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

src/java/org/apache/commons/math/distribution/DistributionFactory.java

@@ -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.

src/java/org/apache/commons/math/distribution/DistributionFactoryImpl.java

@@ -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(
+    public FDistribution createFDistribution(
-		double numeratorDegreesOfFreedom,
+        double numeratorDegreesOfFreedom,
-		double denominatorDegreesOfFreedom) {
+        double denominatorDegreesOfFreedom) {
-		return new FDistributionImpl(numeratorDegreesOfFreedom,
+        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);
+    }    
 
 }

src/java/org/apache/commons/math/distribution/ExponentialDistribution.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
+ * <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();
+}

src/java/org/apache/commons/math/distribution/ExponentialDistributionImpl.java

@@ -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);
+    }
+}

src/test/org/apache/commons/math/distribution/DistributionFactoryImplTest.java

@@ -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);

src/test/org/apache/commons/math/distribution/ExponentialDistributionTest.java

@@ -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);
+    }
+}