass to initialize before being used
 double inverseCDF(double probability)
          Inverse of the cumulative Poisson distribution function.
 double minimum(double[] distData)
          The method finds the minimum of a double array directly copied from ExponentialDistribution.java.
 void paramEstimate(double[] distData)
          Parameter estimation function from raw data For some reason this always OVERESTIMATES the SHIFT parameter.
 void setLambda(double r)
          Sets the lambda
 void setLocation(int s)
          Sets the Location parameter
 void setParameter(double l)
          Set the LAMBDA parameter
 void setParameters(int s, double l)
          Set the shift & lambda parameters
 void setShift(int s)
           
 double simulate()
          Simulate a value
 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, getMean, getMedian, getMgfDomain, getName, getPGFDomain, getQuantile, getSampleMoment, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, 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
 

Constructor Detail

PoissonDistribution

public PoissonDistribution()
Default constructor: creates a Poisson distribution with shift and lambda parameters equal to 0 & 1


PoissonDistribution

public PoissonDistribution(int s,
                           double l)

PoissonDistribution

public PoissonDistribution(double l)

PoissonDistribution

public PoissonDistribution(double[] distData)

PoissonDistribution

public PoissonDistribution(float[] distData)
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

setParameter

public void setParameter(double l)
Set the LAMBDA parameter


setParameters

public void setParameters(int s,
                          double l)
Set the shift & lambda parameters


setLocation

public void setLocation(int s)
Sets the Location parameter


setLambda

public void setLambda(double r)
Sets the lambda


getLocation

public int getLocation()
Get the Location-Shift paramter


getLambda

public double getLambda()
Get the lambda paramter


getShift

public int getShift()

getDensity

public double getDensity(double x)
Define the Poisson getDensity function

Specified by:
getDensity in class Distribution

getMaxDensity

public double getMaxDensity()
Compute the maximum getDensity

Overrides:
getMaxDensity in class Distribution

getMean

public double getMean()
Compute the mean in closed form

Overrides:
getMean in class Distribution

getMode

public double getMode()
Compute the Mode in closed form


paramEstimate

public void paramEstimate(double[] distData)
Parameter estimation function from raw data For some reason this always OVERESTIMATES the SHIFT parameter. We need a better analytical strategy for estimation of parameters here!

Overrides:
paramEstimate in class Distribution

setShift

public void setShift(int s)

minimum

public double minimum(double[] distData)
The method finds the minimum of a double array directly copied from ExponentialDistribution.java. annie che 20060714


getVariance

public double getVariance()
Compute the variance in closed form

Overrides:
getVariance in class Distribution

getSD

public double getSD()
Compute the variance in closed form

Overrides:
getSD in class Distribution

getCDF

public double getCDF(double x)
Compute the cumulative distribution function.

Overrides:
getCDF in class Distribution

getMGF

public double getMGF(double t)
Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.

Overrides:
getMGF in class Distribution

getPGF

public double getPGF(double t)
Computes the probability generating function in closed form for a parameter t which lies in the domain of the distribution.

Overrides:
getPGF in class Distribution

inverseCDF

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

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

simulate

public double simulate()
Simulate a value

Overrides:
simulate in class Distribution

getOnlineDescription

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

Overrides:
getOnlineDescription in class Distribution