Package | Description |
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gov.sandia.cognition.learning.function.cost |
Provides cost functions.
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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.bayesian |
Provides algorithms for computing Bayesian estimates of parameters.
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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 | Method and Description |
---|---|
java.lang.Double |
KolmogorovSmirnovDivergence.evaluate(UnivariateDistribution<DataType> target) |
Modifier and Type | Interface and Description |
---|---|
interface |
ClosedFormCumulativeDistributionFunction<DomainType extends java.lang.Number>
Functionality of a cumulative distribution function that's defined with
closed-form parameters.
|
interface |
ClosedFormDiscreteUnivariateDistribution<DomainType extends java.lang.Number>
A ClosedFormUnivariateDistribution that is also a DiscreteDistribution
|
interface |
ClosedFormUnivariateDistribution<NumberType extends java.lang.Number>
Defines the functionality associated with a closed-form scalar distribution.
|
interface |
CumulativeDistributionFunction<NumberType extends java.lang.Number>
Functionality of a cumulative distribution function.
|
interface |
IntegerDistribution
Defines a distribution over natural numbers.
|
interface |
InvertibleCumulativeDistributionFunction<NumberType extends java.lang.Number>
A cumulative distribution function that is empirically invertible.
|
interface |
SmoothCumulativeDistributionFunction
This defines a CDF that has an associated derivative, which is its PDF.
|
interface |
SmoothUnivariateDistribution
A closed-form scalar distribution that is also smooth.
|
interface |
UnivariateProbabilityDensityFunction
A PDF that takes doubles as input.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractClosedFormIntegerDistribution
An abstract class for closed-form integer distributions.
|
class |
AbstractClosedFormSmoothUnivariateDistribution
Partial implementation of SmoothUnivariateDistribution
|
class |
AbstractClosedFormUnivariateDistribution<NumberType extends java.lang.Number>
Partial implementation of a ClosedFormUnivariateDistribution.
|
class |
UnivariateRandomVariable
This is an implementation of a RandomVariable for scalar distributions.
|
Modifier and Type | Method and Description |
---|---|
UnivariateDistribution<? extends java.lang.Number> |
UnivariateRandomVariable.getDistribution()
Getter for distribution
|
Modifier and Type | Method and Description |
---|---|
void |
UnivariateRandomVariable.setDistribution(UnivariateDistribution<? extends java.lang.Number> distribution)
Setter for distribution
|
Constructor and Description |
---|
UnivariateRandomVariable(UnivariateDistribution<? extends java.lang.Number> distribution,
java.util.Random random)
Creates a new instance of UnivariateRandomVariable
|
UnivariateRandomVariable(UnivariateDistribution<? extends java.lang.Number> distribution,
java.util.Random random,
int numSamples)
Creates a new instance of UnivariateRandomVariable
|
Modifier and Type | Method and Description |
---|---|
static <NumberType extends java.lang.Number> |
BayesianCredibleInterval.compute(UnivariateDistribution<NumberType> distribution,
double confidence)
Creates a Bayesian credible interval by inverting the given CDF.
|
Modifier and Type | Class and Description |
---|---|
class |
BernoulliDistribution
A Bernoulli distribution, which takes a value of "1" with probability "p"
and value of "0" with probability "1-p".
|
static class |
BernoulliDistribution.CDF
CDF of a Bernoulli distribution.
|
static class |
BernoulliDistribution.PMF
PMF of the Bernoulli distribution.
|
class |
BetaBinomialDistribution
A Binomial distribution where the binomial parameter, p, is set according
to a Beta distribution instead of a single value.
|
static class |
BetaBinomialDistribution.CDF
CDF of BetaBinomialDistribution
|
static class |
BetaBinomialDistribution.PMF
PMF of the BetaBinomialDistribution
|
class |
BetaDistribution
Computes the Beta-family of probability distributions.
|
static class |
BetaDistribution.CDF
CDF of the Beta-family distribution
|
static class |
BetaDistribution.PDF
Beta distribution probability density function
|
class |
BinomialDistribution
Binomial distribution, which is a collection of Bernoulli trials
|
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"
|
static class |
BinomialDistribution.PMF
The Probability Mass Function of a binomial distribution.
|
class |
CauchyDistribution
A Cauchy Distribution is the ratio of two Gaussian Distributions, sometimes
known as the Lorentz distribution.
|
static class |
CauchyDistribution.CDF
CDF of the CauchyDistribution.
|
static class |
CauchyDistribution.PDF
PDF of the CauchyDistribution.
|
class |
ChiSquareDistribution
Describes a Chi-Square Distribution.
|
static class |
ChiSquareDistribution.CDF
Cumulative Distribution Function (CDF) of a Chi-Square Distribution
|
static class |
ChiSquareDistribution.PDF
PDF of the Chi-Square distribution
|
class |
DeterministicDistribution
A deterministic distribution that returns samples at a single point.
|
static class |
DeterministicDistribution.CDF
CDF of the deterministic distribution.
|
static class |
DeterministicDistribution.PMF
PMF of the deterministic distribution.
|
class |
ExponentialDistribution
An Exponential distribution describes the time between events in a poisson
process, resulting in a memoryless distribution.
|
static class |
ExponentialDistribution.CDF
CDF of the ExponentialDistribution.
|
static class |
ExponentialDistribution.PDF
PDF of the ExponentialDistribution.
|
class |
GammaDistribution
Class representing the Gamma distribution.
|
static class |
GammaDistribution.CDF
CDF of the Gamma distribution
|
static class |
GammaDistribution.PDF
Closed-form PDF of the Gamma distribution
|
class |
GeometricDistribution
The geometric distribution models the number of successes before the first
failure occurs under an independent succession of Bernoulli tests.
|
static class |
GeometricDistribution.CDF
CDF of the Geometric distribution
|
static class |
GeometricDistribution.PMF
PMF of the Geometric distribution
|
class |
InverseGammaDistribution
Defines an inverse-gamma distribution.
|
static class |
InverseGammaDistribution.CDF
CDF of the inverseRootFinder-gamma distribution.
|
static class |
InverseGammaDistribution.PDF
PDF of the inverseRootFinder-Gamma distribution.
|
class |
KolmogorovDistribution
Contains the Cumulative Distribution Function description for the "D"
statistic used within the Kolmogorov-Smirnov test.
|
static class |
KolmogorovDistribution.CDF
Contains the Cumulative Distribution Function description for the "D"
statistic used within the Kolmogorov-Smirnov test.
|
class |
LaplaceDistribution
A Laplace distribution, sometimes called a double exponential distribution.
|
static class |
LaplaceDistribution.CDF
CDF of the Laplace distribution.
|
static class |
LaplaceDistribution.PDF
The PDF of a Laplace Distribution.
|
class |
LogisticDistribution
A implementation of the scalar logistic distribution, which measures the
log-odds of a binary event.
|
static class |
LogisticDistribution.CDF
CDF of the LogisticDistribution
|
static class |
LogisticDistribution.PDF
PDF of the LogisticDistribution
|
class |
LogNormalDistribution
Log-Normal distribution PDF and CDF implementations.
|
static class |
LogNormalDistribution.CDF
CDF of the Log-Normal Distribution
|
static class |
LogNormalDistribution.PDF
PDF of a Log-normal distribution
|
class |
NegativeBinomialDistribution
Negative binomial distribution, also known as the Polya distribution,
gives the number of successes of a series of Bernoulli trials before
recording a given number of failures.
|
static class |
NegativeBinomialDistribution.CDF
CDF of the NegativeBinomialDistribution
|
static class |
NegativeBinomialDistribution.PMF
PMF of the NegativeBinomialDistribution.
|
class |
ParetoDistribution
This class describes the Pareto distribution, sometimes called the Bradford
Distribution.
|
static class |
ParetoDistribution.CDF
CDF of the Pareto Distribution.
|
static class |
ParetoDistribution.PDF
PDF of the ParetoDistribution
|
class |
PoissonDistribution
A Poisson distribution is the limits of what happens when a Bernoulli trial
with "rare" events are sampled on a continuous basis and then binned into
discrete time intervals.
|
static class |
PoissonDistribution.CDF
CDF of the PoissonDistribution
|
static class |
PoissonDistribution.PMF
PMF of the PoissonDistribution.
|
class |
ScalarDataDistribution
A Data Distribution that uses Doubles as its keys, making it a univariate
distribution
|
static class |
ScalarDataDistribution.CDF
CDF of the ScalarDataDistribution, maintains the keys/domain in
sorted order (TreeMap), so it's slower than it's peers.
|
static class |
ScalarDataDistribution.PMF
PMF of the ScalarDataDistribution
|
class |
ScalarMixtureDensityModel
ScalarMixtureDensityModel (SMDM) implements just that: a scalar mixture density
model.
|
static class |
ScalarMixtureDensityModel.CDF
CDFof the SMDM
|
static class |
ScalarMixtureDensityModel.PDF
PDF of the SMDM
|
class |
SnedecorFDistribution
CDF of the Snedecor F-distribution (also known as Fisher F-distribution,
Fisher-Snedecor F-distribution, or just plain old F-distribution).
|
static class |
SnedecorFDistribution.CDF
CDF of the F-distribution.
|
class |
StudentizedRangeDistribution
Implementation of the Studentized Range distribution, which defines the
population correction factor when performing multiple comparisons.
|
static class |
StudentizedRangeDistribution.CDF
CDF of the StudentizedRangeDistribution
|
class |
StudentTDistribution
Defines a noncentral Student-t Distribution.
|
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
|
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
|
class |
UniformDistribution
Contains the (very simple) definition of a continuous Uniform distribution,
parameterized between the minimum and maximum bounds.
|
static class |
UniformDistribution.CDF
Cumulative Distribution Function of a uniform
|
static class |
UniformDistribution.PDF
Probability density function of a Uniform Distribution
|
class |
UniformIntegerDistribution
Contains the (very simple) definition of a continuous Uniform distribution,
parameterized between the minimum and maximum bounds.
|
static class |
UniformIntegerDistribution.CDF
Implements the cumulative distribution function for the discrete
uniform distribution.
|
static class |
UniformIntegerDistribution.PMF
Probability mass function of a discrete uniform distribution.
|
class |
UnivariateGaussian
This class contains internal classes that implement useful functions based
on the Gaussian distribution.
|
static class |
UnivariateGaussian.CDF
CDF of the underlying Gaussian.
|
static class |
UnivariateGaussian.CDF.Inverse
Inverts the CumulativeDistribution function.
|
static class |
UnivariateGaussian.PDF
PDF of the underlying Gaussian.
|
class |
WeibullDistribution
Describes a Weibull distribution, which is often used to describe the
mortality, lifespan, or size distribution of objects.
|
static class |
WeibullDistribution.CDF
CDF of the Weibull distribution
|
static class |
WeibullDistribution.PDF
PDF of the Weibull distribution
|
class |
YuleSimonDistribution
The Yule-Simon distribution is a model of preferential attachment, such as
a model of the number of groups follows a power-law distribution
(Zipf's Law).
|
static class |
YuleSimonDistribution.CDF
CDF of the Yule-Simon Distribution
|
static class |
YuleSimonDistribution.PMF
PMF of the Yule-Simon Distribution
|
Modifier and Type | Method and Description |
---|---|
static ConfidenceInterval |
GaussianConfidence.computeConfidenceInterval(UnivariateDistribution<?> dataDistribution,
int numSamples,
double confidence)
Computes the Gaussian confidence interval given a distribution of
data, number of samples, and corresponding confidence interval
|