Uses of Class
org.drip.measure.gamma.R1ShapeScaleDistribution
Package | Description |
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org.drip.measure.chisquare |
Chi-Square Distribution Implementation/Properties
|
org.drip.measure.gamma |
R1 Gamma Distribution Implementation/Properties
|
org.drip.measure.transform |
Expressing one Measure Using Another
|
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Uses of R1ShapeScaleDistribution in org.drip.measure.chisquare
Methods in org.drip.measure.chisquare that return R1ShapeScaleDistribution Modifier and Type Method Description R1ShapeScaleDistribution
R1Central. gammaDistribution(double scale)
Generate a Gamma-distribution off of the Scaled Chi-Square Distribution -
Uses of R1ShapeScaleDistribution in org.drip.measure.gamma
Subclasses of R1ShapeScaleDistribution in org.drip.measure.gamma Modifier and Type Class Description class
ErlangDistribution
ErlangDistribution implements the Shape and Scale Parameterization of the R1 Erlang Distribution.class
R1ShapeScaleDiscrete
R1ShapeScaleDiscrete generates Discrete Variables that are Derivatives of the R1 Gamma Distribution.Methods in org.drip.measure.gamma that return R1ShapeScaleDistribution Modifier and Type Method Description R1ShapeScaleDistribution
R1ShapeScaleDistribution. scale(double scaleFactor)
Generate a Scaled Gamma Distributionstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. ShapeRate(double shapeParameter, double rateParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Construct a Gamma Distribution from Shape and Rate Parametersstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. ShapeSummation(double[] shapeParameterArray, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Shape Summation Based ShapeScaleDistributionstatic R1ShapeScaleDistribution
R1ShapeScaleDistribution. Standard(double shapeParameter, double scaleParameter, R1ToR1 gammaEstimator, R1ToR1 digammaEstimator, R2ToR1 lowerIncompleteGammaEstimator)
Construct the Standard R1ShapeScaleDistribution InstanceMethods in org.drip.measure.gamma with parameters of type R1ShapeScaleDistribution Modifier and Type Method Description static double
R1ShapeScaleComposite. KullbackLieblerDivergence(R1ShapeScaleDistribution gammaDistribution1, R1ShapeScaleDistribution gammaDistribution2)
Compute the Kullback-Liebler Divergence for the Gamma Distribution Pair -
Uses of R1ShapeScaleDistribution in org.drip.measure.transform
Subclasses of R1ShapeScaleDistribution in org.drip.measure.transform Modifier and Type Class Description class
R1GammaToExponential
R1GammaToExponential implements the R1 Exponential Distribution in Terms of the R1 Gamma Distribution.class
R1GammaToMaxwellBoltzmannSquared
R1GammaToMaxwellBoltzmannSquared implements the Maxwell-Boltzmann Squared Distribution using the R1 Gamma Distribution.Methods in org.drip.measure.transform that return R1ShapeScaleDistribution Modifier and Type Method Description R1ShapeScaleDistribution
R1GammaToExponential. iidDistribution(int n)
Construct a Gamma Distribution Based of n i.i.d.