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com.kutsyy.util
Class Pdf

java.lang.Object
  |
  +--com.kutsyy.util.Pdf
public final class Pdf
extends Object

This class has a collection of PDF
Created by Vadim Kutsyy

Author:
Vadim Kutsyy

Constructor Summary
Pdf()
           
 
Method Summary
static double bvnor(double[] x, double[][] cov)
          Pdf of bivariate normal
static double bvnor(double x, double y, double r)
          Pdf of bivariate normal
static double mvnor(double[] x, double[][] sigma)
          Pdf of multuvariate normal
static double nor(double x)
          Pdf of standard normal
static double nor(double x, double mu)
          Pdf of normal
static double nor(double x, double mu, double sd)
          Pdf of normal
static double ntrc(double x, double low)
          Pdf of standard truncated normal
static double ntrc(double x, double low, double high)
          Pdf of truncated normal
static double ntrc(double x, double low, double high, double mu, double sd)
          Pdf of truncated normal
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Constructor Detail

Pdf

public Pdf()
Method Detail

bvnor

public static double bvnor(double[] x,
                           double[][] cov)
Pdf of bivariate normal
Parameters:
x - x={fist dimension, second dimension}
cov - covariance matrix
Returns:
value of pdf

bvnor

public static double bvnor(double x,
                           double y,
                           double r)
Pdf of bivariate normal
Parameters:
x - first dimension
y - second dimension
r - correlation coefficient
Returns:
value of pdf

mvnor

public static double mvnor(double[] x,
                           double[][] sigma)
Pdf of multuvariate normal
Parameters:
x - values
sigma - Description of Parameter
Returns:
value of pdf

nor

public static double nor(double x)
Pdf of standard normal
Parameters:
x - x
Returns:
pdf

nor

public static double nor(double x,
                         double mu)
Pdf of normal
Parameters:
x - x
mu - mean
Returns:
pdf

nor

public static double nor(double x,
                         double mu,
                         double sd)
Pdf of normal
Parameters:
x - x
mu - mean
sd - standart deviation
Returns:
pdf

ntrc

public static double ntrc(double x,
                          double low)
Pdf of standard truncated normal
Parameters:
x - x
low - lower limit of truncation
Returns:
pdf

ntrc

public static double ntrc(double x,
                          double low,
                          double high)
Pdf of truncated normal
Parameters:
x - x
low - lower limit of truncation
high - upper limit of truncation
Returns:
pdf

ntrc

public static double ntrc(double x,
                          double low,
                          double high,
                          double mu,
                          double sd)
Pdf of truncated normal
Parameters:
x - x
low - lower limit of truncation
high - upper limit of truncation
mu - mean
sd - standart deviation
Returns:
pdf
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