edu.ucla.stat.SOCR.distributions
Class FisherTippettDistribution

java.lang.Object
  edu.ucla.stat.SOCR.core.SOCRValueSettable
      edu.ucla.stat.SOCR.core.Distribution
          edu.ucla.stat.SOCR.distributions.FisherTippettDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.util.Observer

public class FisherTippettDistribution
extends Distribution

A Java implmentation of the FisherTippettdistribution with specified alpha & beta parameters http://mathworld.wolfram.com/FisherTippettDistribution.html . Also called the "Extreme Value Distribution" and "Log-Weibull distribution".

Field Summary

double

EULER_MASCHERONI_CONSTANT

Fields inherited from class edu.ucla.stat.SOCR.core.Distribution

applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name

Constructor Summary

FisherTippettDistribution()
Default constructor: creates a FisherTippettdistribution with alpha & beta parameters equal to 0 & 1

FisherTippettDistribution(double[] distData)
Constructor: Creates a new Fisher-Tippett distribution from a series of observations by parameter estimation.

FisherTippettDistribution(double a, double b)
General Constructor: creates a FisherTippettdistribution with specified alpha & beta parameters

FisherTippettDistribution(float[] distData)
Constructor: Creates a new Fisher-Tippett distribution from a series of observations by parameter estimation.

Method Summary

double	getCDF(double x) Compute the cumulative distribution function.
double	getDensity(double x) Define the beta getDensity function
double	getLeft()
double	getLocation() Get the left paramter
double	getMaxDensity() Compute the maximum getDensity
double	getMean() Compute the mean in closed form
double	getMGF(double t) Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double	getRight()
double	getScale() Get the right parameter
double	getVariance() Compute the variance in closed form
void	initialize() used for some subclass to initialize before being used
void	paramEstimate(double[] distData) Overwrites the method in distribution for estimating parameters REF: MOM estimates according to: http://en.wikipedia.org/wiki/Fisher-Tippett_distribution
void	setLeft(double a)
void	setLocation(double a) Sets the left parameter (location)
void	setParameters(double a, double b) Set the parameters, compute the normalizing constant c, and specifies the interval and partition
void	setRight(double b)
void	setScale(double b) Sets the right parameter (scale)
void	valueChanged()

Methods inherited from class edu.ucla.stat.SOCR.core.Distribution

addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMean, getMedian, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSD, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, inverseCDF, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged

Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable

createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

EULER_MASCHERONI_CONSTANT

public double EULER_MASCHERONI_CONSTANT

Constructor Detail

FisherTippettDistribution

public FisherTippettDistribution(double a,
                                 double b)

General Constructor: creates a FisherTippettdistribution with specified alpha & beta parameters

FisherTippettDistribution

public FisherTippettDistribution()

Default constructor: creates a FisherTippettdistribution with alpha & beta parameters equal to 0 & 1

FisherTippettDistribution

public FisherTippettDistribution(double[] distData)

Constructor: Creates a new Fisher-Tippett distribution from a series of observations by parameter estimation.

FisherTippettDistribution

public FisherTippettDistribution(float[] distData)

Constructor: Creates a new Fisher-Tippett distribution from a series of observations by parameter estimation.

Method Detail

initialize

public void initialize()

Description copied from class: Distribution

used for some subclass to initialize before being used

Overrides:

initialize in class Distribution

valueChanged

public void valueChanged()

Overrides:

valueChanged in class Distribution

setParameters

public void setParameters(double a,
                          double b)

Set the parameters, compute the normalizing constant c, and specifies the interval and partition

paramEstimate

public void paramEstimate(double[] distData)

Overwrites the method in distribution for estimating parameters REF: MOM estimates according to: http://en.wikipedia.org/wiki/Fisher-Tippett_distribution

Overrides:

paramEstimate in class Distribution

setLocation

public void setLocation(double a)

Sets the left parameter (location)

setLeft

public void setLeft(double a)

setScale

public void setScale(double b)

Sets the right parameter (scale)

setRight

public void setRight(double b)

getLocation

public double getLocation()

Get the left paramter

getLeft

public double getLeft()

getScale

public double getScale()

Get the right parameter

getRight

public double getRight()

getDensity

public double getDensity(double x)

Define the beta getDensity function

Specified by:

getDensity in class Distribution

getMaxDensity

public double getMaxDensity()

Compute the maximum getDensity

Overrides:

getMaxDensity in class Distribution

getMean

public double getMean()

Compute the mean in closed form

Overrides:

getMean in class Distribution

getVariance

public double getVariance()

Compute the variance in closed form

Overrides:

getVariance in class Distribution

getCDF

public double getCDF(double x)

Compute the cumulative distribution function. The FisherTippettCDF is built into the superclass Distribution

Overrides:

getCDF in class Distribution

getMGF

public double getMGF(double t)

Computes the moment generating function in closed form for a parameter t which lies in the domain of the distribution.

Overrides:

getMGF in class Distribution

getOnlineDescription

public java.lang.String getOnlineDescription()

This method returns an online description of this distribution.

Overrides:

getOnlineDescription in class Distribution