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Posted to commits@commons.apache.org by er...@apache.org on 2018/01/25 19:06:57 UTC
[09/21] [math] MATH-1443: Depend on "Commons Statistics".
MATH-1443: Depend on "Commons Statistics".
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/b2d4b2ac
Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/b2d4b2ac
Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/b2d4b2ac
Branch: refs/heads/master
Commit: b2d4b2ac3a738d97e23e53cd459d9c57ee8827c5
Parents: c3ff46e
Author: Gilles <er...@apache.org>
Authored: Thu Jan 25 17:54:31 2018 +0100
Committer: Gilles <er...@apache.org>
Committed: Thu Jan 25 17:54:31 2018 +0100
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.../distribution/EmpiricalDistribution.java | 24 +++++++++++---------
.../MultivariateNormalDistribution.java | 4 +++-
.../distribution/EmpiricalDistributionTest.java | 18 +++++++++------
3 files changed, 27 insertions(+), 19 deletions(-)
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http://git-wip-us.apache.org/repos/asf/commons-math/blob/b2d4b2ac/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
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diff --git a/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java b/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
index 471b19e..97f6561 100644
--- a/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
+++ b/src/main/java/org/apache/commons/math4/distribution/EmpiricalDistribution.java
@@ -28,6 +28,9 @@ import java.nio.charset.Charset;
import java.util.ArrayList;
import java.util.List;
+import org.apache.commons.statistics.distribution.NormalDistribution;
+import org.apache.commons.statistics.distribution.ContinuousDistribution;
+import org.apache.commons.statistics.distribution.ConstantContinuousDistribution;
import org.apache.commons.math4.exception.MathIllegalStateException;
import org.apache.commons.math4.exception.MathInternalError;
import org.apache.commons.math4.exception.NullArgumentException;
@@ -517,7 +520,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution {
return 0d;
}
final int binIndex = findBin(x);
- final RealDistribution kernel = getKernel(binStats.get(binIndex));
+ final ContinuousDistribution kernel = getKernel(binStats.get(binIndex));
return kernel.density(x) * pB(binIndex) / kB(binIndex);
}
@@ -546,9 +549,9 @@ public class EmpiricalDistribution extends AbstractRealDistribution {
final int binIndex = findBin(x);
final double pBminus = pBminus(binIndex);
final double pB = pB(binIndex);
- final RealDistribution kernel = k(x);
- if (kernel instanceof ConstantRealDistribution) {
- if (x < kernel.getNumericalMean()) {
+ final ContinuousDistribution kernel = k(x);
+ if (kernel instanceof ConstantContinuousDistribution) {
+ if (x < kernel.getMean()) {
return pBminus;
} else {
return pBminus + pB;
@@ -601,7 +604,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution {
i++;
}
- final RealDistribution kernel = getKernel(binStats.get(i));
+ final ContinuousDistribution kernel = getKernel(binStats.get(i));
final double kB = kB(i);
final double[] binBounds = getUpperBounds();
final double lower = i == 0 ? min : binBounds[i - 1];
@@ -699,7 +702,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution {
*/
private double kB(int i) {
final double[] binBounds = getUpperBounds();
- final RealDistribution kernel = getKernel(binStats.get(i));
+ final ContinuousDistribution kernel = getKernel(binStats.get(i));
return i == 0 ? kernel.probability(min, binBounds[0]) :
kernel.probability(binBounds[i - 1], binBounds[i]);
}
@@ -710,7 +713,7 @@ public class EmpiricalDistribution extends AbstractRealDistribution {
* @param x the value to locate within a bin
* @return the within-bin kernel of the bin containing x
*/
- private RealDistribution k(double x) {
+ private ContinuousDistribution k(double x) {
final int binIndex = findBin(x);
return getKernel(binStats.get(binIndex));
}
@@ -733,12 +736,11 @@ public class EmpiricalDistribution extends AbstractRealDistribution {
* @param bStats summary statistics for the bin
* @return within-bin kernel parameterized by bStats
*/
- protected RealDistribution getKernel(SummaryStatistics bStats) {
+ protected ContinuousDistribution getKernel(SummaryStatistics bStats) {
if (bStats.getN() == 1 || bStats.getVariance() == 0) {
- return new ConstantRealDistribution(bStats.getMean());
+ return new ConstantContinuousDistribution(bStats.getMean());
} else {
- return new NormalDistribution(bStats.getMean(), bStats.getStandardDeviation(),
- NormalDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ return new NormalDistribution(bStats.getMean(), bStats.getStandardDeviation());
}
}
}
http://git-wip-us.apache.org/repos/asf/commons-math/blob/b2d4b2ac/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java
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diff --git a/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java b/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java
index 52df408..76046a8 100644
--- a/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java
+++ b/src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java
@@ -16,6 +16,8 @@
*/
package org.apache.commons.math4.distribution;
+import org.apache.commons.statistics.distribution.ContinuousDistribution;
+import org.apache.commons.statistics.distribution.NormalDistribution;
import org.apache.commons.math4.exception.DimensionMismatchException;
import org.apache.commons.math4.linear.Array2DRowRealMatrix;
import org.apache.commons.math4.linear.EigenDecomposition;
@@ -179,7 +181,7 @@ public class MultivariateNormalDistribution
public MultivariateRealDistribution.Sampler createSampler(final UniformRandomProvider rng) {
return new MultivariateRealDistribution.Sampler() {
/** Normal distribution. */
- private final RealDistribution.Sampler gauss = new NormalDistribution().createSampler(rng);
+ private final ContinuousDistribution.Sampler gauss = new NormalDistribution(0, 1).createSampler(rng);
/** {@inheritDoc} */
@Override
http://git-wip-us.apache.org/repos/asf/commons-math/blob/b2d4b2ac/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
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diff --git a/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java b/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
index e0a7839..c3c0071 100644
--- a/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
+++ b/src/test/java/org/apache/commons/math4/distribution/EmpiricalDistributionTest.java
@@ -24,6 +24,10 @@ import java.net.URL;
import java.util.ArrayList;
import java.util.Arrays;
+import org.apache.commons.statistics.distribution.ContinuousDistribution;
+import org.apache.commons.statistics.distribution.ConstantContinuousDistribution;
+import org.apache.commons.statistics.distribution.UniformContinuousDistribution;
+import org.apache.commons.statistics.distribution.NormalDistribution;
import org.apache.commons.math4.TestUtils;
import org.apache.commons.math4.analysis.UnivariateFunction;
import org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator;
@@ -334,7 +338,7 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes
// Compute bMinus = sum or mass of bins below the bin containing the point
// First bin has mass 11 / 10000, the rest have mass 10 / 10000.
final double bMinus = bin == 0 ? 0 : (bin - 1) * binMass + firstBinMass;
- final RealDistribution kernel = findKernel(lower, upper);
+ final ContinuousDistribution kernel = findKernel(lower, upper);
final double withinBinKernelMass = kernel.probability(lower, upper);
final double kernelCum = kernel.probability(lower, testPoints[i]);
cumValues[i] = bMinus + (bin == 0 ? firstBinMass : binMass) * kernelCum/withinBinKernelMass;
@@ -353,7 +357,7 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes
final double lower = bin == 0 ? empiricalDistribution.getSupportLowerBound() :
binBounds[bin - 1];
final double upper = binBounds[bin];
- final RealDistribution kernel = findKernel(lower, upper);
+ final ContinuousDistribution kernel = findKernel(lower, upper);
final double withinBinKernelMass = kernel.probability(lower, upper);
final double density = kernel.density(testPoints[i]);
densityValues[i] = density * (bin == 0 ? firstBinMass : binMass) / withinBinKernelMass;
@@ -456,7 +460,7 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes
* The first bin includes its lower bound, 0, so has different mean and
* standard deviation.
*/
- private RealDistribution findKernel(double lower, double upper) {
+ private ContinuousDistribution findKernel(double lower, double upper) {
if (lower < 1) {
return new NormalDistribution(5d, 3.3166247903554);
} else {
@@ -535,8 +539,8 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes
}
// Use constant distribution equal to bin mean within bin
@Override
- protected RealDistribution getKernel(SummaryStatistics bStats) {
- return new ConstantRealDistribution(bStats.getMean());
+ protected ContinuousDistribution getKernel(SummaryStatistics bStats) {
+ return new ConstantContinuousDistribution(bStats.getMean());
}
}
@@ -549,8 +553,8 @@ public final class EmpiricalDistributionTest extends RealDistributionAbstractTes
super(i);
}
@Override
- protected RealDistribution getKernel(SummaryStatistics bStats) {
- return new UniformRealDistribution(bStats.getMin(), bStats.getMax());
+ protected ContinuousDistribution getKernel(SummaryStatistics bStats) {
+ return new UniformContinuousDistribution(bStats.getMin(), bStats.getMax());
}
}
}