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.
Thanks,
David
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