CODEWITHSUNDEEP
javaapache-commonscoltapache-commons-math
jbx
jbx

Reputation: 22128

Java math package for inverse cumulative distributions of skewed normal together with poisson and exponential

I am looking for a package that provides mathematical functions for the non-symmetrical (skewed) normal distribution and also the poisson and exponential distributions.

I originally looked at the Colt package but it does not provide the inverse cumulative function.

So I changed to Apache Commons Math3 which provides a much more comprehensive set of functionality, including the inverse cumulative probability of all distributions.

However, now I hit a wall again because I need the Normal Distribution to be parametrized for a non symmetric shape (i.e. left part of the mean is different than the right part of the mean). Are you aware of any package that supports all the above?

Upvotes: 7

Views: 2386

Answers (2)

claasz
claasz

Reputation: 2134

Seems like such a library is hard to find. How about implementing it by yourself? Have a look at Numerical Recipes. The 2nd edition of the book is freely available.

Upvotes: 1

nashuald
nashuald

Reputation: 825

We have worked with JSC, and SSJ. Both have many distribution functions and its respectives inverse functions.

Upvotes: 2

Related Questions