| Package | Description | 
|---|---|
| gov.sandia.cognition.learning.function.cost | 
 Provides cost functions. 
 | 
| 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.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 | 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 
 |