de.unihalle.informatik.MiToBo.math.distributions.impl

Class UniformDistribution

java.lang.Object

de.unihalle.informatik.MiToBo.math.distributions.impl.UniformDistribution

All Implemented Interfaces:

EvaluatableDistribution<Jama.Matrix>, FirstOrderMoment<Jama.Matrix>, LogEvaluatableDistribution<Jama.Matrix>, LogProbabilityDensityFunction, ProbabilityDensityFunction, SamplingDistribution<Jama.Matrix>

public class UniformDistribution
extends Object
implements ProbabilityDensityFunction, LogProbabilityDensityFunction, SamplingDistribution<Jama.Matrix>, FirstOrderMoment<Jama.Matrix>

A multivariate uniform distribution.

Author:

Oliver Gress

Field Summary

Fields

Modifier and Type	Field and Description
protected int	DOF
protected double[]	llimits
protected double	log_p
protected Jama.Matrix	mean
protected double	p
protected Random	rand
protected double[]	ulimits
protected double	vol

Constructor Summary

Constructors

Constructor and Description
UniformDistribution(int DOF, double[] lowerlimits, double[] upperlimits, Random rand) Constructor for uniform distribution with hypercube shape in dimension DOF, given lower and upper limits in the corresponding dimension and a random generator for sampling.

Method Summary

Modifier and Type	Method and Description
Jama.Matrix	drawSample() Generate a new sample from this density.
Jama.Matrix	getMean()
double	getVolume() Get volume of the hypercube where p(x) > 0
double	log_p(Jama.Matrix x) Evaluate natural logarithm of p(X) at location x. log(P(X=x))
double	p(Jama.Matrix x) Evaluate p(X) at location x.

Methods inherited from class java.lang.Object

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

Field Detail

rand

protected Random rand

mean

protected Jama.Matrix mean

llimits

protected double[] llimits

ulimits

protected double[] ulimits

p

protected double p

log_p

protected double log_p

vol

protected double vol

DOF

protected int DOF

Constructor Detail

UniformDistribution

public UniformDistribution(int DOF,
                           double[] lowerlimits,
                           double[] upperlimits,
                           Random rand)

Constructor for uniform distribution with hypercube shape in dimension DOF, given lower and upper limits in the corresponding dimension and a random generator for sampling. Throws IllegalArgumentException, if the limit arrays are not of length DOF.

Parameters:

DOF - degrees of freedom

lowerlimits - lower limits for each dimension

upperlimits - upper limits for each dimension

rand - random generator

Method Detail

p

public double p(Jama.Matrix x)

Description copied from interface: EvaluatableDistribution

Evaluate p(X) at location x. P(X=x)

Specified by:

p in interface EvaluatableDistribution<Jama.Matrix>

Parameters:

x - realization of random variable X

Returns:

value of p(X) at x

log_p

public double log_p(Jama.Matrix x)

Description copied from interface: LogEvaluatableDistribution

Evaluate natural logarithm of p(X) at location x. log(P(X=x))

Specified by:

log_p in interface LogEvaluatableDistribution<Jama.Matrix>

Parameters:

x - realization of random variable X

Returns:

value of log(p(X)) at x

getMean

public Jama.Matrix getMean()

Specified by:

getMean in interface FirstOrderMoment<Jama.Matrix>

drawSample

public Jama.Matrix drawSample()

Description copied from interface: SamplingDistribution

Generate a new sample from this density. This method should create a new object.

Specified by:

drawSample in interface SamplingDistribution<Jama.Matrix>

Returns:

new sample object

getVolume

public double getVolume()

Get volume of the hypercube where p(x) > 0