ikr.simlib.distributions.continuous.transform

Class TransformedDistribution

java.lang.Object

ikr.simlib.distributions.Distribution

ikr.simlib.distributions.continuous.ContinuousDistribution

ikr.simlib.distributions.continuous.transform.TransformedDistribution

All Implemented Interfaces:

ReflectionConstructable, ReflectionConstructable3<SimNode,Parameters,RandomNumberGenerator>

public class TransformedDistribution
extends ContinuousDistribution

Linear Transformed Continuous Distribution

Meaning:	Distribution of a random variable \(T\), that results from a linear transformation \(T = aZ + b\) of the random variable \(Z\) with a given continuous distribution ("base distribution").
Parameters:	base distribution with PDF \(g(t)\) and DF \(G(t)\) factor \(a \neq 0\) offset \(b\)
PDF:	\(P(T=t) = f(t) = g(\frac{t-b}{a})\)
DF:	\(P(T \le t) = F(t) = G(\frac{t-b}{a})\)
Expected value:	\(E[T] = a \cdot E[Z] +b\)
Variance:	\(VAR[T]= a^2 \cdot VAR[Z]\)
Coefficient of variation:	\(c_T = \frac{1}{\frac{1}{c_z} + \frac{b}{a \sqrt{VAR[Z]}}}\)
Parser example:	[...].Distribution = TransformedDistribution [...].Distribution.BaseDist = NegExp [...].Distribution.BaseDist.Mean = 2.5 [...].Distribution.Factor = 2.0 # optional, default = 1 [...].Distribution.Offset = 10.0 # optional, default = 0

Field Summary

Fields

Modifier and Type	Field and Description
ContinuousDistribution	baseDist
double	factor
double	offset

Fields inherited from class ikr.simlib.distributions.Distribution

rng

Fields inherited from interface ikr.simlib.parameters.reflection.ReflectionConstructable

CREATE_INSTANCE_METHOD_NAME

Constructor Summary

Constructors

Constructor and Description
TransformedDistribution(ContinuousDistribution baseDist)
TransformedDistribution(ContinuousDistribution baseDist, double offset)
TransformedDistribution(ContinuousDistribution baseDist, double offset, double factor)

Method Summary

Methods

Modifier and Type	Method and Description
static TransformedDistribution	createInstance(SimNode ownNode, Parameters pars, RandomNumberGenerator rng) as required by ReflectionConstructable
double	next() Create random numbers

Methods inherited from class ikr.simlib.distributions.Distribution

getDefaultRNG, getRandomNumberGenerator, reset

Methods inherited from class java.lang.Object

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

Field Detail

baseDist

public final ContinuousDistribution baseDist

offset

public final double offset

factor

public final double factor

Constructor Detail

TransformedDistribution

public TransformedDistribution(ContinuousDistribution baseDist,
                       double offset,
                       double factor)

TransformedDistribution

public TransformedDistribution(ContinuousDistribution baseDist,
                       double offset)

TransformedDistribution

public TransformedDistribution(ContinuousDistribution baseDist)

Method Detail

createInstance

public static TransformedDistribution createInstance(SimNode ownNode,
                                     Parameters pars,
                                     RandomNumberGenerator rng)

as required by ReflectionConstructable

next

public double next()

Description copied from class: ContinuousDistribution

Create random numbers

Specified by:

next in class ContinuousDistribution