public class SaddlePointExpansion extends Object
Utility class used by various distributions to accurately compute their respective probability mass functions. The implementation for this class is based on the Catherine Loader's dbinom routines.
This class is not intended to be called directly.
|Modifier and Type||Method and Description|
A part of the deviance portion of the saddle point approximation.
Compute the error of Stirling's series at the given value.
Compute the logarithm of the PMF for a binomial distribution using the saddle point expansion.
public static double getStirlingError(double z)
z- the value.
public static double getDeviancePart(double x, double mu)
x- the x value.
mu- the average.
public static double logBinomialProbability(int x, int n, double p, double q)
x- the value at which the probability is evaluated.
n- the number of trials.
p- the probability of success.
q- the probability of failure (1 - p).
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