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PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20633 

Submitted by:	brent@worden.org


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140903 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Mark R. Diggory 2003-06-13 13:22:41 +00:00
parent 83855b4cd7
commit 3849e21f3b
6 changed files with 388 additions and 6 deletions
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8
src/java/org/apache/commons/math/distribution/DistributionFactory.java
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@ -103,6 +103,14 @@ public abstract class DistributionFactory {
public abstract ChiSquaredDistribution createChiSquareDistribution(
double degreesOfFreedom);
/**
* Create a new exponential distribution with the given degrees of freedom.
* @param mean mean.
* @return a new exponential distribution.
*/
public abstract ExponentialDistribution createExponentialDistribution(
double mean);
/**
* Create a new F-distribution with the given degrees of freedom.
* @param numeratorDegreesOfFreedom numerator degrees of freedom.

21
src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java
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@ -99,18 +99,27 @@ public class DistributionFactoryImpl extends DistributionFactory {
public TDistribution createTDistribution(double degreesOfFreedom) {
return new TDistributionImpl(degreesOfFreedom);
}
/**
* Create a new F-distribution with the given degrees of freedom.
* @param numeratorDegreesOfFreedom numerator degrees of freedom.
* @param denominatorDegreesOfFreedom denominator degrees of freedom.
* @return a new F-distribution.
*/
public FDistribution createFDistribution(
double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom) {
return new FDistributionImpl(numeratorDegreesOfFreedom,
public FDistribution createFDistribution(
double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom) {
return new FDistributionImpl(numeratorDegreesOfFreedom,
denominatorDegreesOfFreedom);
}
}
/**
* Create a new exponential distribution with the given degrees of freedom.
* @param mean mean.
* @return a new exponential distribution.
*/
public ExponentialDistribution createExponentialDistribution(double mean) {
return new ExponentialDistributionImpl(mean);
}
}

87
src/java/org/apache/commons/math/distribution/ExponentialDistribution.java Normal file
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@ -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
* <http://www.apache.org/>.
*/
package org.apache.commons.math.stat.distribution;
/**
* <p>
* The Exponential Distribution
* </p>
*
* <p>
* Instances of ExponentialDistribution objects should be created using
* {@link DistributionFactory#createExponentialDistribution(double)}
* </p>
*
* <p>
* References:
* <ul>
* <li><a href="http://mathworld.wolfram.com/ExponentialDistribution.html">
* Exponential Distribution</a></li>
* </p>
*
* @author Brent Worden
*/
public interface ExponentialDistribution extends ContinuousDistribution {
/**
* Modify the mean.
* @param mean the new mean.
*/
void setMean(double mean);
/**
* Access the mean.
* @return the mean.
*/
double getMean();
}

123
src/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java Normal file
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@ -0,0 +1,123 @@
package org.apache.commons.math.stat.distribution;
/**
* The default implementation of {@link ExponentialDistribution}
*
* @author Brent Worden
*/
public class ExponentialDistributionImpl
extends AbstractContinuousDistribution
implements ExponentialDistribution {
/** The mean of this distribution. */
private double mean;
/**
* Create a exponential distribution with the given mean.
* @param degreesOfFreedom degrees of freedom.
*/
public ExponentialDistributionImpl(double mean) {
super();
setMean(mean);
}
/**
* Access the domain value lower bound, based on <code>p</code>, 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 &lt; <i>lower bound</i>) &lt; <code>p</code>
*/
protected double getDomainLowerBound(double p){
return 0.0;
}
/**
* Access the domain value upper bound, based on <code>p</code>, 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 &lt; <i>upper bound</i>) &gt; <code>p</code>
*/
protected double getDomainUpperBound(double p){
return Double.MAX_VALUE;
}
/**
* Access the initial domain value, based on <code>p</code>, 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){
return getMean();
}
/**
* Modify the mean.
* @param mean the new mean.
*/
public void setMean(double mean) {
if(mean <= 0.0){
throw new IllegalArgumentException("mean must be positive.");
}
this.mean = mean;
}
/**
* Access the mean.
* @return the mean.
*/
public double getMean() {
return mean;
}
/**
* <p>
* For this disbution, X, this method returns P(X &lt; x).
* </p>
*
* <p>
* The implementation of this method is based on:
* <ul>
* <li>
* <a href="http://mathworld.wolfram.com/ExponentialDistribution.html">
* Exponential Distribution</a>, equation (1).</li>
* </ul>
* </p>
*
* @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 = 1.0 - Math.exp(-x / getMean());
}
return ret;
}
/**
* For this distribution, X, this method returns the critical point x, such
* that P(X &lt; x) = <code>p</code>.
*
* @param p the desired probability
* @return x, such that P(X &lt; x) = <code>p</code>
*/
public double inverseCummulativeProbability(double p){
if(p < 0.0 || p > 1.0){
throw new IllegalArgumentException(
"p must be between 0.0 and 1.0, inclusive.");
}
return -getMean() * Math.log(1.0 - p);
}
}

26
src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java
View File

@ -102,6 +102,32 @@ public class DistributionFactoryImplTest extends TestCase {
}
}
public void testCreateExponentialDistributionNegative(){
try {
factory.createExponentialDistribution(-1.0);
fail("negative mean. IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
;
}
}
public void testCreateExponentialDistributionZero(){
try {
factory.createExponentialDistribution(0.0);
fail("zero mean. IllegalArgumentException expected");
} catch (IllegalArgumentException ex) {
;
}
}
public void testCreateExponentialDistributionPositive(){
try {
factory.createExponentialDistribution(1.0);
} catch (IllegalArgumentException ex) {
fail("positive mean. IllegalArgumentException is not expected");
}
}
public void testCreateGammaDistributionNegativePositive(){
try {
factory.createGammaDistribution(-1.0, 1.0);

129
src/test/org/apache/commons/math/distribution/ExponentialDistributionTest.java Normal file
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@ -0,0 +1,129 @@
/* ====================================================================
* 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;
import junit.framework.TestCase;
/**
* @author Brent Worden
*/
public class ExponentialDistributionTest extends TestCase {
private ExponentialDistribution exp;
/**
* Constructor for ChiSquareDistributionTest.
* @param name
*/
public ExponentialDistributionTest(String name) {
super(name);
}
/*
* @see TestCase#setUp()
*/
protected void setUp() throws Exception {
super.setUp();
exp = DistributionFactory.newInstance().createExponentialDistribution(5.0);
}
/*
* @see TestCase#tearDown()
*/
protected void tearDown() throws Exception {
exp = null;
super.tearDown();
}
public void testLowerTailProbability(){
testProbability(0.005003, .001);
testProbability(0.050252, .010);
testProbability(0.126589, .025);
testProbability(0.256566, .050);
testProbability(0.526803, .100);
}
public void testUpperTailProbability(){
testProbability(34.5388, .999);
testProbability(23.0259, .990);
testProbability(18.4444, .975);
testProbability(14.9787, .950);
testProbability(11.5129, .900);
}
public void testLowerTailValues(){
testValue(0.005003, .001);
testValue(0.050252, .010);
testValue(0.126589, .025);
testValue(0.256566, .050);
testValue(0.526803, .100);
}
public void testUpperTailValues(){
testValue(34.5388, .999);
testValue(23.0259, .990);
testValue(18.4444, .975);
testValue(14.9787, .950);
testValue(11.5129, .900);
}
private void testProbability(double x, double expected){
double actual = exp.cummulativeProbability(x);
assertEquals("probability for " + x, expected, actual, 10e-4);
}
private void testValue(double expected, double p){
double actual = exp.inverseCummulativeProbability(p);
assertEquals("value for " + p, expected, actual, 10e-4);
}
}