edu.ucla.stat.SOCR.distributions
Class PowerFunctionDistribution

java.lang.Object
  edu.ucla.stat.SOCR.core.SOCRValueSettable
      edu.ucla.stat.SOCR.core.Distribution
          edu.ucla.stat.SOCR.distributions.PowerFunctionDistribution

All Implemented Interfaces:

IValueSettable, Pluginable, java.util.Observer

public class PowerFunctionDistribution
extends Distribution

A Java implementation of the PowerFunction distribution with specified Location, Scale and Shape parameters http://www.mathwave.com/articles/power_function_distribution.html. Formulas according to: http://www.wiley.com/WileyCDA/WileyTitle/productCd-0471371246,descCd-tableOfContents.html

Field Summary

Fields inherited from class edu.ucla.stat.SOCR.core.Distribution

applet, CONTINUOUS, DISCRETE, MAXMGFXVAL, MAXMGFYVAL, MINMGFXVAL, MIXED, name

Constructor Summary

PowerFunctionDistribution()
Default constructor: creates a Power-Function distribution with scale and shape parameters equal to 1

PowerFunctionDistribution(double[] distData)

PowerFunctionDistribution(double a, double b)

PowerFunctionDistribution(float[] distData)

Method Summary

double	getCDF(double x) Compute the cumulative distribution function.
double	getDensity(double x) Define the PowerFunction getDensity function
double	getMaxDensity() Compute the maximum getDensity
double	getMean() Compute the mean in closed form
double	getMode() Compute the Mode in closed form
java.lang.String	getOnlineDescription() This method returns an online description of this distribution.
double	getScale() Get the scale paramter
double	getSD() Compute the variance in closed form
double	getShape() Get the shape parameter
double	getVariance() Compute the variance in closed form
void	initialize() used for some subclass to initialize before being used
void	paramEstimate(double[] distData) overwrites the method in distribution for estimating parameters By assuming that the shape parameter is known, the location and scale parameters could be easily obtained by using the maximum likelihood estimation method.
void	setParameters(double a, double b) Set the parameters, compute the normalizing constant NormalizingConst, and specifies the interval and partition
void	setScale(double b) Sets the Scale parameter
void	setShape(double a) Sets the Shape parameter
void	valueChanged()

Methods inherited from class edu.ucla.stat.SOCR.core.Distribution

addObserver, betaCDF, comb, factorial, findGFRoot, findRoot, gamma, gammaCDF, getDisplayPane, getDomain, getFailureRate, getGFDerivative, getGFSecondDerivative, getInstance, getLocalHelp, getMean, getMedian, getMGF, getMgfDomain, getName, getPGF, getPGFDomain, getQuantile, getSampleMoment, getSOCRDistributionFunctors, getSOCRDistributions, getType, getVariance, inverseCDF, logGamma, perm, sampleMean, sampleVar, setApplet, setDomain, setDomain, setMGFDomain, setMGFDomain, setMGFParameters, setMGFParameters, setMGFParameters, setMGFParameters, setParameters, setPGFDomain, setPGFDomain, setPGFParameters, setPGFParameters, setPGFParameters, setPGFParameters, simulate, update, valueChanged

Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable

createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters

Methods inherited from class java.lang.Object

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

Constructor Detail

PowerFunctionDistribution

public PowerFunctionDistribution()

Default constructor: creates a Power-Function distribution with scale and shape parameters equal to 1

PowerFunctionDistribution

public PowerFunctionDistribution(double a,
                                 double b)

PowerFunctionDistribution

public PowerFunctionDistribution(double[] distData)

PowerFunctionDistribution

public PowerFunctionDistribution(float[] distData)

Method Detail

initialize

public void initialize()

Description copied from class: Distribution

used for some subclass to initialize before being used

Overrides:

initialize in class Distribution

valueChanged

public void valueChanged()

Overrides:

valueChanged in class Distribution

setParameters

public void setParameters(double a,
                          double b)

Set the parameters, compute the normalizing constant NormalizingConst, and specifies the interval and partition

setScale

public void setScale(double b)

Sets the Scale parameter

setShape

public void setShape(double a)

Sets the Shape parameter

getScale

public double getScale()

Get the scale paramter

getShape

public double getShape()

Get the shape parameter

getDensity

public double getDensity(double x)

Define the PowerFunction getDensity function

Specified by:

getDensity in class Distribution

getMaxDensity

public double getMaxDensity()

Compute the maximum getDensity

Overrides:

getMaxDensity in class Distribution

getMean

public double getMean()

Compute the mean in closed form

Overrides:

getMean in class Distribution

getMode

public double getMode()

Compute the Mode in closed form

paramEstimate

public void paramEstimate(double[] distData)

overwrites the method in distribution for estimating parameters By assuming that the shape parameter is known, the location and scale parameters could be easily obtained by using the maximum likelihood estimation method. The estimate of the shape parameter p is an open problem, so far. See this paper for an idea of how to implement a numerical scheme for estimation of the Shape parameter: http://www.jstatsoft.org/v12/i04/v12i04.pdf#search=%22%22exponential%20power%20distribution%22%20estimate%20%22shape%22%22

Overrides:

paramEstimate in class Distribution

getVariance

public double getVariance()

Compute the variance in closed form

Overrides:

getVariance in class Distribution

getSD

public double getSD()

Compute the variance in closed form

Overrides:

getSD in class Distribution

getCDF

public double getCDF(double x)

Compute the cumulative distribution function. The CDF is NOT known in closed form!!!

Overrides:

getCDF in class Distribution

getOnlineDescription

public java.lang.String getOnlineDescription()

This method returns an online description of this distribution.

Overrides:

getOnlineDescription in class Distribution