KStat/com.github.polyrocketmatt.kstat.distributions/ContinuousDistribution

ContinuousDistribution

abstract class ContinuousDistribution(seed: Int) : Distribution

Inheritors

Constructors

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constructor(seed: Int)

Functions

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abstract fun cdf(x: Double): IRange

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

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abstract fun entropy(type: Distribution.EntropyType): Double

Returns the entropy of the distribution.

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abstract fun fisherInformation(n: Int = 0): DoubleArray

Returns the Fisher information of the distribution.

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fun getSeed(): Int

Returns the seed used to generate the distribution.

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fun isContinuous(): Boolean

Returns true if the distribution is continuous.

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fun isDiscrete(): Boolean

Returns true if the distribution is discrete.

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abstract fun klDivergence(other: ContinuousDistribution): Double

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

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abstract fun kurtosis(): Double

Returns the kurtosis of the distribution.

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abstract fun mad(): Double

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

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abstract fun mean(): Double

Returns the mean of the distribution.

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abstract fun median(): IRange

Returns the median of the distribution.

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abstract fun mgf(): (Int) -> Double

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

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abstract fun mode(): IRange

Returns the mode of the distribution.

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abstract fun moment(n: Int): Double

Returns the n-th moment of the distribution.

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abstract fun pdf(x: Double): IRange

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

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abstract fun quantile(x: Double): IRange

Returns the quantile of the distribution.

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abstract fun sample(vararg support: Double): Double

Returns a random sample from the distribution.

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

Returns count random samples from the distribution.

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abstract fun skewness(): Double

Returns the skewness of the distribution.

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abstract fun stddev(): Double

Returns the standard deviation of the distribution.

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abstract fun variance(): Double

Returns the variance of the distribution.