Removed dependency on DistributionFactory. Added settable t distribution field.
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@545161 13f79535-47bb-0310-9956-ffa450edef68
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@ -19,8 +19,8 @@ package org.apache.commons.math.stat.regression;
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import java.io.Serializable;
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import org.apache.commons.math.MathException;
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import org.apache.commons.math.distribution.DistributionFactory;
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import org.apache.commons.math.distribution.TDistribution;
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import org.apache.commons.math.distribution.TDistributionImpl;
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/**
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* Estimates an ordinary least squares regression model
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@ -57,6 +57,9 @@ public class SimpleRegression implements Serializable {
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/** Serializable version identifier */
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private static final long serialVersionUID = -3004689053607543335L;
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/** the distribution used to compute inference statistics. */
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private TDistribution distribution;
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/** sum of x values */
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private double sumX = 0d;
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@ -87,7 +90,18 @@ public class SimpleRegression implements Serializable {
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* Create an empty SimpleRegression instance
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*/
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public SimpleRegression() {
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this(new TDistributionImpl(1.0));
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}
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/**
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* Create an empty SimpleRegression using the given distribution object to
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* compute inference statistics.
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* @param t the distribution used to compute inference statistics.
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* @since 1.2
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*/
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public SimpleRegression(TDistribution t) {
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super();
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setDistribution(t);
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}
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/**
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@ -119,6 +133,10 @@ public class SimpleRegression implements Serializable {
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sumX += x;
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sumY += y;
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n++;
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if (n > 2) {
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distribution.setDegreesOfFreedom(n - 2);
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}
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}
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/**
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@ -455,7 +473,7 @@ public class SimpleRegression implements Serializable {
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throw new IllegalArgumentException();
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}
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return getSlopeStdErr() *
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getTDistribution().inverseCumulativeProbability(1d - alpha / 2d);
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distribution.inverseCumulativeProbability(1d - alpha / 2d);
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}
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/**
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@ -480,7 +498,7 @@ public class SimpleRegression implements Serializable {
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* @throws MathException if the significance level can not be computed.
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*/
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public double getSignificance() throws MathException {
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return 2d* (1.0 - getTDistribution().cumulativeProbability(
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return 2d * (1.0 - distribution.cumulativeProbability(
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Math.abs(getSlope()) / getSlopeStdErr()));
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}
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@ -507,14 +525,18 @@ public class SimpleRegression implements Serializable {
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private double getRegressionSumSquares(double slope) {
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return slope * slope * sumXX;
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}
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/**
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* Uses distribution framework to get a t distribution instance
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* with df = n - 2
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*
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* @return t distribution with df = n - 2
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* Modify the distribution used to compute inference statistics.
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* @param value the new distribution
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* @since 1.2
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*/
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private TDistribution getTDistribution() {
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return DistributionFactory.newInstance().createTDistribution(n - 2);
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public void setDistribution(TDistribution value) {
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distribution = value;
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// modify degrees of freedom
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if (n > 2) {
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distribution.setDegreesOfFreedom(n - 2);
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}
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}
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}
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