KStat/com.github.polyrocketmatt.kstat.distributions.continuous/ExponentialDistribution

ExponentialDistribution

class ExponentialDistribution(lambda: Double, seed: Int = 0) : ContinuousDistribution

Represents the exponential distribution.

Since

1.0.0

Author

Matthias Kovacic

Parameters

lambda

The rate parameter (λ).

seed

The seed for the random number generator.

See also

Throws

If λ is not positive.

Constructors

Link copied to clipboard
constructor(lambda: Double, seed: Int = 0)

Creates a new exponential distribution.

Functions

Link copied to clipboard
open override fun cdf(x: Double): SingleRange

Returns the cumulative distribution function (CDF) of the distribution.

Link copied to clipboard
open override fun entropy(type: Distribution.EntropyType): Double

Returns the entropy of the distribution.

Link copied to clipboard
open operator override fun equals(other: Any?): Boolean
Link copied to clipboard
open override fun fisherInformation(n: Int): DoubleArray

Returns the Fisher information of the distribution.

Link copied to clipboard
fun getSeed(): Int

Returns the seed used to generate the distribution.

Link copied to clipboard
open override fun hashCode(): Int
Link copied to clipboard
fun isContinuous(): Boolean

Returns true if the distribution is continuous.

Link copied to clipboard
fun isDiscrete(): Boolean

Returns true if the distribution is discrete.

Link copied to clipboard
open override fun klDivergence(other: ContinuousDistribution): Double

Calculates the Kullback-Leibler divergence between this distribution and the other one.

Link copied to clipboard
open override fun kurtosis(): Double

Returns the kurtosis of the distribution.

Link copied to clipboard
open override fun mad(): Double

Returns the mean absolute deviation (MAD) of the distribution.

Link copied to clipboard
open override fun mean(): Double

Returns the mean of the distribution.

Link copied to clipboard
open override fun median(): SingleRange

Returns the median of the distribution.

Link copied to clipboard
open override fun mgf(): (Int) -> Double

Returns the moment generating function (MGF) of the distribution.

Link copied to clipboard
open override fun mode(): SingleRange

Returns the mode of the distribution.

Link copied to clipboard
open override fun moment(n: Int): Double

Returns the n-th moment of the distribution.

Link copied to clipboard
open override fun pdf(x: Double): SingleRange

Returns the probability density function (PDF) of the distribution.

Link copied to clipboard
open override fun quantile(x: Double): SingleRange

Returns the quantile of the distribution.

Link copied to clipboard
open override fun sample(vararg support: Double): Double

Returns a sample that is exponentially distributed (using the Inverse transform).

open override fun sample(n: Int, vararg support: Double): DoubleArray

Returns n samples that are exponentially distributed.

Link copied to clipboard
open override fun skewness(): Double

Returns the skewness of the distribution.

Link copied to clipboard
open override fun stddev(): Double

Returns the standard deviation of the distribution.

Link copied to clipboard
open override fun toString(): String
Link copied to clipboard
open override fun variance(): Double

Returns the variance of the distribution.