public class UnivariateNormal extends Univariate
Constructor and Description |
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UnivariateNormal(double dblMean,
double dblVariance)
Construct a univariate Gaussian/normal distribution
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Modifier and Type | Method and Description |
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double |
cumulative(double dblX)
Compute the cumulative under the distribution to the given value
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static Univariate |
GenerateStandardNormal()
Generate a N (0, 1) distribution
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double |
incremental(double dblXLeft,
double dblXRight)
Compute the incremental under the distribution between the 2 variates
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double |
invCumulative(double dblX)
Compute the inverse cumulative under the distribution corresponding to the given value
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static void |
main(java.lang.String[] astrArgs) |
public UnivariateNormal(double dblMean, double dblVariance) throws java.lang.Exception
dblMean
- Mean of the DistributiondblVariance
- Variance of the DIstributionjava.lang.Exception
- Thrown if the inputs are invalidpublic static final Univariate GenerateStandardNormal()
public double cumulative(double dblX) throws java.lang.Exception
Univariate
cumulative
in class Univariate
dblX
- Variate to which the cumulative is to be computedjava.lang.Exception
- Thrown if the inputs are invalidpublic double incremental(double dblXLeft, double dblXRight) throws java.lang.Exception
Univariate
incremental
in class Univariate
dblXLeft
- Left Variate to which the cumulative is to be computeddblXRight
- Right Variate to which the cumulative is to be computedjava.lang.Exception
- Thrown if the inputs are invalidpublic double invCumulative(double dblX) throws java.lang.Exception
Univariate
invCumulative
in class Univariate
dblX
- Value corresponding to which the inverse cumulative is to be computedjava.lang.Exception
- Thrown if the input is invalidpublic static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
java.lang.Exception