jdistlib

Class Kendall

java.lang.Object

jdistlib.Kendall

public class Kendall
extends Object

Constructor Summary

Constructors

Constructor and Description
Kendall()

Method Summary

Methods

Modifier and Type	Method and Description
static double	cumulative(double x, int n) Cumulative density function of Kendall distribution.
static double	density(double x, int n)
static double	quantile(double p, int x) Quantile search by Cornish-Fisher expansion.
static double	random(int x, QRandomEngine random) Kendall RNG by inversion -- WARNING: Untested

Methods inherited from class java.lang.Object

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

Constructor Detail

Kendall

public Kendall()

Method Detail

density

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

cumulative

public static final double cumulative(double x,
                int n)

Cumulative density function of Kendall distribution.

Kendall statistics: x = round((rho + 1) * n * (n-1) / 4);

Two-sided test: min(1, 2*((q > n*(n-1)/4) ? 1-cumulative(x-1,n) : cumulative(x,n)));

Greater test: 1-cumulative(x-1,n)

Less test: cumulative(x,n)

Parameters:

x -

n -

Returns:

quantile

public static final double quantile(double p,
              int x)

Quantile search by Cornish-Fisher expansion. WARNING: Untested!

Parameters:

p -

x -

Returns:

random

public static final double random(int x,
            QRandomEngine random)

Kendall RNG by inversion -- WARNING: Untested

Parameters:

x -

random -

Returns: