Hi David, 2012/1/2 David Erickson <halcyon1...@gmail.com>: > Hi all- > I'm new to using the Math package but it looks great. I need a couple > distributions that aren't currently included, one as an example is the > Generalized Extreme Value distribution > (http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution). > I've created a new class GeneralizedExtremeValueDistributionImpl that > extends AbstractContinuousDistribution and implements > cumulativeProbability: > > @Override > public double cumulativeProbability(double x) throws MathException { > if (xi != 0) { > return -FastMath.pow(FastMath.E, FastMath.pow(1d+xi*((x - > mu)/sigma), -1/xi)); > } else { > return -FastMath.pow(FastMath.E, FastMath.pow(FastMath.E, > -(x-mu)/sigma)); > } > } > > According to the API I also need to implement getInitialDomain, > getDomainLowerBound, getDomainUpperBound, I looked at the existing > docs and other implementations but I'm still unclear on how these are > used, and what I should be returning, particularly since the existing > implementations primarily check if p is < or > .5 and return a > (frequently) static value. If anyone could help me shed some light on > this I would be very appreciative. Primarily I just need to use the > distribution to generate RandomVariable values. > the methods you are referring to are used to provide an initial bracket to the solver for the computation of the inverse cumulative probability. It can be a very crude initial guess, provided that it indeed brackets the root (the solver will do the rest): hence the static values you are referring to.
Please note that these methods have recently been removed in the latest version (3.0-SNAPSHOT). The implementation of new distributions should now be much more straightforward. Are you adverse to using this version? Best regards, Sébastien > > Thanks, > David > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
