## org.apache.commons.math.distribution
Class PoissonDistributionImpl

    java.lang.Object
      org.apache.commons.math.distribution.AbstractDistribution
          org.apache.commons.math.distribution.AbstractIntegerDistribution
              org.apache.commons.math.distribution.PoissonDistributionImpl

All Implemented Interfaces:
  Serializable, DiscreteDistribution, Distribution, IntegerDistribution, PoissonDistribution

    public class PoissonDistributionImpl

extends AbstractIntegerDistribution
implements PoissonDistribution, Serializable

Implementation for the `PoissonDistribution`.

Version:
  $Revision: 1054524 $ $Date: 2011-01-03 05:59:18 +0100 (lun. 03 janv. 2011) $
See Also:
  Serialized Form

Field Summary
`static double` `DEFAULT_EPSILON` Default convergence criterion.
`static int` `DEFAULT_MAX_ITERATIONS` Default maximum number of iterations for cumulative probability calculations.
`private double` `epsilon` Convergence criterion for cumulative probability.
`private int` `maxIterations` Maximum number of iterations for cumulative probability.
`private double` `mean` Holds the Poisson mean for the distribution.
`private NormalDistribution` `normal` Distribution used to compute normal approximation.
`private static long` `serialVersionUID` Serializable version identifier

Fields inherited from class org.apache.commons.math.distribution.AbstractIntegerDistribution
`randomData`

Constructor Summary
`PoissonDistributionImpl(double p)` Create a new Poisson distribution with the given the mean.
`PoissonDistributionImpl(double p, double epsilon)` Create a new Poisson distribution with the given mean and convergence criterion.
`PoissonDistributionImpl(double p, double epsilon, int maxIterations)` Create a new Poisson distribution with the given mean, convergence criterion and maximum number of iterations.
`PoissonDistributionImpl(double p, int maxIterations)` Create a new Poisson distribution with the given mean and maximum number of iterations.
`PoissonDistributionImpl(double p, NormalDistribution z)` Deprecated. as of 2.1 (to avoid possibly inconsistent state, the "NormalDistribution" will be instantiated internally)

Method Summary
`double` `cumulativeProbability(int x)` The probability distribution function P(X <= x) for a Poisson distribution.
`protected int` `getDomainLowerBound(double p)` Access the domain value lower bound, based on `p`, used to bracket a CDF root.
`protected int` `getDomainUpperBound(double p)` Access the domain value upper bound, based on `p`, used to bracket a CDF root.
`double` `getMean()` Get the Poisson mean for the distribution.
`double` `getNumericalVariance()` Returns the variance of the distribution.
`int` `getSupportLowerBound()` Returns the lower bound of the support for the distribution.
`int` `getSupportUpperBound()` Returns the upper bound of the support for the distribution.
`double` `normalApproximateProbability(int x)` Calculates the Poisson distribution function using a normal approximation.
`double` `probability(int x)` The probability mass function P(X = x) for a Poisson distribution.
`int` `sample()` Generates a random value sampled from this distribution.
`void` `setMean(double p)` Deprecated. as of 2.1 (class will become immutable in 3.0)
`void` `setNormal(NormalDistribution value)` Deprecated. as of 2.1 (class will become immutable in 3.0)
`private void` `setNormalAndMeanInternal(NormalDistribution z, double p)` Set the Poisson mean for the distribution.

Methods inherited from class org.apache.commons.math.distribution.AbstractIntegerDistribution
`cumulativeProbability, cumulativeProbability, cumulativeProbability, inverseCumulativeProbability, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive, probability, reseedRandomGenerator, sample`

Methods inherited from class java.lang.Object
`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Methods inherited from interface org.apache.commons.math.distribution.IntegerDistribution
`cumulativeProbability, inverseCumulativeProbability`

Methods inherited from interface org.apache.commons.math.distribution.DiscreteDistribution
`probability`

Methods inherited from interface org.apache.commons.math.distribution.Distribution
`cumulativeProbability, cumulativeProbability`

Field Detail

### DEFAULT_MAX_ITERATIONS

    public static final int DEFAULT_MAX_ITERATIONS

  Default maximum number of iterations for cumulative probability calculations.

  Since:
    2.1
  See Also:
    Constant Field Values

### DEFAULT_EPSILON

    public static final double DEFAULT_EPSILON

  Default convergence criterion.

  Since:
    2.1
  See Also:
    Constant Field Values

### serialVersionUID

    private static final long serialVersionUID

  Serializable version identifier

  See Also:
    Constant Field Values

### normal

    private NormalDistribution normal

  Distribution used to compute normal approximation.

### mean

    private double mean

  Holds the Poisson mean for the distribution.

### maxIterations

    private int maxIterations

  Maximum number of iterations for cumulative probability. Cumulative probabilities are estimated using either Lanczos series approximation of Gamma#regularizedGammaP or continued fraction approximation of Gamma#regularizedGammaQ.

### epsilon

    private double epsilon

  Convergence criterion for cumulative probability.

Constructor Detail

### PoissonDistributionImpl

    public PoissonDistributionImpl(double p)

  Create a new Poisson distribution with the given the mean. The mean value must be positive; otherwise an `IllegalArgument` is thrown.

  Parameters:
    `p` - the Poisson mean
  Throws:
    `IllegalArgumentException` - if p ≤ 0

### PoissonDistributionImpl

    public PoissonDistributionImpl(double p,
                                   double epsilon,
                                   int maxIterations)

  Create a new Poisson distribution with the given mean, convergence criterion and maximum number of iterations.

  Parameters:
    `p` - the Poisson mean
    `epsilon` - the convergence criteria for cumulative probabilites
    `maxIterations` - the maximum number of iterations for cumulative probabilites
  Since:
    2.1

### PoissonDistributionImpl

    public PoissonDistributionImpl(double p,
                                   double epsilon)

  Create a new Poisson distribution with the given mean and convergence criterion.

  Parameters:
    `p` - the Poisson mean
    `epsilon` - the convergence criteria for cumulative probabilites
  Since:
    2.1

### PoissonDistributionImpl

    public PoissonDistributionImpl(double p,
                                   int maxIterations)

  Create a new Poisson distribution with the given mean and maximum number of iterations.

  Parameters:
    `p` - the Poisson mean
    `maxIterations` - the maximum number of iterations for cumulative probabilites
  Since:
    2.1

### PoissonDistributionImpl

    @Deprecated
    public PoissonDistributionImpl(double p,
                                              NormalDistribution z)

  Deprecated. as of 2.1 (to avoid possibly inconsistent state, the "NormalDistribution" will be instantiated internally)

  Create a new Poisson distribution with the given the mean. The mean value must be positive; otherwise an `IllegalArgument` is thrown.

  Parameters:
    `p` - the Poisson mean
    `z` - a normal distribution used to compute normal approximations.
  Throws:
    `IllegalArgumentException` - if p ≤ 0
  Since:
    1.2

Method Detail

### getMean

    public double getMean()

  Get the Poisson mean for the distribution.

  Specified by:
    `getMean` in interface `PoissonDistribution`
  Returns:
    the Poisson mean for the distribution.

### setMean

    @Deprecated
    public void setMean(double p)

  Deprecated. as of 2.1 (class will become immutable in 3.0)

  Set the Poisson mean for the distribution. The mean value must be positive; otherwise an `IllegalArgument` is thrown.

  Specified by:
    `setMean` in interface `PoissonDistribution`
  Parameters:
    `p` - the Poisson mean value
  Throws:
    `IllegalArgumentException` - if p ≤ 0

### setNormalAndMeanInternal

    private void setNormalAndMeanInternal(NormalDistribution z,
                                          double p)

  Set the Poisson mean for the distribution. The mean value must be positive; otherwise an `IllegalArgument` is thrown.

  Parameters:
    `z` - the new distribution
    `p` - the Poisson mean value
  Throws:
    `IllegalArgumentException` - if p ≤ 0

### probability

    public double probability(int x)

  The probability mass function P(X = x) for a Poisson distribution.

  Specified by:
    `probability` in interface `IntegerDistribution`
  Parameters:
    `x` - the value at which the probability density function is evaluated.
  Returns:
    the value of the probability mass function at x

### cumulativeProbability

    public double cumulativeProbability(int x)
                                 throws MathException

  The probability distribution function P(X <= x) for a Poisson distribution.

  Specified by:
    `cumulativeProbability` in interface `IntegerDistribution`
  Specified by:
    `cumulativeProbability` in class `AbstractIntegerDistribution`
  Parameters:
    `x` - the value at which the PDF is evaluated.
  Returns:
    Poisson distribution function evaluated at x
  Throws:
    `MathException` - if the cumulative probability can not be computed due to convergence or other numerical errors.

### normalApproximateProbability

    public double normalApproximateProbability(int x)
                                        throws MathException

  Calculates the Poisson distribution function using a normal approximation. The `N(mean, sqrt(mean))` distribution is used to approximate the Poisson distribution.

  The computation uses "half-correction" -- evaluating the normal distribution function at `x + 0.5`

  Specified by:
    `normalApproximateProbability` in interface `PoissonDistribution`
  Parameters:
    `x` - the upper bound, inclusive
  Returns:
    the distribution function value calculated using a normal approximation
  Throws:
    `MathException` - if an error occurs computing the normal approximation

### sample

    public int sample()
               throws MathException

  Generates a random value sampled from this distribution.

  Algorithm Description:

  - For small means, uses simulation of a Poisson process using Uniform deviates, as described here. The Poisson process (and hence value returned) is bounded by 1000 * mean.
  <
  - For large means, uses the rejection algorithm described in
    Devroye, Luc. (1981).The Computer Generation of Poisson Random Variables Computing vol. 26 pp. 197-207.

  Overrides:
    `sample` in class `AbstractIntegerDistribution`
  Returns:
    random value
  Throws:
    `MathException` - if an error occurs generating the random value
  Since:
    2.2

### getDomainLowerBound

    protected int getDomainLowerBound(double p)

  Access the domain value lower bound, based on `p`, used to bracket a CDF root. This method is used by `AbstractIntegerDistribution.inverseCumulativeProbability(double)` to find critical values.

  Specified by:
    `getDomainLowerBound` in class `AbstractIntegerDistribution`
  Parameters:
    `p` - the desired probability for the critical value
  Returns:
    domain lower bound

### getDomainUpperBound

    protected int getDomainUpperBound(double p)

  Access the domain value upper bound, based on `p`, used to bracket a CDF root. This method is used by `AbstractIntegerDistribution.inverseCumulativeProbability(double)` to find critical values.

  Specified by:
    `getDomainUpperBound` in class `AbstractIntegerDistribution`
  Parameters:
    `p` - the desired probability for the critical value
  Returns:
    domain upper bound

### setNormal

    @Deprecated
    public void setNormal(NormalDistribution value)

  Deprecated. as of 2.1 (class will become immutable in 3.0)

  Modify the normal distribution used to compute normal approximations. The caller is responsible for insuring the normal distribution has the proper parameter settings.

  Parameters:
    `value` - the new distribution
  Since:
    1.2

### getSupportLowerBound

    public int getSupportLowerBound()

  Returns the lower bound of the support for the distribution. The lower bound of the support is always 0 no matter the mean parameter.

  Returns:
    lower bound of the support (always 0)
  Since:
    2.2

### getSupportUpperBound

    public int getSupportUpperBound()

  Returns the upper bound of the support for the distribution. The upper bound of the support is positive infinity, regardless of the parameter values. There is no integer infinity, so this method returns `Integer.MAX_VALUE` and `AbstractIntegerDistribution.isSupportUpperBoundInclusive()` returns `true`.

  Returns:
    upper bound of the support (always `Integer.MAX_VALUE` for positive infinity)
  Since:
    2.2

### getNumericalVariance

    public double getNumericalVariance()

  Returns the variance of the distribution. For mean parameter `p`, the variance is `p`

  Returns:
    the variance
  Since:
    2.2

Copyright (c) 2003-2013 Apache Software Foundation