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Posted to commits@commons.apache.org by er...@apache.org on 2019/10/22 14:30:57 UTC
[commons-math] 03/05: Use "BigFraction" class from "Commons
Numbers".
This is an automated email from the ASF dual-hosted git repository.
erans pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git
commit 0346204c7c2a9a0e71daca0ea3aef676e34b38ac
Author: Gilles Sadowski <gi...@harfang.homelinux.org>
AuthorDate: Tue Oct 22 13:58:10 2019 +0200
Use "BigFraction" class from "Commons Numbers".
---
pom.xml | 6 ++
.../stat/inference/KolmogorovSmirnovTest.java | 103 +++++++++++----------
2 files changed, 58 insertions(+), 51 deletions(-)
diff --git a/pom.xml b/pom.xml
index f161832..ad44243 100644
--- a/pom.xml
+++ b/pom.xml
@@ -163,6 +163,12 @@
<dependency>
<groupId>org.apache.commons</groupId>
+ <artifactId>commons-numbers-field</artifactId>
+ <version>${math.commons.numbers.version}</version>
+ </dependency>
+
+ <dependency>
+ <groupId>org.apache.commons</groupId>
<artifactId>commons-rng-client-api</artifactId>
<version>${math.commons.rng.version}</version>
</dependency>
diff --git a/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java b/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java
index e4a5212..f9b0449 100644
--- a/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java
+++ b/src/main/java/org/apache/commons/math4/stat/inference/KolmogorovSmirnovTest.java
@@ -18,12 +18,16 @@
package org.apache.commons.math4.stat.inference;
import java.math.BigDecimal;
+import java.math.RoundingMode;
import java.util.Arrays;
import org.apache.commons.rng.simple.RandomSource;
import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.statistics.distribution.ContinuousDistribution;
import org.apache.commons.numbers.combinatorics.BinomialCoefficientDouble;
+import org.apache.commons.numbers.fraction.BigFraction;
+import org.apache.commons.numbers.field.BigFractionField;
+import org.apache.commons.numbers.field.FieldSquareMatrix;
import org.apache.commons.math4.distribution.EnumeratedRealDistribution;
import org.apache.commons.math4.distribution.AbstractRealDistribution;
import org.apache.commons.math4.exception.InsufficientDataException;
@@ -35,11 +39,6 @@ import org.apache.commons.math4.exception.OutOfRangeException;
import org.apache.commons.math4.exception.TooManyIterationsException;
import org.apache.commons.math4.exception.NotANumberException;
import org.apache.commons.math4.exception.util.LocalizedFormats;
-import org.apache.commons.math4.fraction.BigFraction;
-import org.apache.commons.math4.fraction.BigFractionField;
-import org.apache.commons.math4.fraction.FractionConversionException;
-import org.apache.commons.math4.linear.Array2DRowFieldMatrix;
-import org.apache.commons.math4.linear.FieldMatrix;
import org.apache.commons.math4.linear.MatrixUtils;
import org.apache.commons.math4.linear.RealMatrix;
import org.apache.commons.math4.util.FastMath;
@@ -122,6 +121,8 @@ public class KolmogorovSmirnovTest {
private static final double KS_SUM_CAUCHY_CRITERION = 1e-20;
/** Convergence criterion for the sums in {@link #pelzGood(double, int)} */
private static final double PG_SUM_RELATIVE_ERROR = 1e-10;
+ /** 1/2 */
+ private static final BigFraction ONE_HALF = BigFraction.of(1, 2);
/**
* When product of sample sizes exceeds this value, 2-sample K-S test uses asymptotic
@@ -406,11 +407,10 @@ public class KolmogorovSmirnovTest {
* @param n sample size
* @return \(P(D_n < d)\)
* @throws MathArithmeticException if algorithm fails to convert {@code h} to a
- * {@link org.apache.commons.math4.fraction.BigFraction} in expressing {@code d} as \((k
- * - h) / m\) for integer {@code k, m} and \(0 \le h < 1\)
+ * {@link BigFraction} in expressing {@code d} as
+ * \((k - h) / m\) for integer {@code k, m} and \(0 \le h < 1\)
*/
- public double cdf(double d, int n)
- throws MathArithmeticException {
+ public double cdf(double d, int n) {
return cdf(d, n, false);
}
@@ -425,11 +425,10 @@ public class KolmogorovSmirnovTest {
* @param n sample size
* @return \(P(D_n < d)\)
* @throws MathArithmeticException if the algorithm fails to convert {@code h} to a
- * {@link org.apache.commons.math4.fraction.BigFraction} in expressing {@code d} as \((k
- * - h) / m\) for integer {@code k, m} and \(0 \le h < 1\)
+ * {@link BigFraction} in expressing {@code d} as
+ * \((k - h) / m\) for integer {@code k, m} and \(0 \le h < 1\)
*/
- public double cdfExact(double d, int n)
- throws MathArithmeticException {
+ public double cdfExact(double d, int n) {
return cdf(d, n, true);
}
@@ -446,12 +445,10 @@ public class KolmogorovSmirnovTest {
* sure; {@code true} is almost solely for verification purposes.
* @return \(P(D_n < d)\)
* @throws MathArithmeticException if algorithm fails to convert {@code h} to a
- * {@link org.apache.commons.math4.fraction.BigFraction} in expressing {@code d} as \((k
- * - h) / m\) for integer {@code k, m} and \(0 \le h < 1\).
+ * {@link BigFraction} in expressing {@code d} as
+ * \((k - h) / m\) for integer {@code k, m} and \(0 \le h < 1\).
*/
- public double cdf(double d, int n, boolean exact)
- throws MathArithmeticException {
-
+ public double cdf(double d, int n, boolean exact) {
final double ninv = 1 / ((double) n);
final double ninvhalf = 0.5 * ninv;
@@ -488,18 +485,21 @@ public class KolmogorovSmirnovTest {
* @param n sample size
* @return the two-sided probability of \(P(D_n < d)\)
* @throws MathArithmeticException if algorithm fails to convert {@code h} to a
- * {@link org.apache.commons.math4.fraction.BigFraction} in expressing {@code d} as \((k
- * - h) / m\) for integer {@code k, m} and \(0 \le h < 1\).
+ * {@link BigFraction}.
*/
- private double exactK(double d, int n)
- throws MathArithmeticException {
-
+ private double exactK(double d, int n) {
final int k = (int) Math.ceil(n * d);
- final FieldMatrix<BigFraction> H = this.createExactH(d, n);
- final FieldMatrix<BigFraction> Hpower = H.power(n);
+ final FieldSquareMatrix<BigFraction> H;
+ try {
+ H = createExactH(d, n);
+ } catch (ArithmeticException e) {
+ throw new MathArithmeticException(LocalizedFormats.FRACTION);
+ }
+
+ final FieldSquareMatrix<BigFraction> Hpower = H.pow(n);
- BigFraction pFrac = Hpower.getEntry(k - 1, k - 1);
+ BigFraction pFrac = Hpower.get(k - 1, k - 1);
for (int i = 1; i <= n; ++i) {
pFrac = pFrac.multiply(i).divide(n);
@@ -510,7 +510,7 @@ public class KolmogorovSmirnovTest {
* divides afterwards. That gives NaN quite easy. This does not (scale is the number of
* digits):
*/
- return pFrac.bigDecimalValue(20, BigDecimal.ROUND_HALF_UP).doubleValue();
+ return pFrac.bigDecimalValue(20, RoundingMode.HALF_UP).doubleValue();
}
/**
@@ -672,23 +672,20 @@ public class KolmogorovSmirnovTest {
}
return ret + (sqrtHalfPi / (sqrtN * n)) * (sum / (3240 * z6 * z4) +
+ sum2 / (108 * z6));
-
}
- /***
+ /**
* Creates {@code H} of size {@code m x m} as described in [1] (see above).
*
* @param d statistic
* @param n sample size
* @return H matrix
- * @throws NumberIsTooLargeException if fractional part is greater than 1
- * @throws FractionConversionException if algorithm fails to convert {@code h} to a
- * {@link org.apache.commons.math4.fraction.BigFraction} in expressing {@code d} as \((k
- * - h) / m\) for integer {@code k, m} and \(0 <= h < 1\).
+ * @throws NumberIsTooLargeException if fractional part is greater than 1.
+ * @throws ArithmeticException if algorithm fails to convert {@code h} to a
+ * {@link BigFraction}.
*/
- private FieldMatrix<BigFraction> createExactH(double d, int n)
- throws NumberIsTooLargeException, FractionConversionException {
-
+ private FieldSquareMatrix<BigFraction> createExactH(double d,
+ int n) {
final int k = (int) Math.ceil(n * d);
final int m = 2 * k - 1;
final double hDouble = k - n * d;
@@ -697,15 +694,15 @@ public class KolmogorovSmirnovTest {
}
BigFraction h = null;
try {
- h = new BigFraction(hDouble, 1.0e-20, 10000);
- } catch (final FractionConversionException e1) {
+ h = BigFraction.from(hDouble, 1e-20, 10000);
+ } catch (final ArithmeticException e1) {
try {
- h = new BigFraction(hDouble, 1.0e-10, 10000);
- } catch (final FractionConversionException e2) {
- h = new BigFraction(hDouble, 1.0e-5, 10000);
+ h = BigFraction.from(hDouble, 1e-10, 10000);
+ } catch (final ArithmeticException e2) {
+ h = BigFraction.from(hDouble, 1e-5, 10000);
}
}
- final BigFraction[][] Hdata = new BigFraction[m][m];
+ final FieldSquareMatrix<BigFraction> Hdata = FieldSquareMatrix.create(BigFractionField.get(), m);
/*
* Start by filling everything with either 0 or 1.
@@ -713,9 +710,9 @@ public class KolmogorovSmirnovTest {
for (int i = 0; i < m; ++i) {
for (int j = 0; j < m; ++j) {
if (i - j + 1 < 0) {
- Hdata[i][j] = BigFraction.ZERO;
+ Hdata.set(i, j, BigFraction.ZERO);
} else {
- Hdata[i][j] = BigFraction.ONE;
+ Hdata.set(i, j, BigFraction.ONE);
}
}
}
@@ -726,7 +723,7 @@ public class KolmogorovSmirnovTest {
*/
final BigFraction[] hPowers = new BigFraction[m];
hPowers[0] = h;
- for (int i = 1; i < m; ++i) {
+ for (int i = 1; i < m; i++) {
hPowers[i] = h.multiply(hPowers[i - 1]);
}
@@ -734,16 +731,19 @@ public class KolmogorovSmirnovTest {
* First column and last row has special values (each other reversed).
*/
for (int i = 0; i < m; ++i) {
- Hdata[i][0] = Hdata[i][0].subtract(hPowers[i]);
- Hdata[m - 1][i] = Hdata[m - 1][i].subtract(hPowers[m - i - 1]);
+ Hdata.set(i, 0,
+ Hdata.get(i, 0).subtract(hPowers[i]));
+ Hdata.set(m - 1, i,
+ Hdata.get(m - 1, i).subtract(hPowers[m - i - 1]));
}
/*
* [1] states: "For 1/2 < h < 1 the bottom left element of the matrix should be (1 - 2*h^m +
* (2h - 1)^m )/m!" Since 0 <= h < 1, then if h > 1/2 is sufficient to check:
*/
- if (h.compareTo(BigFraction.ONE_HALF) == 1) {
- Hdata[m - 1][0] = Hdata[m - 1][0].add(h.multiply(2).subtract(1).pow(m));
+ if (h.compareTo(ONE_HALF) == 1) {
+ Hdata.set(m - 1, 0,
+ Hdata.get(m - 1, 0).add(h.multiply(2).subtract(1).pow(m)));
}
/*
@@ -758,12 +758,13 @@ public class KolmogorovSmirnovTest {
for (int j = 0; j < i + 1; ++j) {
if (i - j + 1 > 0) {
for (int g = 2; g <= i - j + 1; ++g) {
- Hdata[i][j] = Hdata[i][j].divide(g);
+ Hdata.set(i, j,
+ Hdata.get(i, j).divide(g));
}
}
}
}
- return new Array2DRowFieldMatrix<>(BigFractionField.getInstance(), Hdata);
+ return Hdata;
}
/***