Merged changes in MATH_1_1 branch to trunk. This includes revision 234481 through revision 240244.
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@240245 13f79535-47bb-0310-9956-ffa450edef68
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@ -265,7 +265,9 @@ public abstract class UnivariateRealSolverImpl implements UnivariateRealSolver,
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*/
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protected boolean isBracketing(double lower, double upper,
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UnivariateRealFunction f) throws FunctionEvaluationException {
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return (f.value(lower) * f.value(upper) < 0);
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double f1 = f.value(lower);
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double f2 = f.value(upper);
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return ((f1 > 0 && f2 < 0) || (f1 < 0 && f2 > 0));
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}
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/**
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@ -82,10 +82,8 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
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ret = 0.0;
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} else if(x >= domain[1]) {
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ret = 1.0;
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} else if (x - domain[0] < domain[1] - x) {
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ret = lowerCumulativeProbability(domain[0], x, n, m, k);
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} else {
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ret = 1.0 - upperCumulativeProbability(x + 1, domain[1], n, m, k);
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ret = innerCumulativeProbability(domain[0], x, 1, n, m, k);
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}
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return ret;
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@ -178,28 +176,6 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
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return Math.min(k, m);
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}
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/**
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* For this disbution, X, this method returns P(x0 ≤ X ≤ x1). This
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* probability is computed by summing the point probabilities for the values
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* x0, x0 + 1, x0 + 2, ..., x1, in that order.
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* @param x0 the inclusive, lower bound
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* @param x1 the inclusive, upper bound
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* @param n the population size.
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* @param m number of successes in the population.
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* @param k the sample size.
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* @return P(x0 ≤ X ≤ x1).
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*/
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private double lowerCumulativeProbability(
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int x0, int x1, int n, int m, int k)
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{
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double ret;
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ret = 0.0;
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for (int i = x0; i <= x1; ++i) {
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ret += probability(n, m, k, i);
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}
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return ret;
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}
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/**
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* For this disbution, X, this method returns P(X = x).
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*
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@ -281,7 +257,8 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
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/**
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* For this disbution, X, this method returns P(X ≥ x).
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* @param x the value at which the CDF is evaluated.
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* @return upper tail CDF for this distribution.
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* @return upper tail CDF for this distribution.
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* @since 1.1
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*/
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public double upperCumulativeProbability(int x) {
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double ret;
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@ -293,36 +270,36 @@ public class HypergeometricDistributionImpl extends AbstractIntegerDistribution
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int[] domain = getDomain(n, m, k);
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if (x < domain[0]) {
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ret = 1.0;
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} else if(x >= domain[1]) {
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} else if(x > domain[1]) {
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ret = 0.0;
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} else if (x - domain[0] < domain[1] - x) {
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ret = 1.0 - lowerCumulativeProbability(domain[0], x - 1, n, m, k);
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} else {
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ret = upperCumulativeProbability(x, domain[1], n, m, k);
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ret = innerCumulativeProbability(domain[1], x, -1, n, m, k);
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}
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return ret;
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}
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/**
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* For this disbution, X, this method returns P(x0 ≤ X ≤ x1). This
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* probability is computed by summing the point probabilities for the values
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* x1, x1 - 1, x1 - 2, ..., x0, in that order.
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* x0, x0 + 1, x0 + 2, ..., x1, in the order directed by dx.
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* @param x0 the inclusive, lower bound
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* @param x1 the inclusive, upper bound
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* @param dx the direction of summation. 1 indicates summing from x0 to x1.
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* 0 indicates summing from x1 to x0.
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* @param n the population size.
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* @param m number of successes in the population.
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* @param k the sample size.
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* @return P(x0 ≤ X ≤ x1).
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*/
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private double upperCumulativeProbability(
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int x0, int x1, int n, int m, int k)
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private double innerCumulativeProbability(
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int x0, int x1, int dx, int n, int m, int k)
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{
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double ret = 0.0;
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for (int i = x1; i >= x0; --i) {
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ret += probability(n, m, k, i);
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double ret = probability(n, m, k, x0);
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while (x0 != x1) {
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x0 += dx;
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ret += probability(n, m, k, x0);
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}
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return ret;
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}
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}
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@ -29,7 +29,7 @@ import junit.framework.TestCase;
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*
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* @version $Revision$ $Date$
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*/
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public class RetryTestCase extends TestCase {
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public abstract class RetryTestCase extends TestCase {
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public RetryTestCase() {
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super();
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@ -127,4 +127,23 @@ public class TestUtils {
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Assert.assertEquals("Equals check", object, object2);
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Assert.assertEquals("HashCode check", object.hashCode(), object2.hashCode());
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}
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public static void assertRelativelyEquals(double expected, double actual, double relativeError) {
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assertRelativelyEquals(null, expected, actual, relativeError);
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}
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public static void assertRelativelyEquals(String msg, double expected, double actual, double relativeError) {
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if (Double.isNaN(expected)) {
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Assert.assertTrue(msg, Double.isNaN(actual));
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} else if (Double.isNaN(actual)) {
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Assert.assertTrue(msg, Double.isNaN(expected));
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} else if (Double.isInfinite(actual) || Double.isInfinite(expected)) {
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Assert.assertEquals(expected, actual, relativeError);
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} else if (expected == 0.0) {
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Assert.assertEquals(msg, actual, expected, relativeError);
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} else {
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double x = Math.abs((expected - actual) / expected);
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Assert.assertEquals(msg, 0.0, x, relativeError);
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}
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}
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}
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@ -16,6 +16,8 @@
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package org.apache.commons.math.distribution;
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import org.apache.commons.math.TestUtils;
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/**
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* Test cases for HyperGeometriclDistribution.
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* Extends IntegerDistributionAbstractTest. See class javadoc for
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@ -128,4 +130,77 @@ public class HypergeometricDistributionTest extends IntegerDistributionAbstractT
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dist.setPopulationSize(10);
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assertEquals(10, dist.getPopulationSize());
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}
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public void testLargeValues() {
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int populationSize = 3456;
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int sampleSize = 789;
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int numberOfSucceses = 101;
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double[][] data = {
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{0.0, 2.75646034603961e-12, 2.75646034603961e-12, 1.0},
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{1.0, 8.55705370142386e-11, 8.83269973602783e-11, 0.999999999997244},
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{2.0, 1.31288129219665e-9, 1.40120828955693e-9, 0.999999999911673},
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{3.0, 1.32724172984193e-8, 1.46736255879763e-8, 0.999999998598792},
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{4.0, 9.94501711734089e-8, 1.14123796761385e-7, 0.999999985326375},
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{5.0, 5.89080768883643e-7, 7.03204565645028e-7, 0.999999885876203},
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{20.0, 0.0760051397707708, 0.27349758476299, 0.802507555007781},
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{21.0, 0.087144222047629, 0.360641806810619, 0.72650241523701},
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{22.0, 0.0940378846881819, 0.454679691498801, 0.639358193189381},
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{23.0, 0.0956897500614809, 0.550369441560282, 0.545320308501199},
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{24.0, 0.0919766921922999, 0.642346133752582, 0.449630558439718},
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{25.0, 0.083641637261095, 0.725987771013677, 0.357653866247418},
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{96.0, 5.93849188852098e-57, 1.0, 6.01900244560712e-57},
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{97.0, 7.96593036832547e-59, 1.0, 8.05105570861321e-59},
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{98.0, 8.44582921934367e-61, 1.0, 8.5125340287733e-61},
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{99.0, 6.63604297068222e-63, 1.0, 6.670480942963e-63},
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{100.0, 3.43501099007557e-65, 1.0, 3.4437972280786e-65},
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{101.0, 8.78623800302957e-68, 1.0, 8.78623800302957e-68},
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};
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testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
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}
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private void testHypergeometricDistributionProbabilities(int populationSize, int sampleSize, int numberOfSucceses, double[][] data) {
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HypergeometricDistributionImpl dist = new HypergeometricDistributionImpl(populationSize, numberOfSucceses, sampleSize);
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for (int i = 0; i < data.length; ++i) {
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int x = (int)data[i][0];
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double pdf = data[i][1];
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double actualPdf = dist.probability(x);
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TestUtils.assertRelativelyEquals(pdf, actualPdf, 1.0e-9);
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double cdf = data[i][2];
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double actualCdf = dist.cumulativeProbability(x);
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TestUtils.assertRelativelyEquals(cdf, actualCdf, 1.0e-9);
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double cdf1 = data[i][3];
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double actualCdf1 = dist.upperCumulativeProbability(x);
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TestUtils.assertRelativelyEquals(cdf1, actualCdf1, 1.0e-9);
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}
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}
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public void testMoreLargeValues() {
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int populationSize = 26896;
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int sampleSize = 895;
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int numberOfSucceses = 55;
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double[][] data = {
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{0.0, 0.155168304750504, 0.155168304750504, 1.0},
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{1.0, 0.29437545000746, 0.449543754757964, 0.844831695249496},
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{2.0, 0.273841321577003, 0.723385076334967, 0.550456245242036},
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{3.0, 0.166488572570786, 0.889873648905753, 0.276614923665033},
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{4.0, 0.0743969744713231, 0.964270623377076, 0.110126351094247},
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{5.0, 0.0260542785784855, 0.990324901955562, 0.0357293766229237},
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{20.0, 3.57101101678792e-16, 1.0, 3.78252101622096e-16},
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{21.0, 2.00551638598312e-17, 1.0, 2.11509999433041e-17},
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{22.0, 1.04317070180562e-18, 1.0, 1.09583608347287e-18},
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{23.0, 5.03153504903308e-20, 1.0, 5.266538166725e-20},
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{24.0, 2.2525984149695e-21, 1.0, 2.35003117691919e-21},
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{25.0, 9.3677424515947e-23, 1.0, 9.74327619496943e-23},
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{50.0, 9.83633962945521e-69, 1.0, 9.8677629437617e-69},
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{51.0, 3.13448949497553e-71, 1.0, 3.14233143064882e-71},
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{52.0, 7.82755221928122e-74, 1.0, 7.84193567329055e-74},
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{53.0, 1.43662126065532e-76, 1.0, 1.43834540093295e-76},
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{54.0, 1.72312692517348e-79, 1.0, 1.7241402776278e-79},
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{55.0, 1.01335245432581e-82, 1.0, 1.01335245432581e-82},
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};
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testHypergeometricDistributionProbabilities(populationSize, sampleSize, numberOfSucceses, data);
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}
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}
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@ -174,6 +174,37 @@ public final class BigMatrixImplTest extends TestCase {
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} catch (NumberFormatException ex) {
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// expected
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}
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try {
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BigMatrix m4 = new BigMatrixImpl(new String[][] {});
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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BigMatrix m4 = new BigMatrixImpl(new String[][] {{},{}});
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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BigMatrix m4 = new BigMatrixImpl(new String[][] {{"a", "b"},{"c"}});
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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BigMatrix m4 = new BigMatrixImpl(0, 1);
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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try {
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BigMatrix m4 = new BigMatrixImpl(1, 0);
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fail("Expecting IllegalArgumentException");
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} catch (IllegalArgumentException ex) {
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// expected
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}
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}
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/** test add */
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@ -668,6 +668,19 @@ public final class RealMatrixImplTest extends TestCase {
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} catch (NullPointerException e) {
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// expected
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}
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RealMatrixImpl m2 = new RealMatrixImpl();
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try {
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m2.setSubMatrix(testData,0,1);
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fail("expecting MatrixIndexException");
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} catch (MatrixIndexException e) {
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// expected
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}
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try {
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m2.setSubMatrix(testData,1,0);
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fail("expecting MatrixIndexException");
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} catch (MatrixIndexException e) {
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// expected
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}
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// ragged
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try {
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@ -113,7 +113,7 @@ public final class FrequencyTest extends TestCase {
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assertEquals("one count", 3 , f.getCount("one"));
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assertEquals("Z cumulative pct -- case insensitive", 1 , f.getCumPct("Z"), tolerance);
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assertEquals("z cumulative pct -- case insensitive", 1 , f.getCumPct("z"), tolerance);
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f = null;
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f = new Frequency();
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assertEquals(0L, f.getCount('a'));
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assertEquals(2L, f.getCumFreq('b'));
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assertEquals(0.25, f.getPct('a'), 0.0);
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assertEquals(0.5, f.getCumPct('b'), 0.0);
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assertEquals(1.0, f.getCumPct('e'), 0.0);
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}
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/** test pcts */
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