com.bayesserver.analysis

Interface EmpiricalDensity

All Known Implementing Classes:

HistogramDensity

public interface EmpiricalDensity

Represents an empirical density function, which can represent arbitrary univariate distributions.

Method Summary

Modifier and Type	Method and Description
double	cdf(double x) Calculates an approximate value for the cumulative distribution function (cdf).
double	inverseCdf(double probability) Calculates an approximate value for the inverse cumulative distribution function.

Method Detail

cdf

double cdf(double x)

Calculates an approximate value for the cumulative distribution function (cdf).

Parameters:

x - The value at which to evaluate the cdf.

Returns:

The approximate cdf(x).

inverseCdf

double inverseCdf(double probability)

Calculates an approximate value for the inverse cumulative distribution function.

Parameters:

probability - The probability p at which to return x when p = Cdf(x) .

Returns:

The approximate inverse cdf.