repicea.stats.distributions

Class TruncatedGaussianDistribution

java.lang.Object

repicea.stats.distributions.StandardGaussianDistribution

repicea.stats.distributions.TruncatedGaussianDistribution

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, Distribution, BoundedDistribution

public class TruncatedGaussianDistribution
extends StandardGaussianDistribution
implements BoundedDistribution

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected class	TruncatedGaussianDistribution.Bound

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

Distribution.Type

Constructor Summary

Constructors

Constructor and Description
TruncatedGaussianDistribution() Constructor 1.
TruncatedGaussianDistribution(Matrix mu, Matrix sigma2) Constructor 2.

Method Summary

Modifier and Type	Method and Description
Matrix	getMean() This method returns the first central moment, i.e.
Matrix	getRandomRealization() This method draws a random realization from the distribution.
Matrix	getVariance() This method returns the second central moment, i.e.
void	setLowerBoundValue(Matrix lowerBoundValue) This method sets the lower bound.
void	setUpperBoundValue(Matrix upperBoundValue) This method sets the lower bound.

Methods inherited from class repicea.stats.distributions.StandardGaussianDistribution

getInstance, getMu, getProbabilityDensity, getSigma2, getStandardDeviation, getType, isMultivariate, isParametric, setMean, setVariance

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

TruncatedGaussianDistribution

public TruncatedGaussianDistribution()

Constructor 1. Truncated standard Gaussian distribution.

TruncatedGaussianDistribution

public TruncatedGaussianDistribution(Matrix mu,
                                     Matrix sigma2)

Constructor 2. Truncated Gaussian distribution with mu different from 0 or sigma2 different from 1.

Parameters:

mu - a Matrix instance

sigma2 - a Matrix instance

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

Overrides:

getMean in class StandardGaussianDistribution

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

Overrides:

getVariance in class StandardGaussianDistribution

Returns:

a Number instance

getRandomRealization

public Matrix getRandomRealization()

Description copied from interface: Distribution

This method draws a random realization from the distribution.

Specified by:

getRandomRealization in interface Distribution

Overrides:

getRandomRealization in class StandardGaussianDistribution

Returns:

the observation in a Matrix instance

setLowerBoundValue

public void setLowerBoundValue(Matrix lowerBoundValue)

Description copied from interface: BoundedDistribution

This method sets the lower bound. To remove the bound, just set it to null which is the default value.

Specified by:

setLowerBoundValue in interface BoundedDistribution

Parameters:

lowerBoundValue - a Matrix instance

setUpperBoundValue

public void setUpperBoundValue(Matrix upperBoundValue)

Description copied from interface: BoundedDistribution

This method sets the lower bound. To remove the bound, just set it to null which is the default value.

Specified by:

setUpperBoundValue in interface BoundedDistribution

Parameters:

upperBoundValue - a Matrix instance