Package | Description |
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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 | Interface and Description |
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interface |
SmoothCumulativeDistributionFunction
This defines a CDF that has an associated derivative, which is its PDF.
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interface |
UnivariateProbabilityDensityFunction
A PDF that takes doubles as input.
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Modifier and Type | Class and Description |
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class |
AbstractClosedFormSmoothUnivariateDistribution
Partial implementation of SmoothUnivariateDistribution
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Modifier and Type | Class and Description |
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class |
BetaDistribution
Computes the Beta-family of probability distributions.
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static class |
BetaDistribution.CDF
CDF of the Beta-family distribution
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static class |
BetaDistribution.PDF
Beta distribution probability density function
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class |
CauchyDistribution
A Cauchy Distribution is the ratio of two Gaussian Distributions, sometimes
known as the Lorentz distribution.
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static class |
CauchyDistribution.CDF
CDF of the CauchyDistribution.
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static class |
CauchyDistribution.PDF
PDF of the CauchyDistribution.
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class |
ChiSquareDistribution
Describes a Chi-Square Distribution.
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static class |
ChiSquareDistribution.CDF
Cumulative Distribution Function (CDF) of a Chi-Square Distribution
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static class |
ChiSquareDistribution.PDF
PDF of the Chi-Square distribution
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class |
ExponentialDistribution
An Exponential distribution describes the time between events in a poisson
process, resulting in a memoryless distribution.
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static class |
ExponentialDistribution.CDF
CDF of the ExponentialDistribution.
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static class |
ExponentialDistribution.PDF
PDF of the ExponentialDistribution.
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class |
GammaDistribution
Class representing the Gamma distribution.
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static class |
GammaDistribution.CDF
CDF of the Gamma distribution
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static class |
GammaDistribution.PDF
Closed-form PDF of the Gamma distribution
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class |
InverseGammaDistribution
Defines an inverse-gamma distribution.
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static class |
InverseGammaDistribution.CDF
CDF of the inverseRootFinder-gamma distribution.
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static class |
InverseGammaDistribution.PDF
PDF of the inverseRootFinder-Gamma distribution.
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class |
LaplaceDistribution
A Laplace distribution, sometimes called a double exponential distribution.
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static class |
LaplaceDistribution.CDF
CDF of the Laplace distribution.
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static class |
LaplaceDistribution.PDF
The PDF of a Laplace Distribution.
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class |
LogisticDistribution
A implementation of the scalar logistic distribution, which measures the
log-odds of a binary event.
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static class |
LogisticDistribution.CDF
CDF of the LogisticDistribution
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static class |
LogisticDistribution.PDF
PDF of the LogisticDistribution
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class |
LogNormalDistribution
Log-Normal distribution PDF and CDF implementations.
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static class |
LogNormalDistribution.CDF
CDF of the Log-Normal Distribution
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static class |
LogNormalDistribution.PDF
PDF of a Log-normal distribution
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class |
ParetoDistribution
This class describes the Pareto distribution, sometimes called the Bradford
Distribution.
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static class |
ParetoDistribution.CDF
CDF of the Pareto Distribution.
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static class |
ParetoDistribution.PDF
PDF of the ParetoDistribution
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class |
ScalarMixtureDensityModel
ScalarMixtureDensityModel (SMDM) implements just that: a scalar mixture density
model.
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static class |
ScalarMixtureDensityModel.CDF
CDFof the SMDM
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static class |
ScalarMixtureDensityModel.PDF
PDF of the SMDM
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class |
StudentTDistribution
Defines a noncentral Student-t Distribution.
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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 |
StudentTDistribution.PDF
Evaluator that computes the Probability Density Function (CDF) of
a Student-t distribution with a fixed number of degrees of freedom
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class |
UniformDistribution
Contains the (very simple) definition of a continuous Uniform distribution,
parameterized between the minimum and maximum bounds.
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static class |
UniformDistribution.CDF
Cumulative Distribution Function of a uniform
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static class |
UniformDistribution.PDF
Probability density function of a Uniform Distribution
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class |
UnivariateGaussian
This class contains internal classes that implement useful functions based
on the Gaussian distribution.
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static class |
UnivariateGaussian.CDF
CDF of the underlying Gaussian.
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static class |
UnivariateGaussian.CDF.Inverse
Inverts the CumulativeDistribution function.
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static class |
UnivariateGaussian.PDF
PDF of the underlying Gaussian.
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class |
WeibullDistribution
Describes a Weibull distribution, which is often used to describe the
mortality, lifespan, or size distribution of objects.
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static class |
WeibullDistribution.CDF
CDF of the Weibull distribution
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static class |
WeibullDistribution.PDF
PDF of the Weibull distribution
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Modifier and Type | Method and Description |
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java.util.Collection<? extends DistributionWeightedEstimator<java.lang.Double,? extends SmoothUnivariateDistribution>> |
ScalarMixtureDensityModel.EMLearner.getLearners()
Getter for learners
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Modifier and Type | Method and Description |
---|---|
void |
ScalarMixtureDensityModel.EMLearner.setLearners(java.util.Collection<? extends DistributionWeightedEstimator<java.lang.Double,? extends SmoothUnivariateDistribution>> learners)
Setter for learners
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Constructor and Description |
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CDF(SmoothUnivariateDistribution... distributions)
Creates a new instance of ScalarMixtureDensityModel
|
PDF(SmoothUnivariateDistribution... distributions)
Creates a new instance of ScalarMixtureDensityModel
|
SampleRange(java.util.Random random,
int treatmentCount,
SmoothUnivariateDistribution t)
Creates a new instance of SampleRange
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ScalarMixtureDensityModel(SmoothUnivariateDistribution... distributions)
Creates a new instance of ScalarMixtureDensityModel
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Constructor and Description |
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CDF(java.util.Collection<? extends SmoothUnivariateDistribution> distributions)
Creates a new instance of ScalarMixtureDensityModel
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CDF(java.util.Collection<? extends SmoothUnivariateDistribution> distributions,
double[] priorWeights)
Creates a new instance of ScalarMixtureDensityModel
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EMLearner(int numClusters,
DistributionWeightedEstimator<java.lang.Double,? extends SmoothUnivariateDistribution> learner,
java.util.Random random)
Creates a new instance of EMLearner
|
EMLearner(java.util.Random random,
java.util.Collection<? extends DistributionWeightedEstimator<java.lang.Double,? extends SmoothUnivariateDistribution>> learners)
Creates a new instance of EMLearner
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PDF(java.util.Collection<? extends SmoothUnivariateDistribution> distributions)
Creates a new instance of ScalarMixtureDensityModel
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PDF(java.util.Collection<? extends SmoothUnivariateDistribution> distributions,
double[] priorWeights)
Creates a new instance of ScalarMixtureDensityModel
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ScalarMixtureDensityModel(java.util.Collection<? extends SmoothUnivariateDistribution> distributions)
Creates a new instance of ScalarMixtureDensityModel
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ScalarMixtureDensityModel(java.util.Collection<? extends SmoothUnivariateDistribution> distributions,
double[] priorWeights)
Creates a new instance of ScalarMixtureDensityModel
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Modifier and Type | Method and Description |
---|---|
static SmoothUnivariateDistribution |
MaximumLikelihoodDistributionEstimator.estimateContinuousDistribution(java.util.Collection<java.lang.Double> data)
Estimates a continuous distribution.
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Modifier and Type | Method and Description |
---|---|
static InputOutputPair<java.lang.Double,java.lang.Double> |
InverseTransformSampling.inverseNewtonsMethod(SmoothUnivariateDistribution distribution,
double p,
double tolerance)
Inverts the given CDF, finding the value of "x" so that CDF(x)=p using
a root-finding algorithm.
|