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matvec::NegativeBinomialDist Class Reference

#include <statdist.h>

Inheritance diagram for matvec::NegativeBinomialDist:

matvec::StatDistBase List of all members.

Detailed Description

NegativeBinomial statistical distribution. For more information see the reference: Robert V. Hogg and Elliot A. Tanis (1983) Probability and Statistical Inference (2nd Ed) pp 80-84

See also:
BinomialDist

Definition at line 487 of file statdist.h.

Public Methods

 NegativeBinomialDist (const long n, const double p)
 NegativeBinomialDist (const NegativeBinomialDist &u)
void display (void) const
void reset (const long n, const double p)
void sample (Vector< double > &x) const
void sample (doubleMatrix &x) const
double sample (void) const
Vector< double > sample (unsigned n) const
doubleMatrix sample (unsigned m, unsigned n) const
double mean (void) const
double variance (void) const
double pdf (const double x) const
double cdf (const double x) const
double pdf (const long k) const
double cdf (const long k) const
double mgf (const double t) const
double inv (const double p) const
double parameter (const int k) const
void parameter (const int k, const double x)
virtual const std::string name (void) const
virtual double nonct (const double cv, const double p)

Protected Attributes

long n_value
double p_value
std::string distname

Constructor & Destructor Documentation

matvec::NegativeBinomialDist::NegativeBinomialDist (  const long    n,
const double    p
)  [inline]
 

Definition at line 492 of file statdist.h.

References matvec::StatDistBase::distname, and reset(). 

00493                  {distname="NegativeBinomialDist";reset(n,p);}

matvec::NegativeBinomialDist::NegativeBinomialDist (  const NegativeBinomialDist &    u )  [inline]
 

Definition at line 494 of file statdist.h.

References matvec::StatDistBase::distname, and reset(). 

00494                                                          :StatDistBase()
00495                       {distname="NegativeBinomialDist";
00496                        reset(u.n_value,u.p_value);}

Member Function Documentation

double matvec::NegativeBinomialDist::cdf (  const long    k )  const
 

Pr(X <= k) = sum{NegativeBinomial(n,p)), over x=0,1,...k}

Definition at line 1460 of file statdist.cpp. 

01465               {x+n-1)!}{x!(n-1)!}p^n(1-p)^x, \quad x = 0,1,2,\ldots,

double matvec::NegativeBinomialDist::cdf (  const double    x )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 510 of file statdist.h. 

00510 {return cdf(long(x));}

void matvec::NegativeBinomialDist::display (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 498 of file statdist.h.

References matvec::StatDistBase::distname, n_value, and p_value. 

00498                                    {std::cout << "\t" << distname << "(" << n_value
00499                                          << "," << p_value << ")\n"; return;}

double matvec::NegativeBinomialDist::inv (  const double    p )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 514 of file statdist.h. 

00515                {std::cerr << " NegativeBinomialDist::inv(): not available\n"; return p;}

double matvec::NegativeBinomialDist::mean (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 506 of file statdist.h.

References n_value, and p_value. 

00506 {return (1.0-p_value)*double(n_value)/p_value;}

double matvec::NegativeBinomialDist::mgf (  const double    t )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1467 of file statdist.cpp.

References matvec::gammln(). 

01469 {
01470    if (k < 0L) throw exception("NegativeBinomialDist::pdf(): arg must be non-negative");
01471    double double_n = static_cast<double>(n_value);
01472    double double_k = static_cast<double>(k);
01473    double retval = gammln(double_n + double_k) - gammln(double_n)

virtual const std::string matvec::StatDistBase::name (  void    )  const [inline, virtual, inherited]
 

Definition at line 45 of file statdistbase.h.

References matvec::StatDistBase::distname. 

00045 {return distname;}

virtual double matvec::StatDistBase::nonct (  const double    cv,
const double    p
)  [inline, virtual, inherited]
 

Definition at line 58 of file statdistbase.h. 

00058 {std::cerr << "error\n"; return 0.0;}

void matvec::NegativeBinomialDist::parameter (  const int    k,
const double    x
)  [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1534 of file statdist.cpp.

References sample(). 

01536 {
01537    doubleMatrix x(m,n);
01538    sample(x);
01539    return x;
01540 }
01541 
01542 double NegativeBinomialDist::parameter(const int k) const
01543 {
01544    double retval =  0.0;
01545    if (k==1) {
01546       retval = static_cast<double>(n_value);
01547    }
01548    else if (k==2) {
01549       retval = p_value;
01550    }
01551    else {
01552       throw exception("NegativeBinomialDist::parameter(): bad arg, 1 or 2 expected");
01553    }
01554    return retval;
01555 }

double matvec::NegativeBinomialDist::parameter (  const int    k )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1519 of file statdist.cpp. 

01522                                  {
01523       bot = x[i];  top = &bot[nc];
01524       while (bot < top ) *bot++ = sample();
01525    }
01526 }
01527 
01528 Vector<double> NegativeBinomialDist::sample(unsigned n) const
01529 {
01530    Vector<double> x(n);
01531    sample(x);
01532    return x;

double matvec::NegativeBinomialDist::pdf (  const long    k )  const
 

The random variable X has a negative binomial distribution if its probability density function (pdf) is defined by

Definition at line 1445 of file statdist.cpp. 

01448 {
01449    if (k != 1) throw exception("GeometricDist::parameter(): bad arg1");
01450    if (x <= 0.0 || x >= 1.0) throw exception("GeometricDist::parameter(): bad arg2");
01451    p_value = x;
01452 }
01453 
01454 ///////////////////  NegativeBinomialDist class //////////////////////
01455 void NegativeBinomialDist::reset(const long n,const double p)

double matvec::NegativeBinomialDist::pdf (  const double    x )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 509 of file statdist.h. 

00509 {return pdf(long(x));}

void matvec::NegativeBinomialDist::reset (  const long    n,
const double    p
) 
 

Definition at line 1434 of file statdist.cpp.

References sample().

Referenced by NegativeBinomialDist(). 

01435 {
01436    doubleMatrix x(m,n);
01437    sample(x);
01438    return x;
01439 }

doubleMatrix matvec::NegativeBinomialDist::sample (  unsigned    m,
unsigned    n
)  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1512 of file statdist.cpp. 

01517 {

Vector< double > matvec::NegativeBinomialDist::sample (  unsigned    n )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1505 of file statdist.cpp. 

01509 {
01510    double tmp = std::log(1.0-p_value);

double matvec::NegativeBinomialDist::sample (  void    )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1475 of file statdist.cpp.

References p_value.

Referenced by parameter(), and reset(). 

01481                     {NegativeBinomial(n,p)), over x=0,1,...k}
01482  */
01483 double NegativeBinomialDist::cdf(const long k) const

void matvec::NegativeBinomialDist::sample (  doubleMatrix &    x )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1493 of file statdist.cpp.

References n_value, and p_value. 

01499 {
01500    double x = 0.0;
01501    double tmp = std::log(1.0-p_value);
01502    for (long i=0; i<n_value; i++) {
01503       x += std::floor(std::log(ranf())/tmp);   // x = sum{(GD~Geometric(p)) over k=1..r}

void matvec::NegativeBinomialDist::sample (  Vector< double > &    x )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1485 of file statdist.cpp. 

01491 {

double matvec::NegativeBinomialDist::variance (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 507 of file statdist.h.

References n_value, and p_value. 

00508                     {return (1.0-p_value)*double(n_value)/(p_value*p_value);}

Member Data Documentation

std::string matvec::StatDistBase::distname [protected, inherited]
 

Definition at line 39 of file statdistbase.h.

Referenced by matvec::BetaDist::BetaDist(), matvec::BinomialDist::BinomialDist(), matvec::ChiSquareDist::ChiSquareDist(), matvec::DiscreteUniformDist::DiscreteUniformDist(), display(), matvec::GeometricDist::display(), matvec::PoissonDist::display(), matvec::BinomialDist::display(), matvec::DiscreteUniformDist::display(), matvec::BetaDist::display(), matvec::ExponentialDist::display(), matvec::GammaDist::display(), matvec::FDist::display(), matvec::tDist::display(), matvec::ChiSquareDist::display(), matvec::LogNormalDist::display(), matvec::NormalDist::display(), matvec::UniformDist::display(), matvec::ExponentialDist::ExponentialDist(), matvec::FDist::FDist(), matvec::GammaDist::GammaDist(), matvec::GeometricDist::GeometricDist(), matvec::LogNormalDist::LogNormalDist(), matvec::StatDistBase::name(), NegativeBinomialDist(), matvec::NormalDist::NormalDist(), matvec::PoissonDist::PoissonDist(), matvec::StatDistBase::StatDistBase(), matvec::tDist::tDist(), and matvec::UniformDist::UniformDist().

long matvec::NegativeBinomialDist::n_value [protected]
 

Definition at line 489 of file statdist.h.

Referenced by display(), mean(), sample(), and variance().

double matvec::NegativeBinomialDist::p_value [protected]
 

Definition at line 490 of file statdist.h.

Referenced by display(), mean(), sample(), and variance().

The documentation for this class was generated from the following files:
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