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PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20627 

Submitted by:	brent@worden.org


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140901 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Mark R. Diggory 2003-06-11 11:14:41 +00:00
parent 431f303889
commit 16c19dcec0
7 changed files with 106 additions and 46 deletions
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36
src/java/org/apache/commons/math/ContinuedFraction.java
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@ -71,12 +71,12 @@ public abstract class ContinuedFraction {
/** Maximum allowed numerical error. */
private static final double DEFAULT_EPSILON = 10e-9;
/**
* Default constructor.
*/
protected ContinuedFraction() {
super();
}
/**
* Default constructor.
*/
protected ContinuedFraction() {
super();
}
/**
* Access the n-th a coefficient of the continued fraction. Since a can be
@ -101,7 +101,7 @@ public abstract class ContinuedFraction {
* @param x the evaluation point.
* @return the value of the continued fraction evaluated at x.
*/
public double evaluate(double x){
public double evaluate(double x) {
return evaluate(x, DEFAULT_EPSILON, Integer.MAX_VALUE);
}
@ -111,7 +111,7 @@ public abstract class ContinuedFraction {
* @param epsilon maximum error allowed.
* @return the value of the continued fraction evaluated at x.
*/
public double evaluate(double x, double epsilon){
public double evaluate(double x, double epsilon) {
return evaluate(x, epsilon, Integer.MAX_VALUE);
}
@ -121,7 +121,7 @@ public abstract class ContinuedFraction {
* @param maxIterations maximum number of convergents
* @return the value of the continued fraction evaluated at x.
*/
public double evaluate(double x, int maxIterations){
public double evaluate(double x, int maxIterations) {
return evaluate(x, DEFAULT_EPSILON, maxIterations);
}
@ -159,7 +159,8 @@ public abstract class ContinuedFraction {
}
/**
* Evaluates the n-th convergent, fn = pn / qn, for this continued fraction at the value x.
* Evaluates the n-th convergent, fn = pn / qn, for this continued fraction
* at the value x.
* @param n the convergent to compute.
* @param x the evaluation point.
* @param a (n-1)-th convergent matrix. (Input)
@ -167,9 +168,11 @@ public abstract class ContinuedFraction {
* @param f the n-th convergent matrix. (Output)
* @param epsilon maximum error allowed.
* @param maxIterations maximum number of convergents
* @return the value of the the n-th convergent for this continued fraction evaluated at x.
* @return the value of the the n-th convergent for this continued fraction
* evaluated at x.
*/
private double evaluate(int n, double x, double[][] a, double[][] an, double[][] f, double epsilon, int maxIterations) {
private double evaluate(int n, double x, double[][] a, double[][] an,
double[][] f, double epsilon, int maxIterations) {
double ret;
// create next matrix
@ -185,14 +188,17 @@ public abstract class ContinuedFraction {
f[1][1] = (a[1][0] * an[0][1]) + (a[1][1] * an[1][1]);
// determine if we're close enough
if(Math.abs((f[0][0] * f[1][1]) - (f[1][0] * f[0][1])) < Math.abs(epsilon * f[1][0] * f[1][1])){
if(Math.abs((f[0][0] * f[1][1]) - (f[1][0] * f[0][1])) <
Math.abs(epsilon * f[1][0] * f[1][1])){
ret = f[0][0] / f[1][0];
} else {
if(n >= maxIterations){
throw new ConvergenceException("Continued fraction convergents failed to converge.");
throw new ConvergenceException(
"Continued fraction convergents failed to converge.");
}
// compute next
ret = evaluate(n + 1, x, f /* new a */, an /* reuse an */, a /* new f */, epsilon, maxIterations);
ret = evaluate(n + 1, x, f /* new a */, an /* reuse an */,
a /* new f */, epsilon, maxIterations);
}
return ret;

28
src/java/org/apache/commons/math/ConvergenceException.java
View File

@ -60,19 +60,21 @@ package org.apache.commons.math;
* @author Brent Worden
*/
public class ConvergenceException extends RuntimeException {
/**
* Construct an exception with the given message.
* @param message descriptive error message.
*/
public ConvergenceException(String message) {
super(message);
}
/**
*
*/
public ConvergenceException(String message) {
super(message);
}
/**
*
*/
public ConvergenceException(String message, Throwable cause) {
super(message, cause);
}
/**
* Construct an exception with the given message and root cause.
* @param message descriptive error message.
* @param cause root cause.
*/
public ConvergenceException(String message, Throwable cause) {
super(message, cause);
}
}

15
src/java/org/apache/commons/math/RootFinding.java
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@ -65,7 +65,7 @@ public class RootFinding {
/**
* Default constructor. Prohibit construction.
*/
private RootFinding(){
private RootFinding() {
super();
}
@ -83,7 +83,7 @@ public class RootFinding {
public static double[] bracket(UnivariateFunction function,
double initial,
double lowerBound,
double upperBound){
double upperBound) {
return bracket( function, initial, lowerBound, upperBound, Integer.MAX_VALUE ) ;
}
@ -103,7 +103,7 @@ public class RootFinding {
double initial,
double lowerBound,
double upperBound,
int maximumIterations){
int maximumIterations) {
double a = initial;
double b = initial;
double fa;
@ -132,13 +132,12 @@ public class RootFinding {
*/
public static double bisection(UnivariateFunction function,
double a,
double b){
double b) {
double m;
double fm;
double fa;
if ( b < a )
{
if ( b < a ) {
double xtemp = a ;
a = b ;
b = xtemp ;
@ -146,11 +145,11 @@ public class RootFinding {
fa = function.evaluate(a);
while(Math.abs(a - b) > EPSILON){
while(Math.abs(a - b) > EPSILON) {
m = (a + b) * 0.5; // midpoint
fm = function.evaluate(m);
if(fm * fa > 0.0){
if(fm * fa > 0.0) {
// b and m bracket the root.
a = m;
fa = fm;

4
src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java
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@ -93,8 +93,8 @@ public abstract class AbstractContinuousDistribution
* @param p the desired probability
* @return x, such that P(X &lt; x) = <code>p</code>
*/
public double inverseCummulativeProbability(final double p){
if(p < 0.0 || p > 1.0){
public double inverseCummulativeProbability(final double p) {
if (p < 0.0 || p > 1.0){
throw new IllegalArgumentException(
"p must be between 0.0 and 1.0, inclusive.");
}

65
src/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java
View File

@ -1,3 +1,56 @@
/* ====================================================================
* The Apache Software License, Version 1.1
*
* Copyright (c) 2003 The Apache Software Foundation. All rights
* reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* 3. The end-user documentation included with the redistribution, if
* any, must include the following acknowlegement:
* "This product includes software developed by the
* Apache Software Foundation (http://www.apache.org/)."
* Alternately, this acknowlegement may appear in the software itself,
* if and wherever such third-party acknowlegements normally appear.
*
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
* Foundation" must not be used to endorse or promote products derived
* from this software without prior written permission. For written
* permission, please contact apache@apache.org.
*
* 5. Products derived from this software may not be called "Apache"
* nor may "Apache" appear in their names without prior written
* permission of the Apache Software Foundation.
*
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
* SUCH DAMAGE.
* ====================================================================
*
* This software consists of voluntary contributions made by many
* individuals on behalf of the Apache Software Foundation. For more
* information on the Apache Software Foundation, please see
* <http://www.apache.org/>.
*/
package org.apache.commons.math.stat.distribution;
/**
@ -16,7 +69,7 @@ public class ChiSquaredDistributionImpl
* Create a Chi-Squared distribution with the given degrees of freedom.
* @param degreesOfFreedom degrees of freedom.
*/
public ChiSquaredDistributionImpl(double degreesOfFreedom){
public ChiSquaredDistributionImpl(double degreesOfFreedom) {
super();
setGamma(DistributionFactory.newInstance().createGammaDistribution(
degreesOfFreedom / 2.0, 2.0));
@ -56,7 +109,7 @@ public class ChiSquaredDistributionImpl
* @return domain value lower bound, i.e.
* P(X &lt; <i>lower bound</i>) &lt; <code>p</code>
*/
protected double getDomainLowerBound(double p){
protected double getDomainLowerBound(double p) {
return Double.MIN_VALUE * getGamma().getBeta();
}
@ -69,13 +122,13 @@ public class ChiSquaredDistributionImpl
* @return domain value upper bound, i.e.
* P(X &lt; <i>upper bound</i>) &gt; <code>p</code>
*/
protected double getDomainUpperBound(double p){
protected double getDomainUpperBound(double p) {
// NOTE: chi squared is skewed to the left
// NOTE: therefore, P(X < &mu;) > .5
double ret;
if(p < .5){
if (p < .5) {
// use mean
ret = getDegreesOfFreedom();
} else {
@ -94,13 +147,13 @@ public class ChiSquaredDistributionImpl
* @param p the desired probability for the critical value
* @return initial domain value
*/
protected double getInitialDomain(double p){
protected double getInitialDomain(double p) {
// NOTE: chi squared is skewed to the left
// NOTE: therefore, P(X < &mu;) > .5
double ret;
if(p < .5){
if (p < .5) {
// use 1/2 mean
ret = getDegreesOfFreedom() * .5;
} else {

2
src/java/org/apache/commons/math/distribution/FDistribution.java
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@ -60,7 +60,7 @@ package org.apache.commons.math.stat.distribution;
*
* <p>
* Instances of FDistribution objects should be created using
* {@link DistributionFactory#createFDistribution(double)}
* {@link DistributionFactory#createFDistribution(double,double)}
* </p>
*
* <p>

2
src/java/org/apache/commons/math/distribution/GammaDistribution.java
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@ -60,7 +60,7 @@ package org.apache.commons.math.stat.distribution;
*
* <p>
* Instances of GammaDistribution objects should be created using
* {@link DistributionFactory#createGammaDistribution(double)}
* {@link DistributionFactory#createGammaDistribution(double,double)}
* </p>
*
* <p>