Libraries.Compute.Statistics.Distributions.NormalDistribution Documentation
This represents a normal (guassian) distribution. More information can be found at: http://en.wikipedia.org/wiki/Normal_distribution This is a port of Apache Commons.
Example Code
use Libraries.Compute.Statistics.Distributions.NormalDistribution
NormalDistribution distribution
//should output approximately
//0.0000002866515719
output distribution:CumulativeDistribution(-5)Inherits from: Libraries.Language.Object, Libraries.Compute.Statistics.Distributions.NumberDistribution
Summary
Actions Summary Table
| Actions | Description |
|---|---|
| Compare(Libraries.Language.Object object) | This action compares two object hash codes and returns an integer. |
| CumulativeDistribution(number x) | For a random variable {@code X} whose values are distributed according to this distribution, this method returns P(X <= x). |
| Equals(Libraries.Language.Object object) | This action determines if two objects are equal based on their hash code values. |
| GetHashCode() | This action gets the hash code for an object. |
| GetLowerBound() | |
| GetMean() | |
| GetSolverAbsoluteAccuracy() | For a random variable {@code X} whose values are distributed according to this distribution, this method returns P(X <= x). |
| GetUpperBound() | |
| GetVariance() | |
| InverseCumulativeDistribution(number p) | This action overrides the standard Inverse Cumulative Distribution action to one specifically for normal distributions. |
| InverseSurvival(number p) | This action is an implementation of the inverse survival function, as described by NIST/SEMATECH e-Handbook of Statistical Methods, http://www. |
| IsSupportConnected() | This action overrides the standard Inverse Cumulative Distribution action to one specifically for normal distributions. |
| Setup(number mean, number standardDeviation) | |
| Survival(number p) | This action is an implementation of the survival function, as described by NIST/SEMATECH e-Handbook of Statistical Methods, http://www. |
Actions Documentation
Compare(Libraries.Language.Object object)
This action compares two object hash codes and returns an integer. The result is larger if this hash code is larger than the object passed as a parameter, smaller, or equal. In this case, -1 means smaller, 0 means equal, and 1 means larger. This action was changed in Quorum 7 to return an integer, instead of a CompareResult object, because the previous implementation was causing efficiency issues.
Example Code
Object o
Object t
integer result = o:Compare(t) //1 (larger), 0 (equal), or -1 (smaller)Parameters
- Libraries.Language.Object: The object to compare to.
Return
integer: The Compare result, Smaller, Equal, or Larger.
CumulativeDistribution(number x)
For a random variable {@code X} whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.
Parameters
- number x: the point at which the CDF is evaluated
Return
number: the probability that a random variable with this distribution takes a value less than or equal to x
Equals(Libraries.Language.Object object)
This action determines if two objects are equal based on their hash code values.
Example Code
use Libraries.Language.Object
use Libraries.Language.Types.Text
Object o
Text t
boolean result = o:Equals(t)Parameters
- Libraries.Language.Object: The to be compared.
Return
boolean: True if the hash codes are equal and false if they are not equal.
GetHashCode()
This action gets the hash code for an object.
Example Code
Object o
integer hash = o:GetHashCode()Return
integer: The integer hash code of the object.
GetLowerBound()
Return
number
GetMean()
Return
number
GetSolverAbsoluteAccuracy()
For a random variable {@code X} whose values are distributed according to this distribution, this method returns P(X <= x). In other words, this method represents the (cumulative) distribution function (CDF) for this distribution.
Return
number: the probability that a random variable with this distribution takes a value less than or equal to x
GetUpperBound()
Return
number
GetVariance()
Return
number
InverseCumulativeDistribution(number p)
This action overrides the standard Inverse Cumulative Distribution action to one specifically for normal distributions. To do this it uses the inverse calculation from http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf Approximating the erfinv function by Mike Giles, Oxford-Man Institute of Quantitative Finance, which was published in GPU Computing Gems, volume 2, 2010.
Parameters
- number p: the p-value to approximate from.
Return
number: an estimate of the number that would return the probability.
InverseSurvival(number p)
This action is an implementation of the inverse survival function, as described by NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, date. This action is equivalent to InverseCumulativeDistribution(1 - p) https://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm
Parameters
Return
number: the result of the survival function
IsSupportConnected()
This action overrides the standard Inverse Cumulative Distribution action to one specifically for normal distributions. To do this it uses the inverse calculation from http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf Approximating the erfinv function by Mike Giles, Oxford-Man Institute of Quantitative Finance, which was published in GPU Computing Gems, volume 2, 2010.
Return
boolean: an estimate of the number that would return the probability.
Setup(number mean, number standardDeviation)
Parameters
Survival(number p)
This action is an implementation of the survival function, as described by NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, date. This action is equivalent to CumulativeDistribution(1 - p) https://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm
Parameters
Return
number: the result of the survival function