repicea.stats.estimates

Class TruncatedGaussianEstimate

java.lang.Object

repicea.stats.RandomVariable<D>

repicea.stats.estimates.Estimate<TruncatedGaussianDistribution>

repicea.stats.estimates.TruncatedGaussianEstimate

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, BoundedDistribution

public class TruncatedGaussianEstimate
extends Estimate<TruncatedGaussianDistribution>
implements BoundedDistribution

The TruncatedGaussianEstimate class allows to generate random deviates from a truncated Gaussian distribution. The bound of the distribution can set through the setLowerBound and setUpperBound methods.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class repicea.stats.estimates.Estimate

Estimate.EstimatorType

Field Summary

Fields inherited from class repicea.stats.estimates.Estimate

estimatorType, rowIndex

Constructor Summary

Constructors

Constructor and Description
TruncatedGaussianEstimate() Basic constructor with mu set to 0 and sigma2 set to 1.
TruncatedGaussianEstimate(Matrix mu, Matrix sigma2) Constructor 2 with user specified mu and sigma2.

Method Summary

Modifier and Type	Method and Description
ConfidenceInterval	getConfidenceIntervalBounds(double oneMinusAlpha) This method returns the probability of getting a lower valueand upper bound of a confidence intervals at probability level 1 - alpha
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.estimates.Estimate

getDifferenceEstimate, getEstimatorType, getProductEstimate, getProductEstimate, getProductOfManyEstimates, getRandomDeviate, getRowIndex, getSumEstimate, isMergeableEstimate, setRowIndex

Methods inherited from class repicea.stats.RandomVariable

getDistribution, getMean, getVariance

Methods inherited from class java.lang.Object

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

Constructor Detail

TruncatedGaussianEstimate

public TruncatedGaussianEstimate()

Basic constructor with mu set to 0 and sigma2 set to 1.

TruncatedGaussianEstimate

public TruncatedGaussianEstimate(Matrix mu,
                                 Matrix sigma2)

Constructor 2 with user specified mu and sigma2.

Parameters:

mu - a Matrix instance

sigma2 - a Matrix instance

Method Detail

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

getConfidenceIntervalBounds

public ConfidenceInterval getConfidenceIntervalBounds(double oneMinusAlpha)

Description copied from class: Estimate

This method returns the probability of getting a lower valueand upper bound of a confidence intervals at probability level 1 - alpha

Specified by:

getConfidenceIntervalBounds in class Estimate<TruncatedGaussianDistribution>

Parameters:

oneMinusAlpha - is 1 minus the probability of Type I error

Returns:

a ConfidenceInterval instance