Package | Description |
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gov.sandia.cognition.learning.function.scalar |
Provides functions that output real numbers.
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gov.sandia.cognition.statistics |
Provides the inheritance hierarchy for general statistical methods and distributions.
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gov.sandia.cognition.statistics.distribution |
Provides statistical distributions.
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gov.sandia.cognition.statistics.method |
Provides algorithms for evaluating statistical data and conducting statistical inference, particularly frequentist methods.
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Modifier and Type | Field and Description |
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protected CumulativeDistributionFunction<java.lang.Double> |
KolmogorovSmirnovEvaluator.cdf
The cumulative distribution function to base the evaluator on.
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static CumulativeDistributionFunction<java.lang.Double> |
KolmogorovSmirnovEvaluator.DEFAULT_CDF
Default CDF, a 3-DOF Chi-Square.
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Modifier and Type | Method and Description |
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CumulativeDistributionFunction<java.lang.Double> |
KolmogorovSmirnovEvaluator.getCDF()
Getter for cdf
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Modifier and Type | Method and Description |
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void |
KolmogorovSmirnovEvaluator.setCDF(CumulativeDistributionFunction<java.lang.Double> cdf)
Setter for cdf
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Constructor and Description |
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KolmogorovSmirnovEvaluator(CumulativeDistributionFunction<java.lang.Double> cdf,
int capacity)
Creates a new
KolmogorovSmirnovEvaluator . |
Modifier and Type | Interface and Description |
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interface |
ClosedFormCumulativeDistributionFunction<DomainType extends java.lang.Number>
Functionality of a cumulative distribution function that's defined with
closed-form parameters.
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interface |
InvertibleCumulativeDistributionFunction<NumberType extends java.lang.Number>
A cumulative distribution function that is empirically invertible.
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interface |
SmoothCumulativeDistributionFunction
This defines a CDF that has an associated derivative, which is its PDF.
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Modifier and Type | Method and Description |
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CumulativeDistributionFunction<NumberType> |
UnivariateDistribution.getCDF()
Gets the CDF of a scalar distribution.
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CumulativeDistributionFunction<java.lang.Number> |
UnivariateRandomVariable.getCDF() |
Modifier and Type | Method and Description |
---|---|
static <DataType extends java.lang.Number> |
ProbabilityMassFunctionUtil.inverse(CumulativeDistributionFunction<DataType> cdf,
double p)
Inverts the discrete CDF, that is p=Pr{x<=X}.
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Modifier and Type | Class and Description |
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static class |
BernoulliDistribution.CDF
CDF of a Bernoulli distribution.
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static class |
BetaBinomialDistribution.CDF
CDF of BetaBinomialDistribution
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static class |
BetaDistribution.CDF
CDF of the Beta-family distribution
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static class |
BinomialDistribution.CDF
CDF of the Binomial distribution, which is the probability of getting
up to "x" successes in "N" trials with a Bernoulli probability of "p"
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static class |
CauchyDistribution.CDF
CDF of the CauchyDistribution.
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static class |
ChiSquareDistribution.CDF
Cumulative Distribution Function (CDF) of a Chi-Square Distribution
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static class |
DeterministicDistribution.CDF
CDF of the deterministic distribution.
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static class |
ExponentialDistribution.CDF
CDF of the ExponentialDistribution.
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static class |
GammaDistribution.CDF
CDF of the Gamma distribution
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static class |
GeometricDistribution.CDF
CDF of the Geometric distribution
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static class |
InverseGammaDistribution.CDF
CDF of the inverseRootFinder-gamma distribution.
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static class |
KolmogorovDistribution.CDF
Contains the Cumulative Distribution Function description for the "D"
statistic used within the Kolmogorov-Smirnov test.
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static class |
LaplaceDistribution.CDF
CDF of the Laplace distribution.
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static class |
LogisticDistribution.CDF
CDF of the LogisticDistribution
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static class |
LogNormalDistribution.CDF
CDF of the Log-Normal Distribution
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static class |
NegativeBinomialDistribution.CDF
CDF of the NegativeBinomialDistribution
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static class |
ParetoDistribution.CDF
CDF of the Pareto Distribution.
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static class |
PoissonDistribution.CDF
CDF of the PoissonDistribution
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static class |
ScalarDataDistribution.CDF
CDF of the ScalarDataDistribution, maintains the keys/domain in
sorted order (TreeMap), so it's slower than it's peers.
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static class |
ScalarMixtureDensityModel.CDF
CDFof the SMDM
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static class |
SnedecorFDistribution.CDF
CDF of the F-distribution.
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static class |
StudentizedRangeDistribution.CDF
CDF of the StudentizedRangeDistribution
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static class |
StudentTDistribution.CDF
Evaluator that computes the Cumulative Distribution Function (CDF) of
a Student-t distribution with a fixed number of degrees of freedom
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static class |
UniformDistribution.CDF
Cumulative Distribution Function of a uniform
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static class |
UniformIntegerDistribution.CDF
Implements the cumulative distribution function for the discrete
uniform distribution.
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static class |
UnivariateGaussian.CDF
CDF of the underlying Gaussian.
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static class |
WeibullDistribution.CDF
CDF of the Weibull distribution
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static class |
YuleSimonDistribution.CDF
CDF of the Yule-Simon Distribution
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Modifier and Type | Method and Description |
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static <DomainType extends java.lang.Number> |
KolmogorovSmirnovConfidence.evaluateNullHypothesis(java.util.Collection<? extends DomainType> data1,
CumulativeDistributionFunction<DomainType> function)
This is the standard K-S test for determining if the given data were
generated by the given CDF.
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static <NumberType extends java.lang.Number> |
InverseTransformSampling.inverse(CumulativeDistributionFunction<NumberType> cdf,
double p)
Inverts the given CDF, finding the value of "x" so that CDF(x)=p using
a root-finding algorithm.
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static InputOutputPair<java.lang.Double,java.lang.Double> |
InverseTransformSampling.inverseRootFinder(RootFinder rootFinder,
CumulativeDistributionFunction<java.lang.Double> cdf,
double p)
Inverts the given CDF, finding the value of "x" so that CDF(x)=p using
a root-finding algorithm.
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static java.util.ArrayList<java.lang.Double> |
InverseTransformSampling.sample(CumulativeDistributionFunction<java.lang.Double> cdf,
java.util.Random random,
int numSamples)
Samples from the given CDF using the inverseRootFinder transform sampling method.
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static void |
InverseTransformSampling.sampleInto(CumulativeDistributionFunction<java.lang.Double> cdf,
java.util.Random random,
int numSamples,
java.util.Collection<? super java.lang.Double> output)
Samples from the given CDF using the inverseRootFinder transform sampling method.
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