You are viewing a plain text version of this content. The canonical link for it is here.
Posted to dev@commons.apache.org by md...@apache.org on 2003/06/05 16:02:29 UTC
cvs commit: jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution ChiSquaredDistribution.java GammaDistribution.java DistributionFactory.java GammaDistributionImpl.java ChiSquaredDistributionImpl.java DistributionFactoryImpl.java ContinuousDistribution.java AbstractContinuousDistribution.java
mdiggory 2003/06/05 07:02:29
Modified: math/src/java/org/apache/commons/math/stat/distribution
ContinuousDistribution.java
AbstractContinuousDistribution.java
Added: math/src/java/org/apache/commons/math/stat/distribution
ChiSquaredDistribution.java GammaDistribution.java
DistributionFactory.java GammaDistributionImpl.java
ChiSquaredDistributionImpl.java
DistributionFactoryImpl.java
Log:
PR: http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20488
Submitted by: Brent Worden
Initial submission of the distribution library
Revision Changes Path
1.2 +83 -98 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ContinuousDistribution.java
Index: ContinuousDistribution.java
===================================================================
RCS file: /home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ContinuousDistribution.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -u -r1.1 -r1.2
--- ContinuousDistribution.java 29 May 2003 19:34:38 -0000 1.1
+++ ContinuousDistribution.java 5 Jun 2003 14:02:28 -0000 1.2
@@ -1,98 +1,83 @@
-/* ====================================================================
- * The Apache Software License, Version 1.1
- *
- * Copyright (c) 2003 The Apache Software Foundation. All rights
- * reserved.
- *
- * Redistribution and use in source and binary forms, with or without
- * modification, are permitted provided that the following conditions
- * are met:
- *
- * 1. Redistributions of source code must retain the above copyright
- * notice, this list of conditions and the following disclaimer.
- *
- * 2. Redistributions in binary form must reproduce the above copyright
- * notice, this list of conditions and the following disclaimer in
- * the documentation and/or other materials provided with the
- * distribution.
- *
- * 3. The end-user documentation included with the redistribution, if
- * any, must include the following acknowlegement:
- * "This product includes software developed by the
- * Apache Software Foundation (http://www.apache.org/)."
- * Alternately, this acknowlegement may appear in the software itself,
- * if and wherever such third-party acknowlegements normally appear.
- *
- * 4. The names "The Jakarta Project", "Commons", and "Apache Software
- * Foundation" must not be used to endorse or promote products derived
- * from this software without prior written permission. For written
- * permission, please contact apache@apache.org.
- *
- * 5. Products derived from this software may not be called "Apache"
- * nor may "Apache" appear in their names without prior written
- * permission of the Apache Software Foundation.
- *
- * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
- * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
- * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
- * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
- * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
- * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
- * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
- * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
- * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
- * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
- * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
- * SUCH DAMAGE.
- * ====================================================================
- *
- * This software consists of voluntary contributions made by many
- * individuals on behalf of the Apache Software Foundation. For more
- * information on the Apache Software Foundation, please see
- * <http://www.apache.org/>.
- */
-package org.apache.commons.math.stat.distribution;
-
-/**
- * Base interface for various continuous distributions.
- *
- * @author Brent Worden
- */
-public interface ContinuousDistribution {
- /**
- * For this disbution, X, this method returns P(X < x).
- * @param x the value at which the CDF is evaluated.
- * @return CDF for this distribution.
- */
- double cummulativeProbability(double x);
-
- /**
- * For this disbution, X, this method returns P(x0 < X < x1).
- * @param x0 the lower bound
- * @param x1 the upper bound
- * @return the cummulative probability.
- */
- double cummulativeProbability(double x0, double x1);
-
- /**
- * For this disbution, X, this method returns x such that P(X < x) = p.
- * @param p the cummulative probability.
- * @return x.
- */
- double inverseCummulativeProbability(double p);
-
- /**
- *
- */
- double getMean();
-
- /**
- *
- */
- double getDomainLowerBound();
-
- /**
- *
- */
- double getDomainUpperBound();
-}
+/* ====================================================================
+ * The Apache Software License, Version 1.1
+ *
+ * Copyright (c) 2003 The Apache Software Foundation. All rights
+ * reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ * notice, this list of conditions and the following disclaimer.
+ *
+ * 2. Redistributions in binary form must reproduce the above copyright
+ * notice, this list of conditions and the following disclaimer in
+ * the documentation and/or other materials provided with the
+ * distribution.
+ *
+ * 3. The end-user documentation included with the redistribution, if
+ * any, must include the following acknowlegement:
+ * "This product includes software developed by the
+ * Apache Software Foundation (http://www.apache.org/)."
+ * Alternately, this acknowlegement may appear in the software itself,
+ * if and wherever such third-party acknowlegements normally appear.
+ *
+ * 4. The names "The Jakarta Project", "Commons", and "Apache Software
+ * Foundation" must not be used to endorse or promote products derived
+ * from this software without prior written permission. For written
+ * permission, please contact apache@apache.org.
+ *
+ * 5. Products derived from this software may not be called "Apache"
+ * nor may "Apache" appear in their names without prior written
+ * permission of the Apache Software Foundation.
+ *
+ * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
+ * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
+ * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
+ * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+ * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+ * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
+ * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+ * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
+ * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
+ * SUCH DAMAGE.
+ * ====================================================================
+ *
+ * This software consists of voluntary contributions made by many
+ * individuals on behalf of the Apache Software Foundation. For more
+ * information on the Apache Software Foundation, please see
+ * <http://www.apache.org/>.
+ */
+package org.apache.commons.math.stat.distribution;
+
+/**
+ * Base interface for various continuous distributions.
+ *
+ * @author Brent Worden
+ */
+public interface ContinuousDistribution {
+ /**
+ * For this disbution, X, this method returns P(X < x).
+ * @param x the value at which the CDF is evaluated.
+ * @return CDF for this distribution.
+ */
+ double cummulativeProbability(double x);
+
+ /**
+ * For this disbution, X, this method returns P(x0 < X < x1).
+ * @param x0 the lower bound
+ * @param x1 the upper bound
+ * @return the cummulative probability.
+ */
+ double cummulativeProbability(double x0, double x1);
+
+ /**
+ * For this disbution, X, this method returns x such that P(X < x) = p.
+ * @param p the cummulative probability.
+ * @return x.
+ */
+ double inverseCummulativeProbability(double p);
+}
1.2 +153 -113 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/AbstractContinuousDistribution.java
Index: AbstractContinuousDistribution.java
===================================================================
RCS file: /home/cvs/jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/AbstractContinuousDistribution.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -u -r1.1 -r1.2
--- AbstractContinuousDistribution.java 29 May 2003 19:34:38 -0000 1.1
+++ AbstractContinuousDistribution.java 5 Jun 2003 14:02:29 -0000 1.2
@@ -1,113 +1,153 @@
-/* ====================================================================
- * The Apache Software License, Version 1.1
- *
- * Copyright (c) 2003 The Apache Software Foundation. All rights
- * reserved.
- *
- * Redistribution and use in source and binary forms, with or without
- * modification, are permitted provided that the following conditions
- * are met:
- *
- * 1. Redistributions of source code must retain the above copyright
- * notice, this list of conditions and the following disclaimer.
- *
- * 2. Redistributions in binary form must reproduce the above copyright
- * notice, this list of conditions and the following disclaimer in
- * the documentation and/or other materials provided with the
- * distribution.
- *
- * 3. The end-user documentation included with the redistribution, if
- * any, must include the following acknowlegement:
- * "This product includes software developed by the
- * Apache Software Foundation (http://www.apache.org/)."
- * Alternately, this acknowlegement may appear in the software itself,
- * if and wherever such third-party acknowlegements normally appear.
- *
- * 4. The names "The Jakarta Project", "Commons", and "Apache Software
- * Foundation" must not be used to endorse or promote products derived
- * from this software without prior written permission. For written
- * permission, please contact apache@apache.org.
- *
- * 5. Products derived from this software may not be called "Apache"
- * nor may "Apache" appear in their names without prior written
- * permission of the Apache Software Foundation.
- *
- * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
- * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
- * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
- * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
- * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
- * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
- * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
- * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
- * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
- * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
- * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
- * SUCH DAMAGE.
- * ====================================================================
- *
- * This software consists of voluntary contributions made by many
- * individuals on behalf of the Apache Software Foundation. For more
- * information on the Apache Software Foundation, please see
- * <http://www.apache.org/>.
- */
-package org.apache.commons.math.stat.distribution;
-
-import org.apache.commons.math.RootFinding;
-import org.apache.commons.math.UnivariateFunction;
-
-/**
- * Base class for various continuous distributions. It provides default
- * implementations for some of the methods that do not vary from distribution
- * to distribution.
- *
- * @author Brent Worden
- */
-public abstract class AbstractContinuousDistribution
- implements ContinuousDistribution {
-
- /**
- * Default constructor.
- */
- protected AbstractContinuousDistribution() {
- super();
- }
-
- /**
- * For this disbution, X, this method returns P(x0 < X < x1). This
- * is accomplished by using the equality P(x0 < X < x1) =
- * P(X < x1) - P(X < x0).
- *
- * @param x0 the lower bound
- * @param x1 the upper bound
- * @return the cummulative probability.
- */
- public double cummulativeProbability(double x0, double x1) {
- return cummulativeProbability(x1) - cummulativeProbability(x0);
- }
-
- /**
- *
- */
- public double inverseCummulativeProbability(final double p){
- if(p < 0.0 || p > 1.0){
- throw new IllegalArgumentException("p must be between 0.0 and 1.0 inclusive.");
- }
-
- // by default, do simple root finding using bracketing and bisection.
- // subclasses can overide if there is a better method.
- UnivariateFunction rootFindingFunction = new UnivariateFunction() {
- public double evaluate(double x) {
- return cummulativeProbability(x) - p;
- }
- };
-
- // bracket root
- double[] bracket = RootFinding.bracket(rootFindingFunction, getMean(), getDomainLowerBound(), getDomainUpperBound());
-
- // find root
- double root = RootFinding.bisection(rootFindingFunction, bracket[0], bracket[1]);
-
- return root;
- }
-}
+/* ====================================================================
+ * The Apache Software License, Version 1.1
+ *
+ * Copyright (c) 2003 The Apache Software Foundation. All rights
+ * reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ * notice, this list of conditions and the following disclaimer.
+ *
+ * 2. Redistributions in binary form must reproduce the above copyright
+ * notice, this list of conditions and the following disclaimer in
+ * the documentation and/or other materials provided with the
+ * distribution.
+ *
+ * 3. The end-user documentation included with the redistribution, if
+ * any, must include the following acknowlegement:
+ * "This product includes software developed by the
+ * Apache Software Foundation (http://www.apache.org/)."
+ * Alternately, this acknowlegement may appear in the software itself,
+ * if and wherever such third-party acknowlegements normally appear.
+ *
+ * 4. The names "The Jakarta Project", "Commons", and "Apache Software
+ * Foundation" must not be used to endorse or promote products derived
+ * from this software without prior written permission. For written
+ * permission, please contact apache@apache.org.
+ *
+ * 5. Products derived from this software may not be called "Apache"
+ * nor may "Apache" appear in their names without prior written
+ * permission of the Apache Software Foundation.
+ *
+ * THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
+ * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
+ * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
+ * ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+ * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+ * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
+ * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+ * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
+ * OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
+ * SUCH DAMAGE.
+ * ====================================================================
+ *
+ * This software consists of voluntary contributions made by many
+ * individuals on behalf of the Apache Software Foundation. For more
+ * information on the Apache Software Foundation, please see
+ * <http://www.apache.org/>.
+ */
+package org.apache.commons.math.stat.distribution;
+
+import org.apache.commons.math.RootFinding;
+import org.apache.commons.math.UnivariateFunction;
+
+/**
+ * Base class for various continuous distributions. It provides default
+ * implementations for some of the methods that do not vary from distribution
+ * to distribution.
+ *
+ * @author Brent Worden
+ */
+public abstract class AbstractContinuousDistribution
+ implements ContinuousDistribution {
+
+ /**
+ * Default constructor.
+ */
+ protected AbstractContinuousDistribution() {
+ super();
+ }
+
+ /**
+ * For this distribution, X, this method returns P(x0 < X < x1). This
+ * is accomplished by using the equality P(x0 < X < x1) =
+ * P(X < x1) - P(X < x0).
+ *
+ * @param x0 the lower bound
+ * @param x1 the upper bound
+ * @return the cummulative probability.
+ */
+ public double cummulativeProbability(double x0, double x1) {
+ return cummulativeProbability(x1) - cummulativeProbability(x0);
+ }
+
+ /**
+ * For this distribution, X, this method returns the critical point x, such
+ * that P(X < x) = <code>p</code>.
+ *
+ * @param p the desired probability
+ * @return x, such that P(X < x) = <code>p</code>
+ */
+ public double inverseCummulativeProbability(final double p){
+ if(p < 0.0 || p > 1.0){
+ throw new IllegalArgumentException(
+ "p must be between 0.0 and 1.0, inclusive.");
+ }
+
+ // by default, do simple root finding using bracketing and bisection.
+ // subclasses can overide if there is a better method.
+ UnivariateFunction rootFindingFunction = new UnivariateFunction() {
+ public double evaluate(double x) {
+ return cummulativeProbability(x) - p;
+ }
+ };
+
+ // bracket root
+ double[] bracket = RootFinding.bracket(rootFindingFunction,
+ getInitialDomain(p), getDomainLowerBound(p),
+ getDomainUpperBound(p));
+
+ // find root
+ double root = RootFinding.bisection(rootFindingFunction, bracket[0],
+ bracket[1]);
+
+ return root;
+ }
+
+ /**
+ * Access the initial domain value, based on <code>p</code>, used to
+ * bracket a CDF root. This method is used by
+ * {@link #inverseCummulativeProbability(double)} to find critical values.
+ *
+ * @param p the desired probability for the critical value
+ * @return initial domain value
+ */
+ protected abstract double getInitialDomain(double p);
+
+ /**
+ * Access the domain value lower bound, based on <code>p</code>, used to
+ * bracket a CDF root. This method is used by
+ * {@link #inverseCummulativeProbability(double)} to find critical values.
+ *
+ * @param p the desired probability for the critical value
+ * @return domain value lower bound, i.e.
+ * P(X < <i>lower bound</i>) < <code>p</code>
+ */
+ protected abstract double getDomainLowerBound(double p);
+
+ /**
+ * Access the domain value upper bound, based on <code>p</code>, used to
+ * bracket a CDF root. This method is used by
+ * {@link #inverseCummulativeProbability(double)} to find critical values.
+ *
+ * @param p the desired probability for the critical value
+ * @return domain value upper bound, i.e.
+ * P(X < <i>upper bound</i>) > <code>p</code>
+ */
+ protected abstract double getDomainUpperBound(double p);
+}
1.3 +86 -76 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ChiSquaredDistribution.java
1.3 +99 -89 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/GammaDistribution.java
1.3 +113 -108 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/DistributionFactory.java
1.3 +218 -166 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/GammaDistributionImpl.java
1.3 +129 -100 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/ChiSquaredDistributionImpl.java
1.3 +93 -93 jakarta-commons-sandbox/math/src/java/org/apache/commons/math/stat/distribution/DistributionFactoryImpl.java
---------------------------------------------------------------------
To unsubscribe, e-mail: commons-dev-unsubscribe@jakarta.apache.org
For additional commands, e-mail: commons-dev-help@jakarta.apache.org