Restored backward compatibility in distributions classes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@1054524 13f79535-47bb-0310-9956-ffa450edef68
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@ -228,17 +228,4 @@ public abstract class AbstractContinuousDistribution
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return solverAbsoluteAccuracy;
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}
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/**
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* Access the lower bound of the support.
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*
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* @return lower bound of the support (might be Double.NEGATIVE_INFINITY)
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*/
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public abstract double getSupportLowerBound();
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/**
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* Access the upper bound of the support.
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*
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* @return upper bound of the support (might be Double.POSITIVE_INFINITY)
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*/
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public abstract double getSupportUpperBound();
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}
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@ -33,18 +33,6 @@ public abstract class AbstractDistribution
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/** Serializable version identifier */
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private static final long serialVersionUID = -38038050983108802L;
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/** Cached numerical mean */
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private double numericalMean = Double.NaN;
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/** Whether or not the numerical mean has been calculated */
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private boolean numericalMeanIsCalculated = false;
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/** Cached numerical variance */
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private double numericalVariance = Double.NaN;
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/** Whether or not the numerical variance has been calculated */
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private boolean numericalVarianceIsCalculated = false;
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/**
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* Default constructor.
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*/
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@ -78,106 +66,4 @@ public abstract class AbstractDistribution
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}
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return cumulativeProbability(x1) - cumulativeProbability(x0);
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}
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/**
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* This method invalidates cached moments when parameters change.
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* Usually it is called from a sub-class when the distribution
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* gets its parameters updated.
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*
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* @deprecated as of 2.2 (sub-classes will become immutable in 3.0)
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*/
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@Deprecated
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protected void invalidateParameterDependentMoments() {
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numericalMeanIsCalculated = false;
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numericalVarianceIsCalculated = false;
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}
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/**
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* Use this method to actually calculate the mean for the
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* specific distribution. Use {@link #getNumericalMean()}
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* (which implements caching) to actually get the mean.
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*
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* @return the mean or Double.NaN if it's not defined
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*/
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protected abstract double calculateNumericalMean();
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/**
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* Use this method to get the numerical value of the mean of this
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* distribution.
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*
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* @return the mean or Double.NaN if it's not defined
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*/
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public double getNumericalMean() {
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if (!numericalMeanIsCalculated) {
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numericalMean = calculateNumericalMean();
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numericalMeanIsCalculated = true;
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}
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return numericalMean;
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}
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/**
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* Use this method to actually calculate the variance for the
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* specific distribution. Use {@link #getNumericalVariance()}
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* (which implements caching) to actually get the variance.
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*
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* @return the variance or Double.NaN if it's not defined
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*/
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protected abstract double calculateNumericalVariance();
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/**
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* Use this method to get the numerical value of the variance of this
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* distribution.
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*
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* @return the variance (possibly Double.POSITIVE_INFINITY as
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* for certain cases in {@link TDistributionImpl}) or
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* Double.NaN if it's not defined
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*/
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public double getNumericalVariance() {
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if (!numericalVarianceIsCalculated) {
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numericalVariance = calculateNumericalVariance();
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numericalVarianceIsCalculated = true;
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}
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return numericalVariance;
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}
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/**
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* Use this method to get information about whether the lower bound
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* of the support is inclusive or not.
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*
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* @return whether the lower bound of the support is inclusive or not
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*/
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public abstract boolean isSupportLowerBoundInclusive();
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/**
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* Use this method to get information about whether the upper bound
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* of the support is inclusive or not.
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*
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* @return whether the upper bound of the support is inclusive or not
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*/
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public abstract boolean isSupportUpperBoundInclusive();
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/**
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* Use this method to get information about whether the support is connected,
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* i.e. whether all values between the lower and upper bound of the support
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* is included in the support.
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*
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* For {@link AbstractIntegerDistribution} the support is discrete, so
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* if this is true, then the support is
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* {lower bound, lower bound + 1, ..., upper bound}.
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*
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* For {@link AbstractContinuousDistribution} the support is continuous, so
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* if this is true, then the support is the interval
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* [lower bound, upper bound]
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* where the limits are inclusive or not according to
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* {@link #isSupportLowerBoundInclusive()} and {@link #isSupportUpperBoundInclusive()}
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* (in the example both are true). If both are false, then the support is the interval
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* (lower bound, upper bound)
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*
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* @return whether the support limits given by subclassed methods are connected or not
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*/
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public boolean isSupportConnected() {
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return true;
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}
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}
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@ -293,20 +293,6 @@ public abstract class AbstractIntegerDistribution extends AbstractDistribution
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*/
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protected abstract int getDomainUpperBound(double p);
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/**
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* Access the lower bound of the support.
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*
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* @return lower bound of the support (Integer.MIN_VALUE for negative infinity)
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*/
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public abstract int getSupportLowerBound();
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/**
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* Access the upper bound of the support.
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*
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* @return upper bound of the support (Integer.MAX_VALUE for positive infinity)
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*/
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public abstract int getSupportUpperBound();
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/**
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* Use this method to get information about whether the lower bound
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* of the support is inclusive or not. For discrete support,
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@ -314,7 +300,6 @@ public abstract class AbstractIntegerDistribution extends AbstractDistribution
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*
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* @return true (always but at Integer.MIN_VALUE because of the nature of discrete support)
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*/
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@Override
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public boolean isSupportLowerBoundInclusive() {
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return true;
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}
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@ -326,7 +311,6 @@ public abstract class AbstractIntegerDistribution extends AbstractDistribution
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*
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* @return true (always but at Integer.MAX_VALUE because of the nature of discrete support)
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*/
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@Override
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public boolean isSupportUpperBoundInclusive() {
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return true;
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}
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@ -39,7 +39,7 @@ public class BetaDistributionImpl
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extends AbstractContinuousDistribution implements BetaDistribution {
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/**
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* Default inverse cumulative probability accurac
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* Default inverse cumulative probability accuracy
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* @since 2.1
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*/
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public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
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@ -92,7 +92,6 @@ public class BetaDistributionImpl
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public void setAlpha(double alpha) {
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this.alpha = alpha;
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z = Double.NaN;
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invalidateParameterDependentMoments();
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}
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/** {@inheritDoc} */
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@ -107,7 +106,6 @@ public class BetaDistributionImpl
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public void setBeta(double beta) {
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this.beta = beta;
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z = Double.NaN;
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invalidateParameterDependentMoments();
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}
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/** {@inheritDoc} */
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@ -227,75 +225,60 @@ public class BetaDistributionImpl
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}
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/**
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* {@inheritDoc}
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*
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* The lower bound of the support is always 0 no matter the parameters.
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* Returns the lower bound of the support for this distribution.
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* The support of the Beta distribution is always [0, 1], regardless
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* of the parameters, so this method always returns 0.
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*
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* @return lower bound of the support (always 0)
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* @since 2.2
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*/
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@Override
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public double getSupportLowerBound() {
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return 0;
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}
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/**
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* {@inheritDoc}
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* Returns the upper bound of the support for this distribution.
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* The support of the Beta distribution is always [0, 1], regardless
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* of the parameters, so this method always returns 1.
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*
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* The upper bound of the support is always 1 no matter the parameters.
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*
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* @return upper bound of the support (always 1)
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* @return lower bound of the support (always 1)
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* @since 2.2
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*/
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@Override
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public double getSupportUpperBound() {
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return 1;
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}
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/**
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* {@inheritDoc}
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* Returns the mean.
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*
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* For first shape parameter <code>s1</code> and
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* second shape parameter <code>s2</code>, the mean is
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* <code>s1 / (s1 + s2)</code>
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*
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* @return {@inheritDoc}
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* @return the mean
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* @since 2.2
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*/
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@Override
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protected double calculateNumericalMean() {
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public double getNumericalMean() {
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final double a = getAlpha();
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return a / (a + getBeta());
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}
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/**
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* {@inheritDoc}
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* Returns the variance.
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*
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* For first shape parameter <code>s1</code> and
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* second shape parameter <code>s2</code>,
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* the variance is
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* <code>[ s1 * s2 ] / [ (s1 + s2)^2 * (s1 + s2 + 1) ]</code>
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*
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* @return {@inheritDoc}
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* @return the variance
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* @since 2.2
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*/
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@Override
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protected double calculateNumericalVariance() {
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public double getNumericalVariance() {
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final double a = getAlpha();
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final double b = getBeta();
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final double alphabetasum = a + b;
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return (a * b) / ((alphabetasum * alphabetasum) * (alphabetasum + 1));
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}
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/**
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* {@inheritDoc}
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*/
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@Override
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public boolean isSupportLowerBoundInclusive() {
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return false;
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}
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/**
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* {@inheritDoc}
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*/
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@Override
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public boolean isSupportUpperBoundInclusive() {
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return false;
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}
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}
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@ -83,7 +83,6 @@ public class BinomialDistributionImpl extends AbstractIntegerDistribution
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@Deprecated
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public void setNumberOfTrials(int trials) {
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setNumberOfTrialsInternal(trials);
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invalidateParameterDependentMoments();
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}
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/**
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@ -112,7 +111,6 @@ public class BinomialDistributionImpl extends AbstractIntegerDistribution
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@Deprecated
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public void setProbabilityOfSuccess(double p) {
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setProbabilityOfSuccessInternal(p);
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invalidateParameterDependentMoments();
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}
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/**
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@ -226,55 +224,55 @@ public class BinomialDistributionImpl extends AbstractIntegerDistribution
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}
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/**
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* {@inheritDoc}
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* Returns the lower bound of the support for the distribution.
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*
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* The lower bound of the support is always 0 no matter the number of trials
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* and probability parameter.
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*
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* @return lower bound of the support (always 0)
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* @since 2.2
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*/
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@Override
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public int getSupportLowerBound() {
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return 0;
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}
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/**
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* {@inheritDoc}
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* Returns the upper bound of the support for the distribution.
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*
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* The upper bound of the support is the number of trials.
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*
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* @return upper bound of the support (equal to number of trials)
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* @since 2.2
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*/
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@Override
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public int getSupportUpperBound() {
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return getNumberOfTrials();
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}
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/**
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* {@inheritDoc}
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* Returns the mean.
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*
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* For <code>n</code> number of trials and
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* probability parameter <code>p</code>, the mean is
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* <code>n * p</code>
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*
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* @return {@inheritDoc}
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* @return the mean
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* @since 2.2
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*/
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@Override
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protected double calculateNumericalMean() {
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public double getNumericalMean() {
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return (double)getNumberOfTrials() * getProbabilityOfSuccess();
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}
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/**
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* {@inheritDoc}
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* Returns the variance.
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*
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* For <code>n</code> number of trials and
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* probability parameter <code>p</code>, the variance is
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* <code>n * p * (1 - p)</code>
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*
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* @return {@inheritDoc}
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* @return the variance
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* @since 2.2
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*/
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@Override
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protected double calculateNumericalVariance() {
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public double getNumericalVariance() {
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final double p = getProbabilityOfSuccess();
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return (double)getNumberOfTrials() * p * (1 - p);
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}
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@ -86,7 +86,7 @@ public class CauchyDistributionImpl extends AbstractContinuousDistribution
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/**
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* For this distribution, X, this method returns P(X < <code>x</code>).
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* @param x the value at which the CDF is evaluated.
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* @return CDF evaluted at <code>x</code>.
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* @return CDF evaluated at <code>x</code>.
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*/
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public double cumulativeProbability(double x) {
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return 0.5 + (FastMath.atan((x - median) / scale) / FastMath.PI);
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@ -157,7 +157,6 @@ public class CauchyDistributionImpl extends AbstractContinuousDistribution
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@Deprecated
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public void setMedian(double median) {
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setMedianInternal(median);
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invalidateParameterDependentMoments();
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}
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/**
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@ -177,7 +176,6 @@ public class CauchyDistributionImpl extends AbstractContinuousDistribution
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@Deprecated
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public void setScale(double s) {
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setScaleInternal(s);
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invalidateParameterDependentMoments();
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}
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/**
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@ -273,68 +271,50 @@ public class CauchyDistributionImpl extends AbstractContinuousDistribution
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}
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/**
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* {@inheritDoc}
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*
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* The lower bound of the support is always negative infinity no matter
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* the parameters.
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* Returns the lower bound of the support for this distribution.
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* The lower bound of the support of the Cauchy distribution is always
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* negative infinity, regardless of the parameters.
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*
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* @return lower bound of the support (always Double.NEGATIVE_INFINITY)
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* @since 2.2
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*/
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@Override
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public double getSupportLowerBound() {
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return Double.NEGATIVE_INFINITY;
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}
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/**
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* {@inheritDoc}
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*
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* The upper bound of the support is always positive infinity no matter
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* the parameters.
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* Returns the upper bound of the support for this distribution.
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* The upper bound of the support of the Cauchy distribution is always
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* positive infinity, regardless of the parameters.
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*
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* @return upper bound of the support (always Double.POSITIVE_INFINITY)
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* @since 2.2
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*/
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@Override
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public double getSupportUpperBound() {
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return Double.POSITIVE_INFINITY;
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}
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/**
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* {@inheritDoc}
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* Returns the mean.
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*
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* The mean is always undefined no matter the parameters.
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* The mean is always undefined, regardless of the parameters.
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*
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* @return mean (always Double.NaN)
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* @since 2.2
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*/
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@Override
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protected double calculateNumericalMean() {
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public double getNumericalMean() {
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return Double.NaN;
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}
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/**
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* {@inheritDoc}
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* Returns the variance.
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*
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* The variance is always undefined no matter the parameters.
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* The variance is always undefined, regardless of the parameters.
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*
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* @return variance (always Double.NaN)
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* @since 2.2
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*/
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@Override
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protected double calculateNumericalVariance() {
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public double getNumericalVariance() {
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return Double.NaN;
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}
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/**
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* {@inheritDoc}
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*/
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@Override
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public boolean isSupportLowerBoundInclusive() {
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return false;
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}
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/**
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* {@inheritDoc}
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*/
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@Override
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public boolean isSupportUpperBoundInclusive() {
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return false;
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}
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}
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@ -91,7 +91,6 @@ public class ChiSquaredDistributionImpl
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@Deprecated
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public void setDegreesOfFreedom(double degreesOfFreedom) {
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setDegreesOfFreedomInternal(degreesOfFreedom);
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invalidateParameterDependentMoments();
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}
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/**
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* Modify the degrees of freedom.
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@ -272,70 +271,54 @@ public class ChiSquaredDistributionImpl
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}
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/**
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* {@inheritDoc}
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* Returns the lower bound of the support for the distribution.
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*
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* The lower bound of the support is always 0 no matter the
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* degrees of freedom.
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*
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* @return lower bound of the support (always 0)
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* @since 2.2
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*/
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@Override
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public double getSupportLowerBound() {
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return 0;
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}
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/**
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* {@inheritDoc}
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* Returns the upper bound for the support for the distribution.
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*
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* The upper bound of the support is always positive infinity no matter the
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* degrees of freedom.
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*
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* @return upper bound of the support (always Double.POSITIVE_INFINITY)
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* @since 2.2
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*/
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@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean of the distribution.
|
||||
*
|
||||
* For <code>k</code> degrees of freedom, the mean is
|
||||
* <code>k</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
public double getNumericalMean() {
|
||||
return getDegreesOfFreedom();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance of the distribution.
|
||||
*
|
||||
* For <code>k</code> degrees of freedom, the variance is
|
||||
* <code>2 * k</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
return 2*getDegreesOfFreedom();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -53,58 +53,4 @@ public interface Distribution {
|
|||
*/
|
||||
double cumulativeProbability(double x0, double x1) throws MathException;
|
||||
|
||||
/**
|
||||
* Use this method to get the numerical value of the mean of this
|
||||
* distribution.
|
||||
*
|
||||
* @return the mean or Double.NaN if it's not defined
|
||||
*/
|
||||
double getNumericalMean();
|
||||
|
||||
/**
|
||||
* Use this method to get the numerical value of the variance of this
|
||||
* distribution.
|
||||
*
|
||||
* @return the variance (possibly Double.POSITIVE_INFINITY as
|
||||
* for certain cases in {@link TDistributionImpl}) or
|
||||
* Double.NaN if it's not defined
|
||||
*/
|
||||
double getNumericalVariance();
|
||||
|
||||
/**
|
||||
* Use this method to get information about whether the lower bound
|
||||
* of the support is inclusive or not.
|
||||
*
|
||||
* @return whether the lower bound of the support is inclusive or not
|
||||
*/
|
||||
boolean isSupportLowerBoundInclusive();
|
||||
|
||||
/**
|
||||
* Use this method to get information about whether the upper bound
|
||||
* of the support is inclusive or not.
|
||||
*
|
||||
* @return whether the upper bound of the support is inclusive or not
|
||||
*/
|
||||
boolean isSupportUpperBoundInclusive();
|
||||
|
||||
/**
|
||||
* Use this method to get information about whether the support is connected,
|
||||
* i.e. whether all values between the lower and upper bound of the support
|
||||
* is included in the support.
|
||||
*
|
||||
* For {@link AbstractIntegerDistribution} the support is discrete, so
|
||||
* if this is true, then the support is
|
||||
* {lower bound, lower bound + 1, ..., upper bound}.
|
||||
*
|
||||
* For {@link AbstractContinuousDistribution} the support is continuous, so
|
||||
* if this is true, then the support is the interval
|
||||
* [lower bound, upper bound]
|
||||
* where the limits are inclusive or not according to
|
||||
* {@link #isSupportLowerBoundInclusive()} and {@link #isSupportUpperBoundInclusive()}
|
||||
* (in the example both are true). If both are false, then the support is the interval
|
||||
* (lower bound, upper bound)
|
||||
*
|
||||
* @return whether the support limits given by subclassed methods are connected or not
|
||||
*/
|
||||
boolean isSupportConnected();
|
||||
}
|
||||
|
|
|
@ -76,7 +76,6 @@ public class ExponentialDistributionImpl extends AbstractContinuousDistribution
|
|||
@Deprecated
|
||||
public void setMean(double mean) {
|
||||
setMeanInternal(mean);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
/**
|
||||
* Modify the mean.
|
||||
|
@ -204,7 +203,6 @@ public class ExponentialDistributionImpl extends AbstractContinuousDistribution
|
|||
* @return domain value lower bound, i.e.
|
||||
* P(X < <i>lower bound</i>) < <code>p</code>
|
||||
*/
|
||||
@Override
|
||||
protected double getDomainLowerBound(double p) {
|
||||
return 0;
|
||||
}
|
||||
|
@ -217,7 +215,6 @@ public class ExponentialDistributionImpl extends AbstractContinuousDistribution
|
|||
* @return domain value upper bound, i.e.
|
||||
* P(X < <i>upper bound</i>) > <code>p</code>
|
||||
*/
|
||||
@Override
|
||||
protected double getDomainUpperBound(double p) {
|
||||
// NOTE: exponential is skewed to the left
|
||||
// NOTE: therefore, P(X < μ) > .5
|
||||
|
@ -266,70 +263,55 @@ public class ExponentialDistributionImpl extends AbstractContinuousDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 0 no matter the mean parameter.
|
||||
* The lower bound of the support is always 0, regardless of the mean.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the mean parameter.
|
||||
* The upper bound of the support is always positive infinity,
|
||||
* regardless of the mean.
|
||||
*
|
||||
* @return upper bound of the support (always Double.POSITIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean of the distribution.
|
||||
*
|
||||
* For mean parameter <code>k</code>, the mean is
|
||||
* <code>k</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
public double getNumericalMean() {
|
||||
return getMean();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance of the distribution.
|
||||
*
|
||||
* For mean parameter <code>k</code>, the variance is
|
||||
* <code>k^2</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double m = getMean();
|
||||
return m * m;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -209,7 +209,6 @@ public class FDistributionImpl
|
|||
@Deprecated
|
||||
public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
|
||||
setNumeratorDegreesOfFreedomInternal(degreesOfFreedom);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -244,7 +243,6 @@ public class FDistributionImpl
|
|||
@Deprecated
|
||||
public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
|
||||
setDenominatorDegreesOfFreedomInternal(degreesOfFreedom);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -282,32 +280,32 @@ public class FDistributionImpl
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 0 no matter the parameters.
|
||||
* The lower bound of the support is always 0, regardless of the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the parameters.
|
||||
* The upper bound of the support is always positive infinity,
|
||||
* regardless of the parameters.
|
||||
*
|
||||
* @return upper bound of the support (always Double.POSITIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean of the distribution.
|
||||
*
|
||||
* For denominator degrees of freedom parameter <code>b</code>,
|
||||
* the mean is
|
||||
|
@ -316,10 +314,10 @@ public class FDistributionImpl
|
|||
* <li>else <code>undefined</code>
|
||||
* </ul>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
public double getNumericalMean() {
|
||||
final double denominatorDF = getDenominatorDegreesOfFreedom();
|
||||
|
||||
if (denominatorDF > 2) {
|
||||
|
@ -330,7 +328,7 @@ public class FDistributionImpl
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance of the distribution.
|
||||
*
|
||||
* For numerator degrees of freedom parameter <code>a</code>
|
||||
* and denominator degrees of freedom parameter <code>b</code>,
|
||||
|
@ -343,10 +341,10 @@ public class FDistributionImpl
|
|||
* <li>else <code>undefined</code>
|
||||
* </ul>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double denominatorDF = getDenominatorDegreesOfFreedom();
|
||||
|
||||
if (denominatorDF > 4) {
|
||||
|
@ -359,20 +357,4 @@ public class FDistributionImpl
|
|||
|
||||
return Double.NaN;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -137,7 +137,6 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
|
|||
@Deprecated
|
||||
public void setAlpha(double alpha) {
|
||||
setAlphaInternal(alpha);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -171,7 +170,6 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
|
|||
@Deprecated
|
||||
public void setBeta(double newBeta) {
|
||||
setBetaInternal(newBeta);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -302,72 +300,56 @@ public class GammaDistributionImpl extends AbstractContinuousDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 0 no matter the parameters.
|
||||
* The lower bound of the support is always 0, regardless of the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the parameters.
|
||||
* The upper bound of the support is always positive infinity,
|
||||
* regardless of the parameters.
|
||||
*
|
||||
* @return upper bound of the support (always Double.POSITIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean.
|
||||
*
|
||||
* For shape parameter <code>alpha</code> and scale
|
||||
* parameter <code>beta</code>, the mean is
|
||||
* <code>alpha * beta</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
public double getNumericalMean() {
|
||||
return getAlpha() * getBeta();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance.
|
||||
*
|
||||
* For shape parameter <code>alpha</code> and scale
|
||||
* parameter <code>beta</code>, the variance is
|
||||
* <code>alpha * beta^2</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double b = getBeta();
|
||||
return getAlpha() * b * b;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -241,7 +241,6 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setNumberOfSuccesses(int num) {
|
||||
setNumberOfSuccessesInternal(num);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -268,7 +267,6 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setPopulationSize(int size) {
|
||||
setPopulationSizeInternal(size);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -295,7 +293,6 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setSampleSize(int size) {
|
||||
setSampleSizeInternal(size);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
/**
|
||||
* Modify the sample size.
|
||||
|
@ -358,7 +355,7 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound for the support for the distribution.
|
||||
*
|
||||
* For population size <code>N</code>,
|
||||
* number of successes <code>m</code>, and
|
||||
|
@ -367,15 +364,15 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
|
|||
* <code>max(0, n + m - N)</code>
|
||||
*
|
||||
* @return lower bound of the support
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportLowerBound() {
|
||||
return FastMath.max(0,
|
||||
getSampleSize() + getNumberOfSuccesses() - getPopulationSize());
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound for the support of the distribution.
|
||||
*
|
||||
* For number of successes <code>m</code> and
|
||||
* sample size <code>n</code>,
|
||||
|
@ -383,39 +380,39 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
|
|||
* <code>min(m, n)</code>
|
||||
*
|
||||
* @return upper bound of the support
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportUpperBound() {
|
||||
return FastMath.min(getNumberOfSuccesses(), getSampleSize());
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean.
|
||||
*
|
||||
* For population size <code>N</code>,
|
||||
* number of successes <code>m</code>, and
|
||||
* sample size <code>n</code>, the mean is
|
||||
* <code>n * m / N</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
protected double getNumericalMean() {
|
||||
return (double)(getSampleSize() * getNumberOfSuccesses()) / (double)getPopulationSize();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance.
|
||||
*
|
||||
* For population size <code>N</code>,
|
||||
* number of successes <code>m</code>, and
|
||||
* sample size <code>n</code>, the variance is
|
||||
* <code>[ n * m * (N - n) * (N - m) ] / [ N^2 * (N - 1) ]</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double N = getPopulationSize();
|
||||
final double m = getNumberOfSuccesses();
|
||||
final double n = getSampleSize();
|
||||
|
|
|
@ -104,7 +104,6 @@ public class NormalDistributionImpl extends AbstractContinuousDistribution
|
|||
@Deprecated
|
||||
public void setMean(double mean) {
|
||||
setMeanInternal(mean);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -132,7 +131,6 @@ public class NormalDistributionImpl extends AbstractContinuousDistribution
|
|||
@Deprecated
|
||||
public void setStandardDeviation(double sd) {
|
||||
setStandardDeviationInternal(sd);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -310,70 +308,42 @@ public class NormalDistributionImpl extends AbstractContinuousDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always negative infinity
|
||||
* no matter the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always Double.NEGATIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportLowerBound() {
|
||||
return Double.NEGATIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the parameters.
|
||||
*
|
||||
* @return upper bound of the support (always Double.POSITIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* For mean parameter <code>mu</code>, the mean is <code>mu</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
return getMean();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance.
|
||||
*
|
||||
* For standard deviation parameter <code>s</code>,
|
||||
* the variance is <code>s^2</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double s = getStandardDeviation();
|
||||
return s * s;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -80,7 +80,6 @@ public class PascalDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setNumberOfSuccesses(int successes) {
|
||||
setNumberOfSuccessesInternal(successes);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -108,7 +107,6 @@ public class PascalDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setProbabilityOfSuccess(double p) {
|
||||
setProbabilityOfSuccessInternal(p);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -217,70 +215,62 @@ public class PascalDistributionImpl extends AbstractIntegerDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 0 no matter the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the parameters. Positive infinity is symbolised
|
||||
* no matter the parameters. Positive infinity is represented
|
||||
* by <code>Integer.MAX_VALUE</code> together with
|
||||
* {@link #isSupportUpperBoundInclusive()} being <code>false</code>
|
||||
*
|
||||
* @return upper bound of the support (always <code>Integer.MAX_VALUE</code> for positive infinity)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportUpperBound() {
|
||||
return Integer.MAX_VALUE;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean.
|
||||
*
|
||||
* For number of successes <code>r</code> and
|
||||
* probability of success <code>p</code>, the mean is
|
||||
* <code>( r * p ) / ( 1 - p )</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
public double getNumericalMean() {
|
||||
final double p = getProbabilityOfSuccess();
|
||||
final double r = getNumberOfSuccesses();
|
||||
return ( r * p ) / ( 1 - p );
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance.
|
||||
*
|
||||
* For number of successes <code>r</code> and
|
||||
* probability of success <code>p</code>, the mean is
|
||||
* <code>( r * p ) / ( 1 - p )^2</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double p = getProbabilityOfSuccess();
|
||||
final double r = getNumberOfSuccesses();
|
||||
final double pInv = 1 - p;
|
||||
return ( r * p ) / (pInv * pInv);
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -157,7 +157,6 @@ public class PoissonDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setMean(double p) {
|
||||
setNormalAndMeanInternal(normal, p);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
/**
|
||||
* Set the Poisson mean for the distribution. The mean value must be
|
||||
|
@ -303,19 +302,19 @@ public class PoissonDistributionImpl extends AbstractIntegerDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 0 no matter the mean parameter.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is positive infinity,
|
||||
* regardless of the parameter values. There is no integer infinity,
|
||||
|
@ -323,41 +322,22 @@ public class PoissonDistributionImpl extends AbstractIntegerDistribution
|
|||
* {@link #isSupportUpperBoundInclusive()} returns <code>true</code>.
|
||||
*
|
||||
* @return upper bound of the support (always <code>Integer.MAX_VALUE</code> for positive infinity)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportUpperBound() {
|
||||
return Integer.MAX_VALUE;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*
|
||||
* For mean parameter <code>p</code>, the mean is <code>p</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
return getMean();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance of the distribution.
|
||||
*
|
||||
* For mean parameter <code>p</code>, the variance is <code>p</code>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
return getMean();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return true;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -81,7 +81,6 @@ public class TDistributionImpl
|
|||
@Deprecated
|
||||
public void setDegreesOfFreedom(double degreesOfFreedom) {
|
||||
setDegreesOfFreedomInternal(degreesOfFreedom);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -227,33 +226,33 @@ public class TDistributionImpl
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always negative infinity
|
||||
* no matter the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always Double.NEGATIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportLowerBound() {
|
||||
return Double.NEGATIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the parameters.
|
||||
*
|
||||
* @return upper bound of the support (always Double.POSITIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean.
|
||||
*
|
||||
* For degrees of freedom parameter df, the mean is
|
||||
* <ul>
|
||||
|
@ -261,10 +260,10 @@ public class TDistributionImpl
|
|||
* <li>else <code>undefined</code></li>
|
||||
* </ul>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
public double getNumericalMean() {
|
||||
final double df = getDegreesOfFreedom();
|
||||
|
||||
if (df > 1) {
|
||||
|
@ -275,7 +274,7 @@ public class TDistributionImpl
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance.
|
||||
*
|
||||
* For degrees of freedom parameter df, the variance is
|
||||
* <ul>
|
||||
|
@ -284,10 +283,10 @@ public class TDistributionImpl
|
|||
* <li>else <code>undefined</code></li>
|
||||
* </ul>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
public double getNumericalVariance() {
|
||||
final double df = getDegreesOfFreedom();
|
||||
|
||||
if (df > 2) {
|
||||
|
@ -301,19 +300,4 @@ public class TDistributionImpl
|
|||
return Double.NaN;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -52,6 +52,18 @@ public class WeibullDistributionImpl extends AbstractContinuousDistribution
|
|||
/** Inverse cumulative probability accuracy */
|
||||
private final double solverAbsoluteAccuracy;
|
||||
|
||||
/** Cached numerical mean */
|
||||
private double numericalMean = Double.NaN;
|
||||
|
||||
/** Whether or not the numerical mean has been calculated */
|
||||
private boolean numericalMeanIsCalculated = false;
|
||||
|
||||
/** Cached numerical variance */
|
||||
private double numericalVariance = Double.NaN;
|
||||
|
||||
/** Whether or not the numerical variance has been calculated */
|
||||
private boolean numericalVarianceIsCalculated = false;
|
||||
|
||||
/**
|
||||
* Creates weibull distribution with the given shape and scale and a
|
||||
* location equal to zero.
|
||||
|
@ -81,7 +93,7 @@ public class WeibullDistributionImpl extends AbstractContinuousDistribution
|
|||
/**
|
||||
* For this distribution, X, this method returns P(X < <code>x</code>).
|
||||
* @param x the value at which the CDF is evaluated.
|
||||
* @return CDF evaluted at <code>x</code>.
|
||||
* @return CDF evaluated at <code>x</code>.
|
||||
*/
|
||||
public double cumulativeProbability(double x) {
|
||||
double ret;
|
||||
|
@ -264,39 +276,39 @@ public class WeibullDistributionImpl extends AbstractContinuousDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 0 no matter the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always 0)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportLowerBound() {
|
||||
return 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is always positive infinity
|
||||
* no matter the parameters.
|
||||
*
|
||||
* @return upper bound of the support (always Double.POSITIVE_INFINITY)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public double getSupportUpperBound() {
|
||||
return Double.POSITIVE_INFINITY;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Calculates the mean.
|
||||
*
|
||||
* The mean is <code>scale * Gamma(1 + (1 / shape))</code>
|
||||
* where <code>Gamma(...)</code> is the Gamma-function
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
final double sh = getShape();
|
||||
final double sc = getScale();
|
||||
|
@ -305,16 +317,16 @@ public class WeibullDistributionImpl extends AbstractContinuousDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Calculates the variance.
|
||||
*
|
||||
* The variance is
|
||||
* <code>scale^2 * Gamma(1 + (2 / shape)) - mean^2</code>
|
||||
* where <code>Gamma(...)</code> is the Gamma-function
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
private double calculateNumericalVariance() {
|
||||
final double sh = getShape();
|
||||
final double sc = getScale();
|
||||
final double mn = getNumericalMean();
|
||||
|
@ -325,18 +337,42 @@ public class WeibullDistributionImpl extends AbstractContinuousDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean of the distribution.
|
||||
*
|
||||
* @return the mean or Double.NaN if it's not defined
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportLowerBoundInclusive() {
|
||||
return true;
|
||||
public double getNumericalMean() {
|
||||
if (!numericalMeanIsCalculated) {
|
||||
numericalMean = calculateNumericalMean();
|
||||
numericalMeanIsCalculated = true;
|
||||
}
|
||||
|
||||
return numericalMean;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance of the distribution.
|
||||
*
|
||||
* @return the variance (possibly Double.POSITIVE_INFINITY as
|
||||
* for certain cases in {@link TDistributionImpl}) or
|
||||
* Double.NaN if it's not defined
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public boolean isSupportUpperBoundInclusive() {
|
||||
return false;
|
||||
public double getNumericalVariance() {
|
||||
if (!numericalVarianceIsCalculated) {
|
||||
numericalVariance = calculateNumericalVariance();
|
||||
numericalVarianceIsCalculated = true;
|
||||
}
|
||||
|
||||
return numericalVariance;
|
||||
}
|
||||
|
||||
/**
|
||||
* Invalidates the cached mean and variance.
|
||||
*/
|
||||
private void invalidateParameterDependentMoments() {
|
||||
numericalMeanIsCalculated = false;
|
||||
numericalVarianceIsCalculated = false;
|
||||
}
|
||||
}
|
||||
|
|
|
@ -76,7 +76,6 @@ public class ZipfDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setNumberOfElements(final int n) {
|
||||
setNumberOfElementsInternal(n);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
/**
|
||||
* Set the number of elements (e.g. corpus size) for the distribution.
|
||||
|
@ -116,7 +115,6 @@ public class ZipfDistributionImpl extends AbstractIntegerDistribution
|
|||
@Deprecated
|
||||
public void setExponent(final double s) {
|
||||
setExponentInternal(s);
|
||||
invalidateParameterDependentMoments();
|
||||
}
|
||||
|
||||
/**
|
||||
|
@ -215,31 +213,31 @@ public class ZipfDistributionImpl extends AbstractIntegerDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the lower bound of the support for the distribution.
|
||||
*
|
||||
* The lower bound of the support is always 1 no matter the parameters.
|
||||
*
|
||||
* @return lower bound of the support (always 1)
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportLowerBound() {
|
||||
return 1;
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the upper bound of the support for the distribution.
|
||||
*
|
||||
* The upper bound of the support is the number of elements
|
||||
*
|
||||
* @return upper bound of the support
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
public int getSupportUpperBound() {
|
||||
return getNumberOfElements();
|
||||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the mean.
|
||||
*
|
||||
* For number of elements N and exponent s, the mean is
|
||||
* <code>Hs1 / Hs</code> where
|
||||
|
@ -248,10 +246,10 @@ public class ZipfDistributionImpl extends AbstractIntegerDistribution
|
|||
* <li><code>Hs = generalizedHarmonic(N, s)</code></li>
|
||||
* </ul>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the mean
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalMean() {
|
||||
protected double getNumericalMean() {
|
||||
final int N = getNumberOfElements();
|
||||
final double s = getExponent();
|
||||
|
||||
|
@ -262,7 +260,7 @@ public class ZipfDistributionImpl extends AbstractIntegerDistribution
|
|||
}
|
||||
|
||||
/**
|
||||
* {@inheritDoc}
|
||||
* Returns the variance.
|
||||
*
|
||||
* For number of elements N and exponent s, the mean is
|
||||
* <code>(Hs2 / Hs) - (Hs1^2 / Hs^2)</code> where
|
||||
|
@ -272,10 +270,10 @@ public class ZipfDistributionImpl extends AbstractIntegerDistribution
|
|||
* <li><code>Hs = generalizedHarmonic(N, s)</code></li>
|
||||
* </ul>
|
||||
*
|
||||
* @return {@inheritDoc}
|
||||
* @return the variance
|
||||
* @since 2.2
|
||||
*/
|
||||
@Override
|
||||
protected double calculateNumericalVariance() {
|
||||
protected double getNumericalVariance() {
|
||||
final int N = getNumberOfElements();
|
||||
final double s = getExponent();
|
||||
|
||||
|
|
|
@ -290,7 +290,7 @@ public class BetaDistributionTest extends TestCase {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
BetaDistribution dist;
|
||||
BetaDistributionImpl dist;
|
||||
|
||||
dist = new BetaDistributionImpl(1, 1);
|
||||
assertEquals(dist.getNumericalMean(), 0.5, tol);
|
||||
|
|
|
@ -115,7 +115,7 @@ public class BinomialDistributionTest extends IntegerDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
BinomialDistribution dist;
|
||||
BinomialDistributionImpl dist;
|
||||
|
||||
dist = new BinomialDistributionImpl(10, 0.5);
|
||||
assertEquals(dist.getNumericalMean(), 10d * 0.5d, tol);
|
||||
|
|
|
@ -115,7 +115,7 @@ public class CauchyDistributionTest extends ContinuousDistributionAbstractTest
|
|||
}
|
||||
|
||||
public void testMomonts() {
|
||||
CauchyDistribution dist;
|
||||
CauchyDistributionImpl dist;
|
||||
|
||||
dist = new CauchyDistributionImpl(10.2, 0.15);
|
||||
assertTrue(Double.isNaN(dist.getNumericalMean()));
|
||||
|
|
|
@ -134,7 +134,7 @@ public class ChiSquareDistributionTest extends ContinuousDistributionAbstractTes
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
ChiSquaredDistribution dist;
|
||||
ChiSquaredDistributionImpl dist;
|
||||
|
||||
dist = new ChiSquaredDistributionImpl(1500);
|
||||
assertEquals(dist.getNumericalMean(), 1500, tol);
|
||||
|
|
|
@ -124,7 +124,7 @@ public class ExponentialDistributionTest extends ContinuousDistributionAbstractT
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
ExponentialDistribution dist;
|
||||
ExponentialDistributionImpl dist;
|
||||
|
||||
dist = new ExponentialDistributionImpl(11d);
|
||||
assertEquals(dist.getNumericalMean(), 11d, tol);
|
||||
|
|
|
@ -131,7 +131,7 @@ public class FDistributionTest extends ContinuousDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
FDistribution dist;
|
||||
FDistributionImpl dist;
|
||||
|
||||
dist = new FDistributionImpl(1, 2);
|
||||
assertTrue(Double.isNaN(dist.getNumericalMean()));
|
||||
|
|
|
@ -155,7 +155,7 @@ public class GammaDistributionTest extends ContinuousDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
GammaDistribution dist;
|
||||
GammaDistributionImpl dist;
|
||||
|
||||
dist = new GammaDistributionImpl(1, 2);
|
||||
assertEquals(dist.getNumericalMean(), 2, tol);
|
||||
|
|
|
@ -214,7 +214,7 @@ public class HypergeometricDistributionTest extends IntegerDistributionAbstractT
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
HypergeometricDistribution dist;
|
||||
HypergeometricDistributionImpl dist;
|
||||
|
||||
dist = new HypergeometricDistributionImpl(1500, 40, 100);
|
||||
assertEquals(dist.getNumericalMean(), 40d * 100d / 1500d, tol);
|
||||
|
|
|
@ -206,20 +206,17 @@ public class NormalDistributionTest extends ContinuousDistributionAbstractTest
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
NormalDistribution dist;
|
||||
NormalDistributionImpl dist;
|
||||
|
||||
dist = new NormalDistributionImpl(0, 1);
|
||||
assertEquals(dist.getNumericalMean(), 0, tol);
|
||||
assertEquals(dist.getNumericalVariance(), 1, tol);
|
||||
|
||||
dist.setMean(2.2);
|
||||
dist.setStandardDeviation(1.4);
|
||||
assertEquals(dist.getNumericalMean(), 2.2, tol);
|
||||
assertEquals(dist.getNumericalVariance(), 1.4 * 1.4, tol);
|
||||
|
||||
dist.setMean(-2000.9);
|
||||
dist.setStandardDeviation(10.4);
|
||||
assertEquals(dist.getNumericalMean(), -2000.9, tol);
|
||||
assertEquals(dist.getNumericalVariance(), 10.4 * 10.4, tol);
|
||||
}
|
||||
}
|
||||
|
|
|
@ -122,7 +122,7 @@ public class PascalDistributionTest extends IntegerDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
PascalDistribution dist;
|
||||
PascalDistributionImpl dist;
|
||||
|
||||
dist = new PascalDistributionImpl(10, 0.5);
|
||||
assertEquals(dist.getNumericalMean(), ( 10d * 0.5d ) / 0.5d, tol);
|
||||
|
|
|
@ -220,14 +220,12 @@ public class PoissonDistributionTest extends IntegerDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
PoissonDistribution dist;
|
||||
PoissonDistributionImpl dist;
|
||||
|
||||
dist = new PoissonDistributionImpl(1);
|
||||
assertEquals(dist.getNumericalMean(), 1, tol);
|
||||
assertEquals(dist.getNumericalVariance(), 1, tol);
|
||||
|
||||
dist.setMean(11.23);
|
||||
assertEquals(dist.getNumericalMean(), 11.23, tol);
|
||||
assertEquals(dist.getNumericalVariance(), 11.23, tol);
|
||||
}
|
||||
}
|
||||
|
|
|
@ -118,7 +118,7 @@ public class TDistributionTest extends ContinuousDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
TDistribution dist;
|
||||
TDistributionImpl dist;
|
||||
|
||||
dist = new TDistributionImpl(1);
|
||||
assertTrue(Double.isNaN(dist.getNumericalMean()));
|
||||
|
|
|
@ -125,7 +125,7 @@ public class WeibullDistributionTest extends ContinuousDistributionAbstractTest
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
WeibullDistribution dist;
|
||||
WeibullDistributionImpl dist;
|
||||
|
||||
dist = new WeibullDistributionImpl(2.5, 3.5);
|
||||
// In R: 3.5*gamma(1+(1/2.5)) (or emperically: mean(rweibull(10000, 2.5, 3.5)))
|
||||
|
|
|
@ -80,7 +80,7 @@ public class ZipfDistributionTest extends IntegerDistributionAbstractTest {
|
|||
|
||||
public void testMomonts() {
|
||||
final double tol = 1e-9;
|
||||
ZipfDistribution dist;
|
||||
ZipfDistributionImpl dist;
|
||||
|
||||
dist = new ZipfDistributionImpl(2, 0.5);
|
||||
assertEquals(dist.getNumericalMean(), FastMath.sqrt(2), tol);
|
||||
|
|
Loading…
Reference in New Issue