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matvec::PoissonDist Class Reference

#include <statdist.h>

Inheritance diagram for matvec::PoissonDist:

matvec::StatDistBase List of all members.

Detailed Description

Poisson statistical distribution.

Definition at line 416 of file statdist.h.

Public Methods

 PoissonDist (const double l)
 PoissonDist (const PoissonDist &u)
void display (void) const
void reset (const double l)
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

double lambda_value
std::string distname

Constructor & Destructor Documentation

matvec::PoissonDist::PoissonDist (  const double    l )  [inline]
 

Definition at line 420 of file statdist.h.

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

00420 {distname="PoissonDist"; reset(l);}

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

Definition at line 421 of file statdist.h.

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

00421                                        :StatDistBase()
00422                     {distname="PoissonDist";reset(u.lambda_value);}

Member Function Documentation

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

Definition at line 1282 of file statdist.cpp.

References lambda_value. 

01284 {
01285    if (l < 0.0) throw exception("PoissonDist::reset(): bad arg, nonnegative expected");
01286    lambda_value = l;
01287 }
01288 
01289 /*!
01290    The random variable <EM>X</EM> has a Poisson distribution if its probability density function (pdf) is defined by
01291 \f[
01292   f(x) = \frac{\lambda^xe^{-\lambda}}{x!}, \quad x = 0,1,2,\ldots,
01293 \f]
01294 */
01295 double PoissonDist::pdf(const long k) const
01296 {
01297    if (k < 0L) throw exception ("PoissonDist::pdf(): out of range");
01298    return std::pow(lambda_value,static_cast<double>(k))/(std::exp(lambda_value)*factrl(k));

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

Implements matvec::StatDistBase.

Definition at line 435 of file statdist.h. 

00435 {return cdf(long(x));}

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

Implements matvec::StatDistBase.

Definition at line 424 of file statdist.h.

References matvec::StatDistBase::distname, and lambda_value. 

00424                                    {std::cout << "\t" << distname << "("
00425                                          << lambda_value << ")\n"; return;}

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

Implements matvec::StatDistBase.

Definition at line 440 of file statdist.h. 

00441                       {std::cerr << " PoissonDist::inv(): not available\n"; return p;}

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

Implements matvec::StatDistBase.

Definition at line 432 of file statdist.h.

References lambda_value. 

00432 {return lambda_value;}

double matvec::PoissonDist::mgf (  const double    t )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 438 of file statdist.h.

References lambda_value. 

00439                                 {return std::exp(lambda_value*(std::exp(t)-1.0));}

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::PoissonDist::parameter (  const int    k,
const double    x
)  [virtual]
 

Implements matvec::StatDistBase.

Definition at line 1338 of file statdist.cpp.

References sample(). 

01338 {
01339    Vector<double> x(n);
01340    sample(x);
01341    return x;
01342 }
01343 
01344 doubleMatrix PoissonDist::sample(unsigned m,unsigned n) const
01345 {
01346    doubleMatrix x(m,n);
01347    sample(x);
01348    return x;
01349 }
01350 
01351 double PoissonDist::parameter(const int k) const

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

Implements matvec::StatDistBase.

Definition at line 1332 of file statdist.cpp.

References lambda_value.

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

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

Definition at line 1276 of file statdist.cpp. 

01276         {
01277       throw exception("BinomialDist::parameter(): bad arg1");
01278    }
01279 }
01280

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

Implements matvec::StatDistBase.

Definition at line 434 of file statdist.h. 

00434 {return pdf(long(x));}

void matvec::PoissonDist::reset (  const double    l ) 
 

Definition at line 1266 of file statdist.cpp.

References matvec::BinomialDist::n_value.

Referenced by PoissonDist(). 

01268                   {
01269       if (x >= 0.0 && x <= 1.0) {
01270          p_value = x;

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

Implements matvec::StatDistBase.

Definition at line 1325 of file statdist.cpp.

References matvec::Matrix< double >::num_cols(), and matvec::Matrix< double >::num_rows(). 

01327 {
01328    int nr = x.num_rows();
01329    int nc = x.num_cols();
01330    double *bot,*top;

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

Implements matvec::StatDistBase.

Definition at line 1318 of file statdist.cpp.

References matvec::Vector< T >::begin(), matvec::Vector< T >::end(), matvec::ignpoi(), and lambda_value. 

01320 {
01321    double *bot = x.begin();
01322    double *top = x.end();
01323    while (bot < top ) *bot++ = static_cast<double>(ignpoi(lambda_value));

double matvec::PoissonDist::sample (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 429 of file statdist.h.

References matvec::ignpoi(), and lambda_value.

Referenced by parameter(). 

00429 {return double(ignpoi(lambda_value));}

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

Implements matvec::StatDistBase.

Definition at line 1307 of file statdist.cpp.

References matvec::gammin(), and lambda_value. 

01307                 {
01308       retval = 1.0 - gammin(lambda_value,k+1);
01309    }
01310    else if (k == 0L) {
01311       retval = std::exp(-lambda_value);
01312    }
01313    else {
01314       retval = 0.0;
01315    }
01316    return retval;

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

Implements matvec::StatDistBase.

Definition at line 1300 of file statdist.cpp. 

01302 {
01303    // ********************************************************
01304    // Pr(X <= k) = sum{Poisson(lambda)), over x=0,1,...k}
01305    // *******************************************************

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

Implements matvec::StatDistBase.

Definition at line 433 of file statdist.h.

References lambda_value. 

00433 {return lambda_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(), matvec::NegativeBinomialDist::display(), matvec::GeometricDist::display(), 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(), matvec::NegativeBinomialDist::NegativeBinomialDist(), matvec::NormalDist::NormalDist(), PoissonDist(), matvec::StatDistBase::StatDistBase(), matvec::tDist::tDist(), and matvec::UniformDist::UniformDist().

double matvec::PoissonDist::lambda_value [protected]
 

Definition at line 418 of file statdist.h.

Referenced by cdf(), display(), mean(), mgf(), parameter(), sample(), and variance().

The documentation for this class was generated from the following files:
Generated on Thu Jun 16 17:14:43 2005 for Matvec by doxygen1.2.16