- In distribution.AbstractRealDistribution, removed superfluous methods getDomainLowerBound(double), getDomainUpperBound(double) and getInitialDomain(double p) (MATH-699).
- Resolved checkstyle issues in the distribution package. - Improved Javadoc of RealDistribution.getSupportLowerBound(), RealDistribution.getSupportUpperBound() and AbstractRealDistribution.inverseCumulativeDistribution(double). git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1209963 13f79535-47bb-0310-9956-ffa450edef68
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f880c83e06
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@ -43,11 +43,11 @@ implements IntegerDistribution, Serializable {
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protected final RandomDataImpl randomData = new RandomDataImpl();
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protected final RandomDataImpl randomData = new RandomDataImpl();
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/** Default constructor. */
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/** Default constructor. */
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protected AbstractIntegerDistribution() {}
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protected AbstractIntegerDistribution() { }
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The default implementation uses the identity
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* The default implementation uses the identity
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* <p>{@code P(x0 <= X <= x1) = P(X <= x1) - P(X <= x0 - 1)}</p>
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* <p>{@code P(x0 <= X <= x1) = P(X <= x1) - P(X <= x0 - 1)}</p>
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*/
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*/
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@ -136,7 +136,7 @@ implements IntegerDistribution, Serializable {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The default implementation uses the
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* The default implementation uses the
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* <a href="http://en.wikipedia.org/wiki/Inverse_transform_sampling">
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* <a href="http://en.wikipedia.org/wiki/Inverse_transform_sampling">
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* inversion method</a>.
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* inversion method</a>.
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@ -147,7 +147,7 @@ implements IntegerDistribution, Serializable {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The default implementation generates the sample by calling
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* The default implementation generates the sample by calling
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* {@link #sample()} in a loop.
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* {@link #sample()} in a loop.
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*/
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*/
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@ -37,12 +37,12 @@ import org.apache.commons.math.util.FastMath;
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*/
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*/
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public abstract class AbstractRealDistribution
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public abstract class AbstractRealDistribution
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implements RealDistribution, Serializable {
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implements RealDistribution, Serializable {
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/** Serializable version identifier */
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private static final long serialVersionUID = -38038050983108802L;
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/** Default accuracy. */
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/** Default accuracy. */
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public static final double SOLVER_DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
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public static final double SOLVER_DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
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/** Serializable version identifier */
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private static final long serialVersionUID = -38038050983108802L;
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/** Solver absolute accuracy for inverse cumulative computation */
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/** Solver absolute accuracy for inverse cumulative computation */
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private double solverAbsoluteAccuracy = SOLVER_DEFAULT_ABSOLUTE_ACCURACY;
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private double solverAbsoluteAccuracy = SOLVER_DEFAULT_ABSOLUTE_ACCURACY;
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@ -50,7 +50,7 @@ implements RealDistribution, Serializable {
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protected final RandomDataImpl randomData = new RandomDataImpl();
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protected final RandomDataImpl randomData = new RandomDataImpl();
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/** Default constructor. */
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/** Default constructor. */
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protected AbstractRealDistribution() {}
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protected AbstractRealDistribution() { }
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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@ -66,8 +66,44 @@ implements RealDistribution, Serializable {
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return cumulativeProbability(x1) - cumulativeProbability(x0);
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return cumulativeProbability(x1) - cumulativeProbability(x0);
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}
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}
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/** {@inheritDoc} */
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/**
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* {@inheritDoc}
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*
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* The default implementation returns
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* <ul>
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* <li>{@link #getSupportLowerBound()} for {@code p = 0},</li>
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* <li>{@link #getSupportUpperBound()} for {@code p = 1}.</li>
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* </ul>
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*/
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public double inverseCumulativeProbability(final double p) throws OutOfRangeException {
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public double inverseCumulativeProbability(final double p) throws OutOfRangeException {
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/*
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* IMPLEMENTATION NOTES
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* --------------------
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* Where applicable, use is made of the one-sided Chebyshev inequality
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* to bracket the root. This inequality states that
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* P(X - mu >= k * sig) <= 1 / (1 + k^2),
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* mu: mean, sig: standard deviation. Equivalently
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* 1 - P(X < mu + k * sig) <= 1 / (1 + k^2),
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* F(mu + k * sig) >= k^2 / (1 + k^2).
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*
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* For k = sqrt(p / (1 - p)), we find
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* F(mu + k * sig) >= p,
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* and (mu + k * sig) is an upper-bound for the root.
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*
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* Then, introducing Y = -X, mean(Y) = -mu, sd(Y) = sig, and
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* P(Y >= -mu + k * sig) <= 1 / (1 + k^2),
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* P(-X >= -mu + k * sig) <= 1 / (1 + k^2),
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* P(X <= mu - k * sig) <= 1 / (1 + k^2),
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* F(mu - k * sig) <= 1 / (1 + k^2).
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*
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* For k = sqrt((1 - p) / p), we find
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* F(mu - k * sig) <= p,
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* and (mu - k * sig) is a lower-bound for the root.
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*
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* In cases where the Chebyshev inequality does not apply, geometric
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* progressions 1, 2, 4, ... and -1, -2, -4, ... are used to bracket
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* the root.
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*/
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if (p < 0.0 || p > 1.0) {
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if (p < 0.0 || p > 1.0) {
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throw new OutOfRangeException(p, 0, 1);
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throw new OutOfRangeException(p, 0, 1);
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}
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}
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@ -144,39 +180,6 @@ implements RealDistribution, Serializable {
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return x;
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return x;
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}
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}
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/**
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* Access the initial domain value, based on {@code p}, used to
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* bracket a CDF root. This method is used by
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* {@link #inverseCumulativeProbability(double)} to find critical values.
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*
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* @param p Desired probability for the critical value.
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* @return the initial domain value.
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* TODO to be deleted when applying MATH-699
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*/
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protected abstract double getInitialDomain(double p);
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/**
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* Access the domain value lower bound, based on {@code p}, used to
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* bracket a CDF root. This method is used by
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* {@link #inverseCumulativeProbability(double)} to find critical values.
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*
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* @param p Desired probability for the critical value.
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* @return the domain value lower bound, i.e. {@code P(X < 'lower bound') < p}.
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* TODO to be deleted when applying MATH-699
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*/
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protected abstract double getDomainLowerBound(double p);
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/**
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* Access the domain value upper bound, based on {@code p}, used to
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* bracket a CDF root. This method is used by
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* {@link #inverseCumulativeProbability(double)} to find critical values.
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*
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* @param p Desired probability for the critical value.
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* @return the domain value upper bound, i.e. {@code P(X < 'upper bound') > p}.
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* TODO to be deleted when applying MATH-699
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*/
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protected abstract double getDomainUpperBound(double p);
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/**
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/**
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* Returns the solver absolute accuracy for inverse cumulative computation.
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* Returns the solver absolute accuracy for inverse cumulative computation.
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* You can override this method in order to use a Brent solver with an
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* You can override this method in order to use a Brent solver with an
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@ -195,7 +198,7 @@ implements RealDistribution, Serializable {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The default implementation uses the
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* The default implementation uses the
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* <a href="http://en.wikipedia.org/wiki/Inverse_transform_sampling">
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* <a href="http://en.wikipedia.org/wiki/Inverse_transform_sampling">
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* inversion method.
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* inversion method.
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@ -207,7 +210,7 @@ implements RealDistribution, Serializable {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The default implementation generates the sample by calling
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* The default implementation generates the sample by calling
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* {@link #sample()} in a loop.
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* {@link #sample()} in a loop.
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*/
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*/
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@ -145,24 +145,6 @@ public class BetaDistribution extends AbstractRealDistribution {
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}
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}
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}
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}
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/** {@inheritDoc} */
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@Override
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protected double getInitialDomain(double p) {
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return p;
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainLowerBound(double p) {
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return 0;
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainUpperBound(double p) {
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return 1;
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}
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/** {@inheritDoc} */
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/** {@inheritDoc} */
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public double cumulativeProbability(double x) {
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public double cumulativeProbability(double x) {
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if (x <= 0) {
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if (x <= 0) {
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@ -245,9 +227,9 @@ public class BetaDistribution extends AbstractRealDistribution {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The support of this distribution is connected.
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* The support of this distribution is connected.
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*
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*
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* @return {@code true}
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* @return {@code true}
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*/
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*/
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public boolean isSupportConnected() {
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public boolean isSupportConnected() {
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@ -182,9 +182,9 @@ public class BinomialDistribution extends AbstractIntegerDistribution {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The support of this distribution is connected.
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* The support of this distribution is connected.
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*
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*
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* @return {@code true}
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* @return {@code true}
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*/
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*/
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public boolean isSupportConnected() {
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public boolean isSupportConnected() {
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@ -144,50 +144,6 @@ public class CauchyDistribution extends AbstractRealDistribution {
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return ret;
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return ret;
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}
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainLowerBound(double p) {
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double ret;
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if (p < 0.5) {
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ret = -Double.MAX_VALUE;
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} else {
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ret = median;
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}
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return ret;
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainUpperBound(double p) {
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double ret;
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if (p < 0.5) {
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ret = median;
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} else {
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ret = Double.MAX_VALUE;
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}
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return ret;
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}
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/** {@inheritDoc} */
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@Override
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protected double getInitialDomain(double p) {
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double ret;
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if (p < 0.5) {
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ret = median - scale;
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} else if (p > 0.5) {
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ret = median + scale;
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} else {
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ret = median;
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}
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return ret;
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}
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/** {@inheritDoc} */
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/** {@inheritDoc} */
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@Override
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@Override
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protected double getSolverAbsoluteAccuracy() {
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protected double getSolverAbsoluteAccuracy() {
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@ -252,9 +208,9 @@ public class CauchyDistribution extends AbstractRealDistribution {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The support of this distribution is connected.
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* The support of this distribution is connected.
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*
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*
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* @return {@code true}
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* @return {@code true}
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*/
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*/
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public boolean isSupportConnected() {
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public boolean isSupportConnected() {
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@ -108,50 +108,6 @@ public class ChiSquaredDistribution extends AbstractRealDistribution {
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return super.inverseCumulativeProbability(p);
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return super.inverseCumulativeProbability(p);
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}
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainLowerBound(double p) {
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return Double.MIN_VALUE * gamma.getBeta();
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainUpperBound(double p) {
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// NOTE: chi squared is skewed to the left
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// NOTE: therefore, P(X < μ) > .5
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double ret;
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if (p < .5) {
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// use mean
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ret = getDegreesOfFreedom();
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} else {
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// use max
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ret = Double.MAX_VALUE;
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}
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return ret;
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}
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/** {@inheritDoc} */
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@Override
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protected double getInitialDomain(double p) {
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// NOTE: chi squared is skewed to the left
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// NOTE: therefore, P(X < μ) > 0.5
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double ret;
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if (p < 0.5) {
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// use 1/2 mean
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ret = getDegreesOfFreedom() * 0.5;
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} else {
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// use mean
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ret = getDegreesOfFreedom();
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}
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return ret;
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}
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/** {@inheritDoc} */
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/** {@inheritDoc} */
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@Override
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@Override
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protected double getSolverAbsoluteAccuracy() {
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protected double getSolverAbsoluteAccuracy() {
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* @return {@inheritDoc}
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* @return {@inheritDoc}
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*/
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*/
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public double getNumericalVariance() {
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public double getNumericalVariance() {
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return 2*getDegreesOfFreedom();
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return 2 * getDegreesOfFreedom();
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}
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}
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/**
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/**
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@ -214,9 +170,9 @@ public class ChiSquaredDistribution extends AbstractRealDistribution {
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/**
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/**
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* {@inheritDoc}
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* {@inheritDoc}
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*
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*
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* The support of this distribution is connected.
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* The support of this distribution is connected.
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*
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*
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* @return {@code true}
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* @return {@code true}
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*/
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*/
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public boolean isSupportConnected() {
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public boolean isSupportConnected() {
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@ -60,7 +60,7 @@ public class ExponentialDistribution extends AbstractRealDistribution {
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* @since 2.1
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* @since 2.1
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*/
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*/
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public ExponentialDistribution(double mean, double inverseCumAccuracy)
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public ExponentialDistribution(double mean, double inverseCumAccuracy)
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throws NotStrictlyPositiveException{
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throws NotStrictlyPositiveException {
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if (mean <= 0) {
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if (mean <= 0) {
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throw new NotStrictlyPositiveException(LocalizedFormats.MEAN, mean);
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throw new NotStrictlyPositiveException(LocalizedFormats.MEAN, mean);
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}
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}
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@ -153,44 +153,6 @@ public class ExponentialDistribution extends AbstractRealDistribution {
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return randomData.nextExponential(mean);
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return randomData.nextExponential(mean);
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}
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainLowerBound(double p) {
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return 0;
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}
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/** {@inheritDoc} */
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@Override
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protected double getDomainUpperBound(double p) {
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// NOTE: exponential is skewed to the left
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// NOTE: therefore, P(X < μ) > .5
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if (p < 0.5) {
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// use mean
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return mean;
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} else {
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// use max
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return Double.MAX_VALUE;
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}
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}
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/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(double p) {
|
|
||||||
// TODO: try to improve on this estimate
|
|
||||||
// TODO: what should really happen here is not derive from
|
|
||||||
// AbstractContinuousDistribution
|
|
||||||
// TODO: because the inverse cumulative distribution is simple.
|
|
||||||
// Exponential is skewed to the left, therefore, P(X < μ) > .5
|
|
||||||
if (p < 0.5) {
|
|
||||||
// use 1/2 mean
|
|
||||||
return mean * 0.5;
|
|
||||||
} else {
|
|
||||||
// use mean
|
|
||||||
return mean;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
/** {@inheritDoc} */
|
||||||
@Override
|
@Override
|
||||||
protected double getSolverAbsoluteAccuracy() {
|
protected double getSolverAbsoluteAccuracy() {
|
||||||
|
@ -251,9 +213,9 @@ public class ExponentialDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -31,15 +31,15 @@ import org.apache.commons.math.util.FastMath;
|
||||||
* @version $Id$
|
* @version $Id$
|
||||||
*/
|
*/
|
||||||
public class FDistribution extends AbstractRealDistribution {
|
public class FDistribution extends AbstractRealDistribution {
|
||||||
/** Serializable version identifier. */
|
|
||||||
private static final long serialVersionUID = -8516354193418641566L;
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Default inverse cumulative probability accuracy.
|
* Default inverse cumulative probability accuracy.
|
||||||
* @since 2.1
|
* @since 2.1
|
||||||
*/
|
*/
|
||||||
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
|
||||||
|
|
||||||
|
/** Serializable version identifier. */
|
||||||
|
private static final long serialVersionUID = -8516354193418641566L;
|
||||||
|
|
||||||
/** The numerator degrees of freedom. */
|
/** The numerator degrees of freedom. */
|
||||||
private final double numeratorDegreesOfFreedom;
|
private final double numeratorDegreesOfFreedom;
|
||||||
|
|
||||||
|
@ -172,30 +172,6 @@ public class FDistribution extends AbstractRealDistribution {
|
||||||
return super.inverseCumulativeProbability(p);
|
return super.inverseCumulativeProbability(p);
|
||||||
}
|
}
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(double p) {
|
|
||||||
return 0;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(double p) {
|
|
||||||
return Double.MAX_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(double p) {
|
|
||||||
double ret = 1;
|
|
||||||
double d = denominatorDegreesOfFreedom;
|
|
||||||
if (d > 2) {
|
|
||||||
// use mean
|
|
||||||
ret = d / (d - 2);
|
|
||||||
}
|
|
||||||
return ret;
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Access the numerator degrees of freedom.
|
* Access the numerator degrees of freedom.
|
||||||
*
|
*
|
||||||
|
@ -262,7 +238,7 @@ public class FDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* used by {@link #getNumericalVariance()}
|
* used by {@link #getNumericalVariance()}
|
||||||
*
|
*
|
||||||
* @return the variance of this distribution
|
* @return the variance of this distribution
|
||||||
*/
|
*/
|
||||||
protected double calculateNumericalVariance() {
|
protected double calculateNumericalVariance() {
|
||||||
|
@ -314,9 +290,9 @@ public class FDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -161,52 +161,6 @@ public class GammaDistribution extends AbstractRealDistribution {
|
||||||
return super.inverseCumulativeProbability(p);
|
return super.inverseCumulativeProbability(p);
|
||||||
}
|
}
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(double p) {
|
|
||||||
// TODO: try to improve on this estimate
|
|
||||||
return Double.MIN_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(double p) {
|
|
||||||
// TODO: try to improve on this estimate
|
|
||||||
// NOTE: gamma is skewed to the left
|
|
||||||
// NOTE: therefore, P(X < μ) > .5
|
|
||||||
|
|
||||||
double ret;
|
|
||||||
|
|
||||||
if (p < 0.5) {
|
|
||||||
// use mean
|
|
||||||
ret = alpha * beta;
|
|
||||||
} else {
|
|
||||||
// use max value
|
|
||||||
ret = Double.MAX_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
return ret;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(double p) {
|
|
||||||
// TODO: try to improve on this estimate
|
|
||||||
// Gamma is skewed to the left, therefore, P(X < μ) > .5
|
|
||||||
|
|
||||||
double ret;
|
|
||||||
|
|
||||||
if (p < 0.5) {
|
|
||||||
// use 1/2 mean
|
|
||||||
ret = alpha * beta * 0.5;
|
|
||||||
} else {
|
|
||||||
// use mean
|
|
||||||
ret = alpha * beta;
|
|
||||||
}
|
|
||||||
|
|
||||||
return ret;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
/** {@inheritDoc} */
|
||||||
@Override
|
@Override
|
||||||
protected double getSolverAbsoluteAccuracy() {
|
protected double getSolverAbsoluteAccuracy() {
|
||||||
|
@ -271,9 +225,9 @@ public class GammaDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -280,7 +280,7 @@ public class HypergeometricDistribution extends AbstractIntegerDistribution {
|
||||||
* size {@code n}, the mean is {@code n * m / N}.
|
* size {@code n}, the mean is {@code n * m / N}.
|
||||||
*/
|
*/
|
||||||
public double getNumericalMean() {
|
public double getNumericalMean() {
|
||||||
return (double)(getSampleSize() * getNumberOfSuccesses()) / (double)getPopulationSize();
|
return (double) (getSampleSize() * getNumberOfSuccesses()) / (double) getPopulationSize();
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -300,14 +300,14 @@ public class HypergeometricDistribution extends AbstractIntegerDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Used by {@link #getNumericalVariance()}.
|
* Used by {@link #getNumericalVariance()}.
|
||||||
*
|
*
|
||||||
* @return the variance of this distribution
|
* @return the variance of this distribution
|
||||||
*/
|
*/
|
||||||
protected double calculateNumericalVariance() {
|
protected double calculateNumericalVariance() {
|
||||||
final double N = getPopulationSize();
|
final double N = getPopulationSize();
|
||||||
final double m = getNumberOfSuccesses();
|
final double m = getNumberOfSuccesses();
|
||||||
final double n = getSampleSize();
|
final double n = getSampleSize();
|
||||||
return ( n * m * (N - n) * (N - m) ) / ( (N*N * (N - 1)) );
|
return ( n * m * (N - n) * (N - m) ) / ( (N * N * (N - 1)) );
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -338,9 +338,9 @@ public class HypergeometricDistribution extends AbstractIntegerDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -93,9 +93,8 @@ public interface IntegerDistribution {
|
||||||
* Use this method to get the numerical value of the variance of this
|
* Use this method to get the numerical value of the variance of this
|
||||||
* distribution.
|
* distribution.
|
||||||
*
|
*
|
||||||
* @return the variance (possibly {@code Double.POSITIVE_INFINITY} as
|
* @return the variance (possibly {@code Double.POSITIVE_INFINITY} or
|
||||||
* for certain cases in {@link TDistributionImpl}) or
|
* {@code Double.NaN} if it is not defined)
|
||||||
* {@code Double.NaN} if it is not defined
|
|
||||||
*/
|
*/
|
||||||
double getNumericalVariance();
|
double getNumericalVariance();
|
||||||
|
|
||||||
|
|
|
@ -246,7 +246,7 @@ public class KolmogorovSmirnovDistribution implements Serializable {
|
||||||
double pFrac = Hpower.getEntry(k - 1, k - 1);
|
double pFrac = Hpower.getEntry(k - 1, k - 1);
|
||||||
|
|
||||||
for (int i = 1; i <= n; ++i) {
|
for (int i = 1; i <= n; ++i) {
|
||||||
pFrac *= (double)i / (double)n;
|
pFrac *= (double) i / (double) n;
|
||||||
}
|
}
|
||||||
|
|
||||||
return pFrac;
|
return pFrac;
|
||||||
|
|
|
@ -172,50 +172,6 @@ public class NormalDistribution extends AbstractRealDistribution {
|
||||||
return super.inverseCumulativeProbability(p);
|
return super.inverseCumulativeProbability(p);
|
||||||
}
|
}
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(double p) {
|
|
||||||
double ret;
|
|
||||||
|
|
||||||
if (p < 0.5) {
|
|
||||||
ret = -Double.MAX_VALUE;
|
|
||||||
} else {
|
|
||||||
ret = mean;
|
|
||||||
}
|
|
||||||
|
|
||||||
return ret;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(double p) {
|
|
||||||
double ret;
|
|
||||||
|
|
||||||
if (p < 0.5) {
|
|
||||||
ret = mean;
|
|
||||||
} else {
|
|
||||||
ret = Double.MAX_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
return ret;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(double p) {
|
|
||||||
double ret;
|
|
||||||
|
|
||||||
if (p < 0.5) {
|
|
||||||
ret = mean - standardDeviation;
|
|
||||||
} else if (p > 0.5) {
|
|
||||||
ret = mean + standardDeviation;
|
|
||||||
} else {
|
|
||||||
ret = mean;
|
|
||||||
}
|
|
||||||
|
|
||||||
return ret;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
/** {@inheritDoc} */
|
||||||
@Override
|
@Override
|
||||||
protected double getSolverAbsoluteAccuracy() {
|
protected double getSolverAbsoluteAccuracy() {
|
||||||
|
@ -279,9 +235,9 @@ public class NormalDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -206,9 +206,9 @@ public class PascalDistribution extends AbstractIntegerDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -139,9 +139,9 @@ public class PoissonDistribution extends AbstractIntegerDistribution {
|
||||||
} else if (x == 0) {
|
} else if (x == 0) {
|
||||||
ret = FastMath.exp(-mean);
|
ret = FastMath.exp(-mean);
|
||||||
} else {
|
} else {
|
||||||
ret = FastMath.exp(-SaddlePointExpansion.getStirlingError(x)
|
ret = FastMath.exp(-SaddlePointExpansion.getStirlingError(x) -
|
||||||
- SaddlePointExpansion.getDeviancePart(x, mean))
|
SaddlePointExpansion.getDeviancePart(x, mean)) /
|
||||||
/ FastMath.sqrt(MathUtils.TWO_PI * x);
|
FastMath.sqrt(MathUtils.TWO_PI * x);
|
||||||
}
|
}
|
||||||
return ret;
|
return ret;
|
||||||
}
|
}
|
||||||
|
|
|
@ -105,13 +105,16 @@ public interface RealDistribution {
|
||||||
* distribution.
|
* distribution.
|
||||||
*
|
*
|
||||||
* @return the variance (possibly {@code Double.POSITIVE_INFINITY} as
|
* @return the variance (possibly {@code Double.POSITIVE_INFINITY} as
|
||||||
* for certain cases in {@link TDistributionImpl}) or
|
* for certain cases in {@link TDistribution}) or {@code Double.NaN} if it
|
||||||
* {@code Double.NaN} if it is not defined
|
* is not defined
|
||||||
*/
|
*/
|
||||||
double getNumericalVariance();
|
double getNumericalVariance();
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Access the lower bound of the support.
|
* Access the lower bound of the support. This method must return the same
|
||||||
|
* value as {@code inverseCumulativeProbability(0)}. In other words, this
|
||||||
|
* method must return
|
||||||
|
* <p><code>inf {x in R | P(X <= x) > 0}</code>.</p>
|
||||||
*
|
*
|
||||||
* @return lower bound of the support (might be
|
* @return lower bound of the support (might be
|
||||||
* {@code Double.NEGATIVE_INFINITY})
|
* {@code Double.NEGATIVE_INFINITY})
|
||||||
|
@ -119,7 +122,10 @@ public interface RealDistribution {
|
||||||
double getSupportLowerBound();
|
double getSupportLowerBound();
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Access the upper bound of the support.
|
* Access the upper bound of the support. This method must return the same
|
||||||
|
* value as {@code inverseCumulativeProbability(1)}. In other words, this
|
||||||
|
* method must return
|
||||||
|
* <p><code>inf {x in R | P(X <= x) = 1}</code>.</p>
|
||||||
*
|
*
|
||||||
* @return upper bound of the support (might be
|
* @return upper bound of the support (might be
|
||||||
* {@code Double.POSITIVE_INFINITY})
|
* {@code Double.POSITIVE_INFINITY})
|
||||||
|
|
|
@ -98,11 +98,11 @@ public class TDistribution extends AbstractRealDistribution {
|
||||||
public double density(double x) {
|
public double density(double x) {
|
||||||
final double n = degreesOfFreedom;
|
final double n = degreesOfFreedom;
|
||||||
final double nPlus1Over2 = (n + 1) / 2;
|
final double nPlus1Over2 = (n + 1) / 2;
|
||||||
return FastMath.exp(Gamma.logGamma(nPlus1Over2)
|
return FastMath.exp(Gamma.logGamma(nPlus1Over2) -
|
||||||
- 0.5 * (FastMath.log(FastMath.PI)
|
0.5 * (FastMath.log(FastMath.PI) +
|
||||||
+ FastMath.log(n))
|
FastMath.log(n)) -
|
||||||
- Gamma.logGamma(n/2)
|
Gamma.logGamma(n / 2) -
|
||||||
- nPlus1Over2 * FastMath.log(1 + x * x /n));
|
nPlus1Over2 * FastMath.log(1 + x * x / n));
|
||||||
}
|
}
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
/** {@inheritDoc} */
|
||||||
|
@ -143,24 +143,6 @@ public class TDistribution extends AbstractRealDistribution {
|
||||||
return super.inverseCumulativeProbability(p);
|
return super.inverseCumulativeProbability(p);
|
||||||
}
|
}
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(double p) {
|
|
||||||
return -Double.MAX_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(double p) {
|
|
||||||
return Double.MAX_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(double p) {
|
|
||||||
return 0;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
/** {@inheritDoc} */
|
||||||
@Override
|
@Override
|
||||||
protected double getSolverAbsoluteAccuracy() {
|
protected double getSolverAbsoluteAccuracy() {
|
||||||
|
@ -249,9 +231,9 @@ public class TDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -35,21 +35,21 @@ import org.apache.commons.math.util.FastMath;
|
||||||
* @version $Id$
|
* @version $Id$
|
||||||
*/
|
*/
|
||||||
public class WeibullDistribution extends AbstractRealDistribution {
|
public class WeibullDistribution extends AbstractRealDistribution {
|
||||||
/** Serializable version identifier. */
|
|
||||||
private static final long serialVersionUID = 8589540077390120676L;
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Default inverse cumulative probability accuracy.
|
* Default inverse cumulative probability accuracy.
|
||||||
* @since 2.1
|
* @since 2.1
|
||||||
*/
|
*/
|
||||||
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
|
public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
|
||||||
|
|
||||||
|
/** Serializable version identifier. */
|
||||||
|
private static final long serialVersionUID = 8589540077390120676L;
|
||||||
|
|
||||||
/** The shape parameter. */
|
/** The shape parameter. */
|
||||||
private final double shape;
|
private final double shape;
|
||||||
|
|
||||||
/** The scale parameter. */
|
/** The scale parameter. */
|
||||||
private final double scale;
|
private final double scale;
|
||||||
|
|
||||||
/** Inverse cumulative probability accuracy. */
|
/** Inverse cumulative probability accuracy. */
|
||||||
private final double solverAbsoluteAccuracy;
|
private final double solverAbsoluteAccuracy;
|
||||||
|
|
||||||
|
@ -188,25 +188,6 @@ public class WeibullDistribution extends AbstractRealDistribution {
|
||||||
return ret;
|
return ret;
|
||||||
}
|
}
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(double p) {
|
|
||||||
return 0;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(double p) {
|
|
||||||
return Double.MAX_VALUE;
|
|
||||||
}
|
|
||||||
|
|
||||||
/** {@inheritDoc} */
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(double p) {
|
|
||||||
// use median
|
|
||||||
return FastMath.pow(scale * FastMath.log(2.0), 1.0 / shape);
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Return the absolute accuracy setting of the solver used to estimate
|
* Return the absolute accuracy setting of the solver used to estimate
|
||||||
* inverse cumulative probabilities.
|
* inverse cumulative probabilities.
|
||||||
|
@ -235,7 +216,7 @@ public class WeibullDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* used by {@link #getNumericalMean()}
|
* used by {@link #getNumericalMean()}
|
||||||
*
|
*
|
||||||
* @return the mean of this distribution
|
* @return the mean of this distribution
|
||||||
*/
|
*/
|
||||||
protected double calculateNumericalMean() {
|
protected double calculateNumericalMean() {
|
||||||
|
@ -261,7 +242,7 @@ public class WeibullDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* used by {@link #getNumericalVariance()}
|
* used by {@link #getNumericalVariance()}
|
||||||
*
|
*
|
||||||
* @return the variance of this distribution
|
* @return the variance of this distribution
|
||||||
*/
|
*/
|
||||||
protected double calculateNumericalVariance() {
|
protected double calculateNumericalVariance() {
|
||||||
|
@ -269,8 +250,8 @@ public class WeibullDistribution extends AbstractRealDistribution {
|
||||||
final double sc = getScale();
|
final double sc = getScale();
|
||||||
final double mn = getNumericalMean();
|
final double mn = getNumericalMean();
|
||||||
|
|
||||||
return (sc * sc) * FastMath.exp(Gamma.logGamma(1 + (2 / sh)))
|
return (sc * sc) * FastMath.exp(Gamma.logGamma(1 + (2 / sh))) -
|
||||||
- (mn * mn);
|
(mn * mn);
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -309,9 +290,9 @@ public class WeibullDistribution extends AbstractRealDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -143,7 +143,7 @@ public class ZipfDistribution extends AbstractIntegerDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Used by {@link #getNumericalMean()}.
|
* Used by {@link #getNumericalMean()}.
|
||||||
*
|
*
|
||||||
* @return the mean of this distribution
|
* @return the mean of this distribution
|
||||||
*/
|
*/
|
||||||
protected double calculateNumericalMean() {
|
protected double calculateNumericalMean() {
|
||||||
|
@ -177,7 +177,7 @@ public class ZipfDistribution extends AbstractIntegerDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* used by {@link #getNumericalVariance()}
|
* used by {@link #getNumericalVariance()}
|
||||||
*
|
*
|
||||||
* @return the variance of this distribution
|
* @return the variance of this distribution
|
||||||
*/
|
*/
|
||||||
protected double calculateNumericalVariance() {
|
protected double calculateNumericalVariance() {
|
||||||
|
@ -232,9 +232,9 @@ public class ZipfDistribution extends AbstractIntegerDistribution {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* {@inheritDoc}
|
* {@inheritDoc}
|
||||||
*
|
*
|
||||||
* The support of this distribution is connected.
|
* The support of this distribution is connected.
|
||||||
*
|
*
|
||||||
* @return {@code true}
|
* @return {@code true}
|
||||||
*/
|
*/
|
||||||
public boolean isSupportConnected() {
|
public boolean isSupportConnected() {
|
||||||
|
|
|
@ -64,21 +64,6 @@ public class AbstractRealDistributionTest {
|
||||||
return 0.0;
|
return 0.0;
|
||||||
}
|
}
|
||||||
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(final double p) {
|
|
||||||
throw new UnsupportedOperationException();
|
|
||||||
}
|
|
||||||
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(final double p) {
|
|
||||||
throw new UnsupportedOperationException();
|
|
||||||
}
|
|
||||||
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(final double p) {
|
|
||||||
throw new UnsupportedOperationException();
|
|
||||||
}
|
|
||||||
|
|
||||||
public double getNumericalMean() {
|
public double getNumericalMean() {
|
||||||
return ((x0 + x1) * p12 + (x2 + x3) * (1.0 - p12)) / 2.0;
|
return ((x0 + x1) * p12 + (x2 + x3) * (1.0 - p12)) / 2.0;
|
||||||
}
|
}
|
||||||
|
@ -164,21 +149,6 @@ public class AbstractRealDistributionTest {
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@Override
|
|
||||||
protected double getDomainLowerBound(final double p) {
|
|
||||||
throw new UnsupportedOperationException();
|
|
||||||
}
|
|
||||||
|
|
||||||
@Override
|
|
||||||
protected double getDomainUpperBound(final double p) {
|
|
||||||
throw new UnsupportedOperationException();
|
|
||||||
}
|
|
||||||
|
|
||||||
@Override
|
|
||||||
protected double getInitialDomain(final double p) {
|
|
||||||
throw new UnsupportedOperationException();
|
|
||||||
}
|
|
||||||
|
|
||||||
public double getNumericalMean() {
|
public double getNumericalMean() {
|
||||||
final UnivariateFunction f = new UnivariateFunction() {
|
final UnivariateFunction f = new UnivariateFunction() {
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue