jdistlib

Class Spearman

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Spearman

public class Spearman
extends jdistlib.generic.GenericDistribution

Field Summary

Fields

Modifier and Type	Field and Description
protected int	n

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor and Description
Spearman(int n)

Method Summary

Modifier and Type	Method and Description
static double	cumulative_as89(double is, int n, boolean lower_tail) Spearman cumulative distribution.
static double	cumulative_t(double is, int n, boolean lower_tail) Spearman cumulative distribution function, approximation using T (df=n-2)
double	cumulative(double p, boolean lower_tail, boolean log_p)
static double	cumulative(double is, int n, boolean lower_tail) Spearman exact cumulative distribution function for n <= 22.
double	density(double x, boolean log) Density.
static double	density(double is, int n) Density.
static void	main(String[] args)
double	quantile(double q, boolean lower_tail, boolean log_p) Uses numerical optimization to get approximate value, then followed by manual search.
static double	quantile(double q, int n, boolean lower_tail, boolean log_p) Uses bisection.
double	random() Inverse CDF lookup
static double[]	random(int count, int n, jdistlib.rng.RandomEngine random)
static double	random(int n, jdistlib.rng.RandomEngine random) Inverse CDF lookup

Methods inherited from class jdistlib.generic.GenericDistribution

cumulative_hazard, cumulative_hazard, cumulative, cumulative, cumulative, density, density, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, random, random, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

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

Field Detail

n

protected int n

Constructor Detail

Spearman

public Spearman(int n)

Method Detail

cumulative

public static final double cumulative(double is,
                                      int n,
                                      boolean lower_tail)

Spearman exact cumulative distribution function for n <= 22. For n > 22, cumulative_as89 is invoked. Taken from pspearman package.

Parameters:

is -

n -

lower_tail -

Returns:

CDF

cumulative_as89

public static final double cumulative_as89(double is,
                                           int n,
                                           boolean lower_tail)

Spearman cumulative distribution. (taken from src/library/stats/src/prho.c) Algorithm AS89 -- actually an approximation

Parameters:

is -

n -

lower_tail -

Returns:

CDF

cumulative_t

public static final double cumulative_t(double is,
                                        int n,
                                        boolean lower_tail)

Spearman cumulative distribution function, approximation using T (df=n-2)

Parameters:

is -

n -

lower_tail -

Returns:

CDF

density

public static final double density(double is,
                                   int n)

Density. Minimally tested! Implemented as a differential, i.e. (f(x+h) - f(x)) / h

Parameters:

is -

n -

Returns:

density value

quantile

public static final double quantile(double q,
                                    int n,
                                    boolean lower_tail,
                                    boolean log_p)

Uses bisection.

Parameters:

q -

n -

lower_tail -

log_p -

Returns:

quantile value

random

public static final double random(int n,
                                  jdistlib.rng.RandomEngine random)

Inverse CDF lookup

Parameters:

n -

random -

Returns:

random variate

random

public static final double[] random(int count,
                                    int n,
                                    jdistlib.rng.RandomEngine random)

density

public double density(double x,
                      boolean log)

Density. Minimally tested!

Specified by:

density in class jdistlib.generic.GenericDistribution

Parameters:

x -

log - set true for log

Returns:

density value

cumulative

public double cumulative(double p,
                         boolean lower_tail,
                         boolean log_p)

Specified by:

cumulative in class jdistlib.generic.GenericDistribution

quantile

public double quantile(double q,
                       boolean lower_tail,
                       boolean log_p)

Uses numerical optimization to get approximate value, then followed by manual search.

Specified by:

quantile in class jdistlib.generic.GenericDistribution

Parameters:

q -

lower_tail -

log_p - Whether q is in log value

Returns:

quantile value

random

public double random()

Inverse CDF lookup

Specified by:

random in class jdistlib.generic.GenericDistribution

Returns:

random variate

main

public static final void main(String[] args)