dev.nm.stat.evt.evd.bivariate

Class AbstractBivariateEVD

java.lang.Object

dev.nm.stat.distribution.multivariate.AbstractBivariateProbabilityDistribution

dev.nm.stat.evt.evd.bivariate.AbstractBivariateEVD

All Implemented Interfaces:

BivariateProbabilityDistribution, MultivariateProbabilityDistribution, BivariateEVD, RandomVectorGenerator, Seedable

Direct Known Subclasses:

BivariateEVDAsymmetricLogistic, BivariateEVDAsymmetricMixed, BivariateEVDAsymmetricNegativeLogistic, BivariateEVDBilogistic, BivariateEVDColesTawn, BivariateEVDHuslerReiss, BivariateEVDLogistic, BivariateEVDNegativeBilogistic, BivariateEVDNegativeLogistic

public abstract class AbstractBivariateEVD
extends AbstractBivariateProbabilityDistribution
implements BivariateEVD

Constructor Summary

Constructors

Constructor and Description
AbstractBivariateEVD()

Method Summary

Modifier and Type	Method and Description
Matrix	covariance() Gets the covariance matrix of this distribution.
double	entropy() Gets the entropy of this distribution.
Vector	mean() Gets the mean of this distribution.
Vector	mode() Gets the mode of this distribution.
double	moment(Vector t) The moment generating function is the expected value of \(e^{tX}\).

Methods inherited from class dev.nm.stat.distribution.multivariate.AbstractBivariateProbabilityDistribution

cdf, density

Methods inherited from class java.lang.Object

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

Methods inherited from interface dev.nm.stat.evt.evd.bivariate.BivariateEVD

conditionalCopula, dependence, spectralDensity

Methods inherited from interface dev.nm.stat.distribution.multivariate.BivariateProbabilityDistribution

cdf, density

Methods inherited from interface dev.nm.stat.distribution.multivariate.MultivariateProbabilityDistribution

cdf, density

Methods inherited from interface dev.nm.stat.random.rng.multivariate.RandomVectorGenerator

nextVector

Methods inherited from interface dev.nm.stat.random.Seedable

seed

Constructor Detail

AbstractBivariateEVD

public AbstractBivariateEVD()

Method Detail

mean

public Vector mean()

Description copied from interface: MultivariateProbabilityDistribution

Gets the mean of this distribution.

Specified by:

mean in interface MultivariateProbabilityDistribution

Returns:

the mean

mode

public Vector mode()

Description copied from interface: MultivariateProbabilityDistribution

Gets the mode of this distribution.

Specified by:

mode in interface MultivariateProbabilityDistribution

Returns:

the mean

covariance

public Matrix covariance()

Description copied from interface: MultivariateProbabilityDistribution

Gets the covariance matrix of this distribution.

Specified by:

covariance in interface MultivariateProbabilityDistribution

Returns:

the covariance

entropy

public double entropy()

Description copied from interface: MultivariateProbabilityDistribution

Gets the entropy of this distribution.

Specified by:

entropy in interface MultivariateProbabilityDistribution

Returns:

the entropy

See Also:

Wikipedia: Entropy (information theory)

moment

public double moment(Vector t)

Description copied from interface: MultivariateProbabilityDistribution

The moment generating function is the expected value of \(e^{tX}\). That is, \[ E(e^{tX}) \] This may not always exist.

Specified by:

moment in interface MultivariateProbabilityDistribution

Parameters:

t - t

Returns:

E(exp(tX))

See Also:

Wikipedia: Moment-generating function