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JohnsonDistribution Class

Class JohnsonDistribution represents the Johnson system of distributions.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class JohnsonDistribution : ProbabilityDistribution, 
	IRandomVariableMoments

The JohnsonDistribution type exposes the following members.

Constructors
  NameDescription
Public methodJohnsonDistribution
Default constructor. Constructs a JohnsonDistribution instance with default shape and location parameters and transformation type.
Public methodJohnsonDistribution(Double, Double, Double, Double, JohnsonTransformationType)
Constructs a JohnsonDistribution instance with the given parameters and transformation type.
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Properties
  NameDescription
Public propertyDelta
Gets and sets the delta parameter of the Johnson distribution.
Public propertyGamma
Gets and sets the gamma parameter of the Johnson distribution.
Public propertyKurtosis
Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
Public propertyLambda
Gets and sets the lambda parameter of the Johnson distribution.
Public propertyMean
Gets the mean of the distribution.
Public propertySkewness
Gets the skewness, a measure of the degree of asymmetry of this distribution.
Public propertyType
Gets and sets the transformation type of the Johnson distribution.
Public propertyVariance
Gets the variance of the distribution.
Public propertyXi
Gets and sets the xi parameter of the Johnson distribution.
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Methods
  NameDescription
Public methodCDF
Returns the cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionCDF(Double).)
Public methodClone
Creates a deep copy of this JohnsonDistribution.
(Overrides ProbabilityDistributionClone.)
Public methodStatic memberFit
Fits a Johnson distribution to the given data.
Public methodInverseCDF
Returns the inverse cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionInverseCDF(Double).)
Protected methodInverseCdfUsingBracket
Uses a bracketing method to evaluate the inverse of cumulative distribution functions.
(Inherited from ProbabilityDistribution.)
Protected methodInverseDiscreteCdfUsingBracket
Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions.
(Inherited from ProbabilityDistribution.)
Public methodPDF
Returns the probability density function evaluated at a given value.
(Overrides ProbabilityDistributionPDF(Double).)
Public methodToString
Returns a formatted string representation of this distribution.
(Overrides ProbabilityDistributionToString.)
Public methodTransform
Transforms the given data using this Johnson Distribution.
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Remarks
The Johnson system is:
z = gamma + delta * log(f(u)), where u = (x - xi) / lambda
where the transformation f() has four possible forms based on the distribution type:
Normal (SN): f(u) = exp(u)
Log Normal (SL): f(u) = u
Unbounded (SU):    f(u) = u + sqrt(1+u^2)
Bounded (SB):    f(u) = u/(1-u)
Use the Fit() method to fit a JohnsonDistribution to data, and the Transform() method to transform data using a distribution object.
See Also