repicea.stats.distributions

Class CenteredGaussianDistribution

java.lang.Object

repicea.stats.distributions.CenteredGaussianDistribution

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, Distribution

public final class CenteredGaussianDistribution
extends java.lang.Object
implements Distribution

The CenteredGaussianDistribution class is designed for dealing with univariate or multivariate error terms in linear and non linear model. It assumes a constant variance that is represented by the variance parameter in the constructor.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface repicea.stats.Distribution

Distribution.Type

Constructor Summary

Constructors

Constructor and Description
CenteredGaussianDistribution(Matrix variance) Constructor for univariate distribution.
CenteredGaussianDistribution(Matrix variance, double correlationParameter, StatisticalUtility.TypeMatrixR type) General constructor.

Method Summary

Modifier and Type	Method and Description
Matrix	getMean() This method returns the first central moment, i.e.
Matrix	getMean(GaussianErrorTermList errorTermList) This method should be used in preference to the getMean() method.
Matrix	getRandomRealization() This method draws a random realization from the distribution.
Matrix	getRandomRealization(GaussianErrorTermList errorTermList)
Distribution.Type	getType() This method returns the type of the distribution.
Matrix	getVariance() This method returns the second central moment, i.e.
Matrix	getVariance(GaussianErrorTermList errorTermList)
boolean	isMultivariate() This method returns true if the GaussianFunction instance is multivariate.
boolean	isParametric() This method returns true if the distribution is parametric or false otherwise.
boolean	isStructured()

Methods inherited from class java.lang.Object

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

Methods inherited from interface repicea.stats.Distribution

isUnivariate

Constructor Detail

CenteredGaussianDistribution

public CenteredGaussianDistribution(Matrix variance,
                                    double correlationParameter,
                                    StatisticalUtility.TypeMatrixR type)

General constructor.

Parameters:

variance - the homogeneous variance

correlationParameter - the correlation parameter in the correlation structure

type - a TypeMatrixR enum

CenteredGaussianDistribution

public CenteredGaussianDistribution(Matrix variance)

Constructor for univariate distribution.

Parameters:

variance - the homogeneous variance

Method Detail

getMean

public Matrix getMean()

Description copied from interface: CentralMomentsGettable

This method returns the first central moment, i.e. the mean vector, of the random variable.

Specified by:

getMean in interface CentralMomentsGettable

Returns:

a Matrix instance

getMean

public Matrix getMean(GaussianErrorTermList errorTermList)

This method should be used in preference to the getMean() method.

Parameters:

errorTermList -

Returns:

a Matrix instance

getVariance

public Matrix getVariance()

Description copied from interface: CentralMomentsGettable

This method returns the second central moment, i.e. the variance-covariance matrix, of the random variable.

Specified by:

getVariance in interface CentralMomentsGettable

Returns:

a Number instance

getVariance

public Matrix getVariance(GaussianErrorTermList errorTermList)

getRandomRealization

public Matrix getRandomRealization()

Description copied from interface: Distribution

This method draws a random realization from the distribution.

Specified by:

getRandomRealization in interface Distribution

Returns:

the observation in a Matrix instance

getRandomRealization

public Matrix getRandomRealization(GaussianErrorTermList errorTermList)

isParametric

public boolean isParametric()

Description copied from interface: Distribution

This method returns true if the distribution is parametric or false otherwise.

Specified by:

isParametric in interface Distribution

Returns:

a boolean

isMultivariate

public boolean isMultivariate()

Description copied from interface: Distribution

This method returns true if the GaussianFunction instance is multivariate.

Specified by:

isMultivariate in interface Distribution

Returns:

a boolean

getType

public Distribution.Type getType()

Description copied from interface: Distribution

This method returns the type of the distribution.

Specified by:

getType in interface Distribution

Returns:

a Type enum

isStructured

public boolean isStructured()