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(-

Inherits from: Libraries.Language.Object, Libraries.Compute.Statistics.Distributions.NumberDistribution

Summary

Actions Summary Table

ActionsDescription
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.
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 (smalle

Parameters

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

Return

number: the probability that a random variable with this distribution takes a value less than or equal to

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(

Parameters

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

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

Return

number: an estimate of the number that would return the probabilit

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 functi

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 probabilit

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 functi