com.itemanalysis.psychometrics.distribution

Class BivariateNormalDistributionImpl

java.lang.Object

com.itemanalysis.psychometrics.distribution.BivariateNormalDistributionImpl

public final class BivariateNormalDistributionImpl
extends java.lang.Object

Computes probabilities from the Bivariate normal distribution function (i.e. bivariate normal CDF) Adpated from http://vadim.kutsyy.com/

Constructor Summary

Constructors

Constructor and Description
BivariateNormalDistributionImpl()

Method Summary

Modifier and Type	Method and Description
double	cumulativeProbability(double[] lower, double[] upper, double rho) A function for computing bivariate normal probabilities.
double	cumulativeProbability(double[] lower, double[] upper, double[][] sigma) A function for computing bivariate normal probabilities.
double	cumulativeProbability(double[] lower, double[] upper, int[] infin, double cor) A function for computing bivariate normal probabilities.
double	cumulativeProbability(double sh, double sk, double r) A function for computing bivariate normal probabilities.

Methods inherited from class java.lang.Object

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

Constructor Detail

BivariateNormalDistributionImpl

public BivariateNormalDistributionImpl()

Method Detail

cumulativeProbability

public double cumulativeProbability(double[] lower,
                                    double[] upper,
                                    double[][] sigma)

A function for computing bivariate normal probabilities.

Parameters:

lower - lower limits of integrations

upper - upper limits of integration

sigma - covariance matrix

Returns:

probability

cumulativeProbability

public double cumulativeProbability(double[] lower,
                                    double[] upper,
                                    int[] infin,
                                    double cor)

A function for computing bivariate normal probabilities.

Parameters:

lower - lower limits of integrations

upper - upper limits of integration

infin - integration limits, provided in order to work with Mvndstpack

cor - correlation coeffitient

Returns:

probability

cumulativeProbability

public double cumulativeProbability(double[] lower,
                                    double[] upper,
                                    double rho)

A function for computing bivariate normal probabilities.

Parameters:

lower - lower limit of integration

upper - upper limit of integration

rho - correlation coeffitient

Returns:

probability

cumulativeProbability

public double cumulativeProbability(double sh,
                                    double sk,
                                    double r)

A function for computing bivariate normal probabilities.
Based on algorithms by
Yihong Ge, Department of Computer Science and Electrical Engineering, Washington State University, Pullman, WA 99164-2752
and
Alan Genz http://www.sci.wsu.edu/math/faculty/genz/homepage
Department of Mathematics, Washington State University, Pullman, WA 99164-3113, Email : alangenz@wsu.edu

Parameters:

sh - integration limit

sk - integration limit

r - correlation coefficient

Returns:

result