Documentation API of the 'jhplot.math.num.pdf.SaddlePoint' Java class

Class SaddlePoint

  • public final class SaddlePointextends 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.


    1. Catherine Loader (2000). "Fast and Accurate Computation of Binomial Probabilities.".

    • Constructor Detail

      • SaddlePoint

        public SaddlePoint()
        Default constructor.
    • Method Detail

      • getStirlingError

        public static double getStirlingError(double z)
        Compute the error of Stirling's series at the given value.


        1. Eric W. Weisstein. "Stirling's Series." From MathWorld--A Wolfram Web Resource.

        z - the value.
        the Striling's series error.
      • getDeviancePart

        public static double getDeviancePart(double x,                                     double mu)
        A part of the deviance portion of the saddle point approximation.


        1. Catherine Loader (2000). "Fast and Accurate Computation of Binomial Probabilities.".

        x - the x value.
        mu - the average.
        a part of the deviance.
      • logBinomialProbability

        public static double logBinomialProbability(int x,                                            int n,                                            double p,                                            double q)
        Compute the PMF for a binomial distribution using the saddle point expansion.
        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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