Apache/commons-math
1
0
Fork 0
mirror of https://github.com/apache/commons-math.git synced 2025-02-06 10:09:26 +00:00
Code Issues Packages Projects Releases Wiki Activity

Avoid repeated computations.

Browse Source
This commit is contained in:
Gilles 2017-06-22 03:14:35 +02:00
parent 34adc60660
commit b05bd69cdd
1 changed files with 7 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
src/main/java/org/apache/commons/math4/stat/interval/WilsonScoreInterval.java
View File

@ -33,18 +33,18 @@ public class WilsonScoreInterval implements BinomialConfidenceInterval {
@Override @Override
public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses, double confidenceLevel) { public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses, double confidenceLevel) {
IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel); IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
final double alpha = (1.0 - confidenceLevel) / 2; final double alpha = (1 - confidenceLevel) / 2;
final NormalDistribution normalDistribution = new NormalDistribution(); final NormalDistribution normalDistribution = new NormalDistribution();
final double z = normalDistribution.inverseCumulativeProbability(1 - alpha); final double z = normalDistribution.inverseCumulativeProbability(1 - alpha);
final double zSquared = z * z; final double zSquared = z * z;
final double zSquaredOverNumTrials = zSquared / numberOfTrials; final double oneOverNumTrials = 1d / numberOfTrials;
final double mean = (double) numberOfSuccesses / (double) numberOfTrials; final double zSquaredOverNumTrials = zSquared * oneOverNumTrials;
final double mean = oneOverNumTrials * numberOfSuccesses;
final double factor = 1.0 / (1 + zSquaredOverNumTrials); final double factor = 1 / (1 + zSquaredOverNumTrials);
final double modifiedSuccessRatio = mean + zSquaredOverNumTrials / 2; final double modifiedSuccessRatio = mean + zSquaredOverNumTrials / 2;
final double difference = z * final double difference = z * FastMath.sqrt(oneOverNumTrials * mean * (1 - mean) +
FastMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean) + (oneOverNumTrials * zSquaredOverNumTrials / 4));
(zSquaredOverNumTrials / (4 * numberOfTrials)));
final double lowerBound = factor * (modifiedSuccessRatio - difference); final double lowerBound = factor * (modifiedSuccessRatio - difference);
final double upperBound = factor * (modifiedSuccessRatio + difference); final double upperBound = factor * (modifiedSuccessRatio + difference);