diff --git a/src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java b/src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java index eb8ee24b9..e027686d8 100644 --- a/src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java +++ b/src/java/org/apache/commons/math/distribution/AbstractContinuousDistribution.java @@ -1,113 +1,153 @@ -/* ==================================================================== - * 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 - * . - */ -package org.apache.commons.math.stat.distribution; - -import org.apache.commons.math.RootFinding; -import org.apache.commons.math.UnivariateFunction; - -/** - * Base class for various continuous distributions. It provides default - * implementations for some of the methods that do not vary from distribution - * to distribution. - * - * @author Brent Worden - */ -public abstract class AbstractContinuousDistribution - implements ContinuousDistribution { - - /** - * Default constructor. - */ - protected AbstractContinuousDistribution() { - super(); - } - - /** - * For this disbution, X, this method returns P(x0 < X < x1). This - * is accomplished by using the equality P(x0 < X < x1) = - * P(X < x1) - P(X < x0). - * - * @param x0 the lower bound - * @param x1 the upper bound - * @return the cummulative probability. - */ - public double cummulativeProbability(double x0, double x1) { - return cummulativeProbability(x1) - cummulativeProbability(x0); - } - - /** - * - */ - 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."); - } - - // by default, do simple root finding using bracketing and bisection. - // subclasses can overide if there is a better method. - UnivariateFunction rootFindingFunction = new UnivariateFunction() { - public double evaluate(double x) { - return cummulativeProbability(x) - p; - } - }; - - // bracket root - double[] bracket = RootFinding.bracket(rootFindingFunction, getMean(), getDomainLowerBound(), getDomainUpperBound()); - - // find root - double root = RootFinding.bisection(rootFindingFunction, bracket[0], bracket[1]); - - return root; - } -} +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + +import org.apache.commons.math.RootFinding; +import org.apache.commons.math.UnivariateFunction; + +/** + * Base class for various continuous distributions. It provides default + * implementations for some of the methods that do not vary from distribution + * to distribution. + * + * @author Brent Worden + */ +public abstract class AbstractContinuousDistribution + implements ContinuousDistribution { + + /** + * Default constructor. + */ + protected AbstractContinuousDistribution() { + super(); + } + + /** + * For this distribution, X, this method returns P(x0 < X < x1). This + * is accomplished by using the equality P(x0 < X < x1) = + * P(X < x1) - P(X < x0). + * + * @param x0 the lower bound + * @param x1 the upper bound + * @return the cummulative probability. + */ + public double cummulativeProbability(double x0, double x1) { + return cummulativeProbability(x1) - cummulativeProbability(x0); + } + + /** + * For this distribution, X, this method returns the critical point x, such + * that P(X < x) = p. + * + * @param p the desired probability + * @return x, such that P(X < x) = p + */ + 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."); + } + + // by default, do simple root finding using bracketing and bisection. + // subclasses can overide if there is a better method. + UnivariateFunction rootFindingFunction = new UnivariateFunction() { + public double evaluate(double x) { + return cummulativeProbability(x) - p; + } + }; + + // bracket root + double[] bracket = RootFinding.bracket(rootFindingFunction, + getInitialDomain(p), getDomainLowerBound(p), + getDomainUpperBound(p)); + + // find root + double root = RootFinding.bisection(rootFindingFunction, bracket[0], + bracket[1]); + + return root; + } + + /** + * Access the initial domain value, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return initial domain value + */ + protected abstract double getInitialDomain(double p); + + /** + * Access the domain value lower bound, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value lower bound, i.e. + * P(X < lower bound) < p + */ + protected abstract double getDomainLowerBound(double p); + + /** + * Access the domain value upper bound, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value upper bound, i.e. + * P(X < upper bound) > p + */ + protected abstract double getDomainUpperBound(double p); +} diff --git a/src/java/org/apache/commons/math/distribution/ChiSquaredDistribution.java b/src/java/org/apache/commons/math/distribution/ChiSquaredDistribution.java new file mode 100644 index 000000000..0ca8ec4dc --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/ChiSquaredDistribution.java @@ -0,0 +1,87 @@ +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + +/** + *

+ * The Chi-Squared Distribution + *

+ * + *

+ * Instances of ChiSquaredDistribution objects should be created using + * {@link DistributionFactory#createChiSquareDistribution(double)} + *

+ * + *

+ * References: + *

    + *
  • + * Chi-Squared Distribution
    • + *

    + * + * @author Brent Worden + */ +public interface ChiSquaredDistribution extends ContinuousDistribution { + /** + * Modify the degrees of freedom. + * @param degreesOfFreedom the new degrees of freedom. + */ + void setDegreesOfFreedom(double degreesOfFreedom); + + /** + * Access the degrees of freedom. + * @return the degrees of freedom. + */ + double getDegreesOfFreedom(); +} \ No newline at end of file diff --git a/src/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java b/src/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java new file mode 100644 index 000000000..ed968e22b --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/ChiSquaredDistributionImpl.java @@ -0,0 +1,129 @@ +package org.apache.commons.math.stat.distribution; + +/** + * The default implementation of {@link ChiSquaredDistribution} + * + * @author Brent Worden + */ +public class ChiSquaredDistributionImpl + extends AbstractContinuousDistribution + implements ChiSquaredDistribution { + + /** Internal Gamma distribution. */ + private GammaDistribution gamma; + + /** + * Create a Chi-Squared distribution with the given degrees of freedom. + * @param degreesOfFreedom degrees of freedom. + */ + public ChiSquaredDistributionImpl(double degreesOfFreedom){ + super(); + setGamma(DistributionFactory.newInstance().createGammaDistribution( + degreesOfFreedom / 2.0, 2.0)); + } + + /** + * Modify the degrees of freedom. + * @param degreesOfFreedom the new degrees of freedom. + */ + public void setDegreesOfFreedom(double degreesOfFreedom) { + getGamma().setAlpha(degreesOfFreedom / 2.0); + } + + /** + * Access the degrees of freedom. + * @return the degrees of freedom. + */ + public double getDegreesOfFreedom() { + return getGamma().getAlpha() * 2.0; + } + + /** + * For this disbution, X, this method returns P(X < x). + * @param x the value at which the CDF is evaluated. + * @return CDF for this distribution. + */ + public double cummulativeProbability(double x) { + return getGamma().cummulativeProbability(x); + } + + /** + * Access the domain value lower bound, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value lower bound, i.e. + * P(X < lower bound) < p + */ + protected double getDomainLowerBound(double p){ + return Double.MIN_VALUE * getGamma().getBeta(); + } + + /** + * Access the domain value upper bound, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value upper bound, i.e. + * P(X < upper bound) > p + */ + protected double getDomainUpperBound(double p){ + // NOTE: chi squared is skewed to the left + // NOTE: therefore, P(X < μ) > .5 + + double ret; + + if(p < .5){ + // use mean + ret = getDegreesOfFreedom(); + } else { + // use max + ret = Double.MAX_VALUE; + } + + return ret; + } + + /** + * Access the initial domain value, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return initial domain value + */ + protected double getInitialDomain(double p){ + // NOTE: chi squared is skewed to the left + // NOTE: therefore, P(X < μ) > .5 + + double ret; + + if(p < .5){ + // use 1/2 mean + ret = getDegreesOfFreedom() * .5; + } else { + // use mean + ret = getDegreesOfFreedom(); + } + + return ret; + } + + /** + * Modify the Gamma distribution. + * @param gamma the new distribution. + */ + private void setGamma(GammaDistribution gamma) { + this.gamma = gamma; + } + + /** + * Access the Gamma distribution. + * @return the internal Gamma distribution. + */ + private GammaDistribution getGamma() { + return gamma; + } +} diff --git a/src/java/org/apache/commons/math/distribution/ContinuousDistribution.java b/src/java/org/apache/commons/math/distribution/ContinuousDistribution.java index 52de89745..7d714f3f6 100644 --- a/src/java/org/apache/commons/math/distribution/ContinuousDistribution.java +++ b/src/java/org/apache/commons/math/distribution/ContinuousDistribution.java @@ -1,98 +1,83 @@ -/* ==================================================================== - * 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 - * . - */ -package org.apache.commons.math.stat.distribution; - -/** - * Base interface for various continuous distributions. - * - * @author Brent Worden - */ -public interface ContinuousDistribution { - /** - * For this disbution, X, this method returns P(X < x). - * @param x the value at which the CDF is evaluated. - * @return CDF for this distribution. - */ - double cummulativeProbability(double x); - - /** - * For this disbution, X, this method returns P(x0 < X < x1). - * @param x0 the lower bound - * @param x1 the upper bound - * @return the cummulative probability. - */ - double cummulativeProbability(double x0, double x1); - - /** - * For this disbution, X, this method returns x such that P(X < x) = p. - * @param p the cummulative probability. - * @return x. - */ - double inverseCummulativeProbability(double p); - - /** - * - */ - double getMean(); - - /** - * - */ - double getDomainLowerBound(); - - /** - * - */ - double getDomainUpperBound(); -} +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + +/** + * Base interface for various continuous distributions. + * + * @author Brent Worden + */ +public interface ContinuousDistribution { + /** + * For this disbution, X, this method returns P(X < x). + * @param x the value at which the CDF is evaluated. + * @return CDF for this distribution. + */ + double cummulativeProbability(double x); + + /** + * For this disbution, X, this method returns P(x0 < X < x1). + * @param x0 the lower bound + * @param x1 the upper bound + * @return the cummulative probability. + */ + double cummulativeProbability(double x0, double x1); + + /** + * For this disbution, X, this method returns x such that P(X < x) = p. + * @param p the cummulative probability. + * @return x. + */ + double inverseCummulativeProbability(double p); +} diff --git a/src/java/org/apache/commons/math/distribution/DistributionFactory.java b/src/java/org/apache/commons/math/distribution/DistributionFactory.java new file mode 100644 index 000000000..e3176c622 --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/DistributionFactory.java @@ -0,0 +1,113 @@ +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + +/** + *

    + * This factory provids the means to create common statistical distributions. + * The following distributions are supported: + *

      + *
    • Chi-Squared
      • + *
    • Gamma
      • + *
    + *

    + * + *

    + * Common usage:

    + * DistributionFactory factory = DistributionFactory.newInstance();
+ * 
+ * // create a Chi-Square distribution with 5 degrees of freedom.
+ * ChiSquaredDistribution chi = factory.createChiSquareDistribution(5.0);
+ *
    + *

    + * + * @author Brent Worden + */ +public abstract class DistributionFactory { + /** + * Default constructor. + */ + protected DistributionFactory() { + super(); + } + + /** + * Create an instance of a DistributionFactory + * @return a new factory. + */ + public static DistributionFactory newInstance() { + // for now, return the only concrete factory. + // later, allow for a plugable implementation, possible using SPI and + // commons-discovery. + return new DistributionFactoryImpl(); + } + + /** + * Create a new chi-square distribution with the given degrees of freedom. + * @param degreesOfFreedom degrees of freedom. + * @return a new chi-square distribution. + */ + public abstract ChiSquaredDistribution createChiSquareDistribution( + double degreesOfFreedom + ); + + /** + * Create a new gamma distribution with the given alpha and beta values. + * @param alpha the shape parameter. + * @param beta the scale parameter. + * @return a new gamma distribution. + */ + public abstract GammaDistribution createGammaDistribution( + double alpha, double beta); +} diff --git a/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java b/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java new file mode 100644 index 000000000..c6b128f93 --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java @@ -0,0 +1,93 @@ +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + + +/** + * A concrete distribution factory. This is the default factory used by + * Commons-Math. + * + * @author Brent Worden + */ +public class DistributionFactoryImpl extends DistributionFactory { + /** + * Default constructor. Package scope to prevent unwanted instantiation. + */ + DistributionFactoryImpl() { + super(); + } + + /** + * Create a new chi-square distribution with the given degrees of freedom. + * @param degreesOfFreedom degrees of freedom. + * @return a new chi-square distribution. + */ + public ChiSquaredDistribution createChiSquareDistribution( + final double degreesOfFreedom) { + + return new ChiSquaredDistributionImpl(degreesOfFreedom); + } + + /** + * Create a new gamma distribution the given alpha and beta values. + * @param alpha the shape parameter. + * @param beta the scale parameter. + * @return a new gamma distribution. + */ + public GammaDistribution createGammaDistribution( + double alpha, double beta) { + + return new GammaDistributionImpl(alpha, beta); + } +} diff --git a/src/java/org/apache/commons/math/distribution/GammaDistribution.java b/src/java/org/apache/commons/math/distribution/GammaDistribution.java new file mode 100644 index 000000000..762096443 --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/GammaDistribution.java @@ -0,0 +1,99 @@ +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + +/** + *

    + * The Gamma Distribution + *

    + * + *

    + * Instances of GammaDistribution objects should be created using + * {@link DistributionFactory#createGammaDistribution(double)} + *

    + * + *

    + * References: + *

      + *
    • + * Gamma Distribution
      • + *

      + * + * @author Brent Worden + */ +public interface GammaDistribution extends ContinuousDistribution { + /** + * Modify the shape parameter, alpha. + * @param alpha the new shape parameter. + */ + void setAlpha(double alpha); + + /** + * Access the shape parameter, alpha + * @return alpha. + */ + double getAlpha(); + + /** + * Modify the scale parameter, beta. + * @param beta the new scale parameter. + */ + void setBeta(double beta); + + /** + * Access the scale parameter, beta + * @return beta. + */ + double getBeta(); +} diff --git a/src/java/org/apache/commons/math/distribution/GammaDistributionImpl.java b/src/java/org/apache/commons/math/distribution/GammaDistributionImpl.java new file mode 100644 index 000000000..110717a9e --- /dev/null +++ b/src/java/org/apache/commons/math/distribution/GammaDistributionImpl.java @@ -0,0 +1,218 @@ +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.stat.distribution; + +import org.apache.commons.math.special.Gamma; + +/** + * The default implementation of {@link GammaDistribution} + * + * @author Brent Worden + */ +public class GammaDistributionImpl extends AbstractContinuousDistribution + implements GammaDistribution { + + /** The shape parameter. */ + private double alpha; + + /** The scale parameter. */ + private double beta; + + /** + * Create a new gamma distribution with the given alpha and beta values. + * @param alpha the shape parameter. + * @param beta the scale parameter. + */ + public GammaDistributionImpl(double alpha, double beta) { + super(); + setAlpha(alpha); + setBeta(beta); + } + + /** + *

      + * For this disbution, X, this method returns P(X < x). + *

      + * + *

      + * The implementation of this method is based on: + *

        + *
      • + * + * Chi-Squared Distribution, equation (9).
        • + *
      • Casella, G., & Berger, R. (1990). Statistical Inference. + * Belmont, CA: Duxbury Press.
        • + *
      + *

      + * + * @param x the value at which the CDF is evaluated. + * @return CDF for this distribution. + */ + public double cummulativeProbability(double x) { + double ret; + + if (x <= 0.0) { + ret = 0.0; + } else { + ret = Gamma.regularizedGammaP(getAlpha(), x / getBeta()); + } + + return ret; + } + + /** + * Modify the shape parameter, alpha. + * @param alpha the new shape parameter. + */ + public void setAlpha(double alpha) { + if (alpha <= 0.0) { + throw new IllegalArgumentException("alpha must be positive"); + } + this.alpha = alpha; + } + + /** + * Access the shape parameter, alpha + * @return alpha. + */ + public double getAlpha() { + return alpha; + } + + /** + * Modify the scale parameter, beta. + * @param beta the new scale parameter. + */ + public void setBeta(double beta) { + if (beta <= 0.0) { + throw new IllegalArgumentException("beta must be positive"); + } + this.beta = beta; + } + + /** + * Access the scale parameter, beta + * @return beta. + */ + public double getBeta() { + return beta; + } + + /** + * Access the domain value lower bound, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value lower bound, i.e. + * P(X < lower bound) < p + */ + protected double getDomainLowerBound(double p) { + // TODO: try to improve on this estimate + return Double.MIN_VALUE; + } + + /** + * Access the domain value upper bound, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return domain value upper bound, i.e. + * P(X < upper bound) > p + */ + protected double getDomainUpperBound(double p) { + // NOTE: gamma is skewed to the left + // NOTE: therefore, P(X < μ) > .5 + // TODO: try to improve on this estimate + + double ret; + + if(p < .5){ + // use mean + ret = getAlpha() * getBeta(); + } else { + // use max value + ret = Double.MAX_VALUE; + } + + return ret; + } + + /** + * Access the initial domain value, based on p, used to + * bracket a CDF root. This method is used by + * {@link #inverseCummulativeProbability(double)} to find critical values. + * + * @param p the desired probability for the critical value + * @return initial domain value + */ + protected double getInitialDomain(double p) { + // NOTE: gamma is skewed to the left + // NOTE: therefore, P(X < μ) > .5 + // TODO: try to improve on this estimate + + double ret; + + if(p < .5){ + // use 1/2 mean + ret = getAlpha() * getBeta() * .5; + } else { + // use mean + ret = getAlpha() * getBeta(); + } + + return ret; + } +} diff --git a/src/java/org/apache/commons/math/special/Gamma.java b/src/java/org/apache/commons/math/special/Gamma.java new file mode 100644 index 000000000..84821c55c --- /dev/null +++ b/src/java/org/apache/commons/math/special/Gamma.java @@ -0,0 +1,199 @@ +/* ==================================================================== + * 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 + * . + */ +package org.apache.commons.math.special; + +import org.apache.commons.math.ConvergenceException; + +/** + * This is a utility class that provides computation methods related to the + * Gamma family of functions. + * + * @author Brent Worden + */ +public class Gamma { + /** Maximum number of iteration allowed for iterative methods. */ + // TODO: try to reduce this. regularizedGammaP doesn't converge very + // fast for large values of x. + private static final int MAXIMUM_ITERATIONS = 100; + + /** Maximum allowed numerical error. */ + private static final double EPSILON = 10e-9; + + /** + * Default constructor. Prohibit instantiation. + */ + private Gamma() { + super(); + } + + /** + *

      + * Returns the regularized gamma function P(a, x). + *

      + * + *

      + * The implementation of this method is based on: + *

      + *

      + * + * @param a ??? + * @param x ??? + * @return the regularized gamma function P(a, x) + */ + public static double regularizedGammaP(double a, double x) { + double ret; + + if (a <= 0.0) { + throw new IllegalArgumentException("a must be positive"); + } else if (x <= 0.0) { + throw new IllegalArgumentException("x must be non-negative"); + } else { + // calculate series + double n = 0.0; // current element index + double an = 1.0 / a; // n-th element in the series + double sum = an; // partial sum + while (Math.abs(an) > EPSILON && n < MAXIMUM_ITERATIONS) { + // compute next element in the series + n = n + 1.0; + an = an * (x / (a + n)); + + // update partial sum + sum = sum + an; + } + if (n >= MAXIMUM_ITERATIONS) { + throw new ConvergenceException( + "maximum number of iterations reached"); + } else { + ret = Math.exp(-x + (a * Math.log(x)) - logGamma(a)) * sum; + } + } + + return ret; + } + + /** + *

      + * Returns the natural logarithm of the gamma function Γ(x). + *

      + * + *

      + * The implementation of this method is based on: + *

      + *

      + * + * @param x ??? + * @return log(Γ(x)) + */ + public static double logGamma(double x) { + double ret; + + if (x <= 0.0) { + throw new IllegalArgumentException( + "x must be non-negative"); + } else { + double g = 607.0 / 128.0; + + // Lanczos coefficients + double[] c = + { + 0.99999999999999709182, + 57.156235665862923517, + -59.597960355475491248, + 14.136097974741747174, + -0.49191381609762019978, + .33994649984811888699e-4, + .46523628927048575665e-4, + -.98374475304879564677e-4, + .15808870322491248884e-3, + -.21026444172410488319e-3, + .21743961811521264320e-3, + -.16431810653676389022e-3, + .84418223983852743293e-4, + -.26190838401581408670e-4, + .36899182659531622704e-5, + }; + + double sum = 0.0; + for (int i = 1; i < c.length; ++i) { + sum = sum + (c[i] / (x + i)); + } + sum = sum + c[0]; + + double tmp = x + g + .5; + ret = ((x + .5) * Math.log(tmp)) - tmp + + (.5 * Math.log(2.0 * Math.PI)) + Math.log(sum) - Math.log(x); + } + + return ret; + } +} diff --git a/src/test/org/apache/commons/math/distribution/ChiSquareDistributionTest.java b/src/test/org/apache/commons/math/distribution/ChiSquareDistributionTest.java new file mode 100644 index 000000000..d77fc01dc --- /dev/null +++ b/src/test/org/apache/commons/math/distribution/ChiSquareDistributionTest.java @@ -0,0 +1,76 @@ +package org.apache.commons.math.stat.distribution; + +import junit.framework.TestCase; + +/** + * @author Brent Worden + */ +public class ChiSquareDistributionTest extends TestCase { + private ChiSquaredDistribution chiSquare; + + /** + * Constructor for ChiSquareDistributionTest. + * @param name + */ + public ChiSquareDistributionTest(String name) { + super(name); + } + + /* + * @see TestCase#setUp() + */ + protected void setUp() throws Exception { + super.setUp(); + chiSquare = DistributionFactory.newInstance().createChiSquareDistribution(5.0); + } + + /* + * @see TestCase#tearDown() + */ + protected void tearDown() throws Exception { + chiSquare = null; + super.tearDown(); + } + + public void testLowerTailProbability(){ + testProbability( .210, .001); + testProbability( .554, .010); + testProbability( .831, .025); + testProbability(1.145, .050); + testProbability(1.610, .100); + } + + public void testUpperTailProbability(){ + testProbability(20.515, .999); + testProbability(15.086, .990); + testProbability(12.833, .975); + testProbability(11.070, .950); + testProbability( 9.236, .900); + } + + public void testLowerTailValues(){ + testValue(.001, .210); + testValue(.010, .554); + testValue(.025, .831); + testValue(.050, 1.145); + testValue(.100, 1.610); + } + + public void testUpperTailValues(){ + testValue(.999, 20.515); + testValue(.990, 15.086); + testValue(.975, 12.833); + testValue(.950, 11.070); + testValue(.900, 9.236); + } + + private void testProbability(double x, double expected){ + double actual = chiSquare.cummulativeProbability(x); + assertEquals("probability for " + x, expected, actual, 10e-4); + } + + private void testValue(double p, double expected){ + double actual = chiSquare.inverseCummulativeProbability(p); + assertEquals("value for " + p, expected, actual, 10e-4); + } +} diff --git a/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java b/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java new file mode 100644 index 000000000..e9bfde4f6 --- /dev/null +++ b/src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java @@ -0,0 +1,130 @@ +package org.apache.commons.math.stat.distribution; + +import junit.framework.TestCase; + +/** + * @author Brent Worden + */ +public class DistributionFactoryImplTest extends TestCase { + /** */ + private DistributionFactory factory; + + /** + * Constructor for DistributionFactoryImplTest. + * @param name + */ + public DistributionFactoryImplTest(String name) { + super(name); + } + /** + * @throws java.lang.Exception + */ + protected void setUp() throws Exception { + super.setUp(); + factory = new DistributionFactoryImpl(); + } + + /** + * @throws java.lang.Exception + */ + protected void tearDown() throws Exception { + factory = null; + super.tearDown(); + } + + public void testCreateChiSquareDistributionNegative(){ + try { + factory.createChiSquareDistribution(-1.0); + fail("negative degrees of freedom. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + ; + } + } + + public void testCreateChiSquareDistributionZero(){ + try { + factory.createChiSquareDistribution(0.0); + fail("zero degrees of freedom. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + ; + } + } + + public void testCreateChiSquareDistributionPositive(){ + try { + factory.createChiSquareDistribution(1.0); + } catch (IllegalArgumentException ex) { + fail("positive degrees of freedom. IllegalArgumentException is not expected"); + } + } + + public void testCreateGammaDistributionNegativePositive(){ + try { + factory.createGammaDistribution(-1.0, 1.0); + fail("negative alpha. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + ; + } + } + + public void testCreateGammaDistributionZeroPositive(){ + try { + factory.createGammaDistribution(0.0, 1.0); + fail("zero alpha. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + ; + } + } + + public void testCreateGammaDistributionPositiveNegative(){ + try { + factory.createGammaDistribution(1.0, -1.0); + fail("negative beta. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + ; + } + } + + public void testCreateGammaDistributionPositiveZero(){ + try { + factory.createGammaDistribution(1.0, 0.0); + fail("zero beta. IllegalArgumentException expected"); + } catch (IllegalArgumentException ex) { + ; + } + } + + public void testCreateGammaDistributionPositivePositive(){ + try { + factory.createGammaDistribution(1.0, 1.0); + } catch (IllegalArgumentException ex) { + fail("positive alpah and beta. IllegalArgumentException is not expected"); + } + } +// +// public void testCreateTDistributionNegative(){ +// try { +// factory.createTDistribution(-1.0); +// fail("negative degrees of freedom. IllegalArgumentException expected"); +// } catch (IllegalArgumentException ex) { +// ; +// } +// } +// +// public void testCreateTDistributionZero(){ +// try { +// factory.createTDistribution(0.0); +// fail("zero degrees of freedom. IllegalArgumentException expected"); +// } catch (IllegalArgumentException ex) { +// ; +// } +// } +// +// public void testCreateTDistributionPositive(){ +// try { +// factory.createTDistribution(1.0); +// } catch (IllegalArgumentException ex) { +// fail("positive degrees of freedom. IllegalArgumentException is not expected"); +// } +// } +} diff --git a/src/test/org/apache/commons/math/distribution/GammaDistributionTest.java b/src/test/org/apache/commons/math/distribution/GammaDistributionTest.java new file mode 100644 index 000000000..d163881dd --- /dev/null +++ b/src/test/org/apache/commons/math/distribution/GammaDistributionTest.java @@ -0,0 +1,28 @@ +package org.apache.commons.math.stat.distribution; + +import junit.framework.TestCase; + +/** + * @author Brent Worden + */ +public class GammaDistributionTest extends TestCase { + /** + * Constructor for ChiSquareDistributionTest. + * @param name + */ + public GammaDistributionTest(String name) { + super(name); + } + + public void testProbabilities(){ + testProbability(15.5, 4.0, 2.0, .9499); + testProbability( 0.5, 4.0, 1.0, .0018); + testProbability(10.0, 1.0, 2.0, .9933); + testProbability( 5.0, 2.0, 2.0, .7127); + } + + private void testProbability(double x, double a, double b, double expected){ + double actual = DistributionFactory.newInstance().createGammaDistribution(a, b).cummulativeProbability(x); + assertEquals("probability for " + x, expected, actual, 10e-4); + } +}