| Package | Description | 
|---|---|
| gov.sandia.cognition.statistics | 
 Provides the inheritance hierarchy for general statistical methods and distributions. 
 | 
| gov.sandia.cognition.statistics.bayesian | 
 Provides algorithms for computing Bayesian estimates of parameters. 
 | 
| gov.sandia.cognition.statistics.bayesian.conjugate | 
 Provides Bayesian estimation routines based on conjugate prior distribution
 of parameters of specific conditional distributions. 
 | 
| gov.sandia.cognition.statistics.distribution | 
 Provides statistical distributions. 
 | 
| gov.sandia.cognition.statistics.method | 
 Provides algorithms for evaluating statistical data and conducting statistical inference, particularly frequentist methods. 
 | 
| Modifier and Type | Class and Description | 
|---|---|
class  | 
DefaultDistributionParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>>
Default implementation of DistributionParameter using introspection. 
 | 
| Modifier and Type | Interface and Description | 
|---|---|
interface  | 
ClosedFormComputableDiscreteDistribution<DataType>
A discrete, closed-form Distribution with a PMF. 
 | 
interface  | 
ClosedFormComputableDistribution<DataType>
A closed-form Distribution that also has an associated distribution function. 
 | 
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  | 
ProbabilityDensityFunction<DataType>
Defines a probability density function. 
 | 
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. 
 | 
| Modifier and Type | Field and Description | 
|---|---|
protected ConditionalType | 
DefaultDistributionParameter.conditionalDistribution
Distribution from which to pull the parameters. 
 | 
| Modifier and Type | Class and Description | 
|---|---|
class  | 
AbstractBayesianParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>>
Partial implementation of BayesianParameter 
 | 
class  | 
DefaultBayesianParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>>
Default implementation of BayesianParameter using reflection. 
 | 
| Modifier and Type | Field and Description | 
|---|---|
protected ConditionalType | 
AbstractBayesianParameter.conditionalDistribution
Distribution from which to pull the parameters. 
 | 
| Modifier and Type | Method and Description | 
|---|---|
static <ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>> | 
DefaultBayesianParameter.create(ConditionalType conditionalDistribution,
      java.lang.String parameterName,
      PriorType parameterPrior)
Creates a new instance of DefaultBayesianParameter 
 | 
| Modifier and Type | Method and Description | 
|---|---|
Evaluator<? super Vectorizable,? extends ClosedFormDistribution<OutputType>> | 
BayesianRegression.createPredictiveDistribution(PosteriorType posterior)
Creates the predictive distribution of outputs given the weight posterior 
 | 
| Modifier and Type | Method and Description | 
|---|---|
static <ObservationType,ParameterType> | 
BayesianUtil.sample(ClosedFormDistribution<ObservationType> conditional,
      java.lang.String parameterName,
      Distribution<ParameterType> prior,
      java.util.Random random,
      int numSamples)
Samples from the given BayesianParameter by first sampling the prior
 distribution, then updating the conditional distribution, then sampling
 from the updated conditional distribution. 
 | 
| Modifier and Type | Class and Description | 
|---|---|
class  | 
AbstractConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
Partial implementation of ConjugatePriorBayesianEstimator that contains a initial belief
 (prior) distribution function. 
 | 
class  | 
AbstractConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
Partial implementation of ConjugatePriorBayesianEstimator that contains a initial belief
 (prior) distribution function. 
 | 
interface  | 
ConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
A Bayesian Estimator that makes use of conjugate priors, which is a
 mathematical trick when the conditional and the prior result a posterior
 that is the same type as the prior. 
 | 
interface  | 
ConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
A Bayesian Estimator that makes use of conjugate priors, which is a
 mathematical trick when the conditional and the prior result a posterior
 that is the same type as the prior. 
 | 
interface  | 
ConjugatePriorBayesianEstimatorPredictor<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
A conjugate prior estimator that also has a closed-form predictive posterior. 
 | 
interface  | 
ConjugatePriorBayesianEstimatorPredictor<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
A conjugate prior estimator that also has a closed-form predictive posterior. 
 | 
| 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  | 
CategoricalDistribution
The Categorical Distribution is the multivariate generalization of the
 Bernoulli distribution, where the outcome of an experiment is a one-of-N
 output, where the output is a selector Vector. 
 | 
static class  | 
CategoricalDistribution.PMF
PMF of the Categorical 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  | 
ChineseRestaurantProcess
A Chinese Restaurant Process is a discrete stochastic processes that
 partitions data points to clusters. 
 | 
static class  | 
ChineseRestaurantProcess.PMF
PMF of the Chinese Restaurant Process 
 | 
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  | 
DirichletDistribution
The Dirichlet distribution is the multivariate generalization of the beta
 distribution. 
 | 
static class  | 
DirichletDistribution.PDF
PDF of the Dirichlet 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  | 
InverseWishartDistribution
The Inverse-Wishart distribution is the multivariate generalization of the
 inverse-gamma distribution. 
 | 
static class  | 
InverseWishartDistribution.PDF
PDF of the Inverse-Wishart distribution, though I have absolutely no
 idea why anybody would evaluate the PDF of an Inverse-Wishart... 
 | 
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 
 | 
static class  | 
MixtureOfGaussians.PDF
PDF of the MixtureOfGaussians 
 | 
class  | 
MultinomialDistribution
A multinomial distribution is the multivariate/multiclass generalization
 of the Binomial distribution. 
 | 
static class  | 
MultinomialDistribution.PMF
Probability Mass Function of the Multinomial Distribution. 
 | 
class  | 
MultivariateGaussian
The MultivariateGaussian class implements a multidimensional Gaussian
 distribution that contains a mean vector and a covariance matrix. 
 | 
static class  | 
MultivariateGaussian.PDF
PDF of a multivariate Gaussian 
 | 
class  | 
MultivariateGaussianInverseGammaDistribution
A distribution where the mean is selected by a multivariate Gaussian and
 a variance parameter (either for a univariate Gaussian or isotropic Gaussian)
 is determined by an Inverse-Gamma distribution. 
 | 
class  | 
MultivariateMixtureDensityModel<DistributionType extends ClosedFormComputableDistribution<Vector>>
A LinearMixtureModel of multivariate distributions with associated PDFs. 
 | 
static class  | 
MultivariateMixtureDensityModel.PDF<DistributionType extends ClosedFormComputableDistribution<Vector>>
PDF of the MultivariateMixtureDensityModel 
 | 
class  | 
MultivariatePolyaDistribution
A multivariate Polya Distribution, also known as a Dirichlet-Multinomial
 model, is a compound distribution where the parameters of a multinomial
 are drawn from a Dirichlet distribution with fixed parameters and a constant
 number of trials and then the observations are generated by this
 multinomial. 
 | 
static class  | 
MultivariatePolyaDistribution.PMF
PMF of the MultivariatePolyaDistribution 
 | 
class  | 
MultivariateStudentTDistribution
Multivariate generalization of the noncentral Student's t-distribution. 
 | 
static class  | 
MultivariateStudentTDistribution.PDF
PDF of the MultivariateStudentTDistribution 
 | 
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  | 
NormalInverseGammaDistribution
The normal inverse-gamma distribution is the product of a univariate
 Gaussian distribution with an inverse-gamma distribution. 
 | 
static class  | 
NormalInverseGammaDistribution.PDF
PDF of the NormalInverseGammaDistribution 
 | 
class  | 
NormalInverseWishartDistribution
The normal inverse Wishart distribution 
 | 
static class  | 
NormalInverseWishartDistribution.PDF
PDF of the normal inverse-Wishart distribution. 
 | 
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  | 
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 | Class and Description | 
|---|---|
class  | 
DistributionParameterEstimator<DataType,DistributionType extends ClosedFormDistribution<? extends DataType>>
A method of estimating the parameters of a distribution using an arbitrary
 CostFunction and FunctionMinimizer algorithm. 
 | 
| Modifier and Type | Field and Description | 
|---|---|
protected DistributionType | 
DistributionParameterEstimator.DistributionWrapper.distribution
Distribution to estimate the parameters of 
 |