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Posted to commits@commons.apache.org by ah...@apache.org on 2021/09/22 11:15:50 UTC
[commons-statistics] branch master updated (c1edfd4 -> d797bf2)
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aherbert pushed a change to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git.
from c1edfd4 Add error message for 0 < p <= 1
new 533e9cb Javadoc that the scale parameter controls the spread.
new d91388e Consistent distribution parameter javadoc.
new d797bf2 Additional parameterisation tests for Nakagami distribution
The 3 revisions listed above as "new" are entirely new to this
repository and will be described in separate emails. The revisions
listed as "add" were already present in the repository and have only
been added to this reference.
Summary of changes:
.../distribution/CauchyDistribution.java | 4 +-
.../statistics/distribution/GammaDistribution.java | 4 +-
.../distribution/GumbelDistribution.java | 4 +-
.../distribution/LaplaceDistribution.java | 4 +-
.../statistics/distribution/LevyDistribution.java | 4 +-
.../distribution/NakagamiDistribution.java | 10 +--
.../distribution/ParetoDistribution.java | 4 +-
.../distribution/PoissonDistribution.java | 6 +-
.../distribution/RegularizedBetaUtils.java | 2 +-
.../distribution/SaddlePointExpansionUtils.java | 14 ++--
.../distribution/TruncatedNormalDistribution.java | 8 +-
.../distribution/NakagamiDistributionTest.java | 94 +++++++++++++++++++---
12 files changed, 113 insertions(+), 45 deletions(-)
[commons-statistics] 03/03: Additional parameterisation tests for
Nakagami distribution
Posted by ah...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit d797bf2da350a8e111ecdad8f84b65627c2c6ae2
Author: aherbert <ah...@apache.org>
AuthorDate: Wed Sep 22 12:13:59 2021 +0100
Additional parameterisation tests for Nakagami distribution
Support any positive shape parameter. The limit of mu >= 0.5 on the
wikipedia reference is incorrect.
---
.../distribution/NakagamiDistribution.java | 6 +-
.../distribution/NakagamiDistributionTest.java | 94 +++++++++++++++++++---
2 files changed, 84 insertions(+), 16 deletions(-)
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
index c17f034..de7a8a7 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
@@ -28,8 +28,6 @@ public class NakagamiDistribution extends AbstractContinuousDistribution {
private static final double SUPPORT_LO = 0;
/** Support upper bound. */
private static final double SUPPORT_HI = Double.POSITIVE_INFINITY;
- /** The minimum allowed for the shape parameter. */
- private static final double MIN_SHAPE = 0.5;
/** Natural logarithm of 2. */
private static final double LN_2 = 0.6931471805599453094172321;
@@ -52,8 +50,8 @@ public class NakagamiDistribution extends AbstractContinuousDistribution {
*/
public NakagamiDistribution(double mu,
double omega) {
- if (mu < MIN_SHAPE) {
- throw new DistributionException(DistributionException.TOO_SMALL, mu, MIN_SHAPE);
+ if (mu <= 0) {
+ throw new DistributionException(DistributionException.NOT_STRICTLY_POSITIVE, mu);
}
if (omega <= 0) {
throw new DistributionException(DistributionException.NOT_STRICTLY_POSITIVE, omega);
diff --git a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java
index 3acd437..e27b4b9 100644
--- a/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java
+++ b/commons-statistics-distribution/src/test/java/org/apache/commons/statistics/distribution/NakagamiDistributionTest.java
@@ -28,6 +28,11 @@ class NakagamiDistributionTest extends ContinuousDistributionAbstractTest {
//-------------- Implementations for abstract methods ----------------------
+ // Test values created using scipy.stats nakagami
+ // The distribution is not defined for x=0.
+ // Some implementations compute the formula and return the natural limit as x -> 0.
+ // This implementation returns zero for any x outside the domain.
+
@Override
public NakagamiDistribution makeDistribution() {
return new NakagamiDistribution(0.5, 1);
@@ -36,23 +41,29 @@ class NakagamiDistributionTest extends ContinuousDistributionAbstractTest {
@Override
public double[] makeCumulativeTestPoints() {
return new double[] {
- 0, 0.2, 0.4, 0.6, 0.8, 1, 1.2, 1.4, 1.6, 1.8, 2
+ 0, 1e-3, 0.2, 0.4, 0.6, 0.8, 1, 1.2, 1.4, 1.6, 1.8, 2
};
}
@Override
public double[] makeDensityTestValues() {
return new double[] {
- 0.0000000, 0.7820854, 0.7365403, 0.6664492, 0.5793831, 0.4839414,
- 0.3883721, 0.2994549, 0.2218417, 0.1579003, 0.1079819
+ 0.0, 0.79788416186068489, 0.78208538795091187,
+ 0.73654028060664678, 0.66644920578359934, 0.57938310552296557,
+ 0.48394144903828679, 0.38837210996642596, 0.29945493127148981,
+ 0.22184166935891111, 0.15790031660178833, 0.10798193302637614,
};
}
@Override
public double[] makeCumulativeTestValues() {
return new double[] {
- 0.0000000, 0.1585194, 0.3108435, 0.4514938, 0.5762892, 0.6826895,
- 0.7698607, 0.8384867, 0.8904014, 0.9281394, 0.9544997
+ 0.0, 7.97884427822125389e-04,
+ 1.58519418878206031e-01, 3.10843483220648364e-01,
+ 4.51493764499852956e-01, 5.76289202833206615e-01,
+ 6.82689492137085852e-01, 7.69860659556583560e-01,
+ 8.38486681532458089e-01, 8.90401416600884343e-01,
+ 9.28139361774148575e-01, 9.54499736103641472e-01,
};
}
@@ -81,6 +92,66 @@ class NakagamiDistributionTest extends ContinuousDistributionAbstractTest {
//-------------------- Additional test cases -------------------------------
@Test
+ void testAdditionalDistribution1() {
+ final NakagamiDistribution dist = new NakagamiDistribution(1.0 / 3, 1);
+ setDistribution(dist);
+ setCumulativeTestPoints(makeCumulativeTestPoints());
+ // Computed using scipy.stats nakagami
+ setCumulativeTestValues(new double[] {
+ 0., 0.00776458146673576, 0.26466318463713673,
+ 0.41599060641445568, 0.53633771818837206, 0.63551561797542433,
+ 0.71746556659624028, 0.7845448997061909, 0.83861986211366601,
+ 0.88141004735798412, 0.91458032800205946, 0.93973541101651015
+ });
+ setDensityTestValues(new double[] {
+ 0, 5.17638635039373352, 0.8734262427029803,
+ 0.66605658341650675, 0.54432849968092045, 0.45048535438453824,
+ 0.3709044132031733, 0.30141976583757241, 0.24075672187548078,
+ 0.18853365020699897, 0.14451001716499515, 0.10829893529327907
+ });
+ setInverseCumulativeTestPoints(getCumulativeTestValues());
+ setInverseCumulativeTestValues(getCumulativeTestPoints());
+ verifyDensities();
+ verifyLogDensities();
+ verifyCumulativeProbabilities();
+ verifySurvivalProbability();
+ verifySurvivalAndCumulativeProbabilityComplement();
+ verifyInverseCumulativeProbabilities();
+ }
+
+ @Test
+ void testAdditionalDistribution2() {
+ final NakagamiDistribution dist = new NakagamiDistribution(1.5, 2);
+ setDistribution(dist);
+ setCumulativeTestPoints(makeCumulativeTestPoints());
+ // Computed using matlab (scipy.stats does not support the omega parameter)
+ setCumulativeTestValues(new double[] {
+ 0, 0.000000000488602,
+ 0.003839209349952, 0.029112642643164,
+ 0.089980307387723, 0.189070530913232,
+ 0.317729669663787, 0.460129965238200,
+ 0.599031192110653, 0.720732382881390,
+ 0.817659600745483, 0.888389774905287,
+ });
+ setDensityTestValues(new double[] {
+ 0, 0.000001465806436,
+ 0.056899455042812, 0.208008745554258,
+ 0.402828269545621, 0.580491109555755,
+ 0.692398452624549, 0.716805620039994,
+ 0.660571957322857, 0.550137830087772,
+ 0.418105970486118, 0.291913039977849,
+ });
+ setInverseCumulativeTestPoints(getCumulativeTestValues());
+ setInverseCumulativeTestValues(getCumulativeTestPoints());
+ verifyDensities();
+ verifyLogDensities();
+ verifyCumulativeProbabilities();
+ verifySurvivalProbability();
+ verifySurvivalAndCumulativeProbabilityComplement();
+ verifyInverseCumulativeProbabilities();
+ }
+
+ @Test
void testExtremeLogDensity() {
// XXX: Verify with more test data from a reference distribution
final NakagamiDistribution dist = new NakagamiDistribution(0.5, 1);
@@ -100,15 +171,10 @@ class NakagamiDistributionTest extends ContinuousDistributionAbstractTest {
Assertions.assertEquals(scale, dist.getScale());
}
- @Test
- void testParameterAccessors() {
- final NakagamiDistribution dist = makeDistribution();
- Assertions.assertEquals(1, dist.getScale());
- }
-
@ParameterizedTest
@CsvSource({
- "0.4999, 1.0",
+ "0.0, 1.0",
+ "-0.1, 1.0",
"0.5, 0.0",
"0.5, -0.1",
})
@@ -132,6 +198,10 @@ class NakagamiDistributionTest extends ContinuousDistributionAbstractTest {
dist = new NakagamiDistribution(1.23, 2.5);
Assertions.assertEquals(1.431786259006201, dist.getMean(), eps);
Assertions.assertEquals(0.449988108521028, dist.getVariance(), eps);
+
+ dist = new NakagamiDistribution(1.0 / 3, 2.0);
+ Assertions.assertEquals(1.032107387207478, dist.getMean(), eps);
+ Assertions.assertEquals(0.934754341271753, dist.getVariance(), eps);
}
@Test
[commons-statistics] 01/03: Javadoc that the scale parameter
controls the spread.
Posted by ah...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit 533e9cb64b80ffc24bba796107bad929b71e461e
Author: aherbert <ah...@apache.org>
AuthorDate: Wed Sep 22 10:55:00 2021 +0100
Javadoc that the scale parameter controls the spread.
The distribution omega parameter may be known as the spread in other
references.
---
.../apache/commons/statistics/distribution/NakagamiDistribution.java | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
index b71c41a..c17f034 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/NakagamiDistribution.java
@@ -45,8 +45,8 @@ public class NakagamiDistribution extends AbstractContinuousDistribution {
/**
* Creates a distribution.
*
- * @param mu shape parameter
- * @param omega scale parameter (must be positive)
+ * @param mu Shape parameter.
+ * @param omega Scale parameter (must be positive). Controls the spread of the distribution.
* @throws IllegalArgumentException if {@code mu < 0.5} or if
* {@code omega <= 0}.
*/
[commons-statistics] 02/03: Consistent distribution parameter
javadoc.
Posted by ah...@apache.org.
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit d91388e03e5c1f82549f019a7122d7e8edf223af
Author: aherbert <ah...@apache.org>
AuthorDate: Wed Sep 22 11:00:45 2021 +0100
Consistent distribution parameter javadoc.
---
.../statistics/distribution/CauchyDistribution.java | 4 ++--
.../commons/statistics/distribution/GammaDistribution.java | 4 ++--
.../statistics/distribution/GumbelDistribution.java | 4 ++--
.../statistics/distribution/LaplaceDistribution.java | 4 ++--
.../commons/statistics/distribution/LevyDistribution.java | 4 ++--
.../statistics/distribution/ParetoDistribution.java | 4 ++--
.../statistics/distribution/PoissonDistribution.java | 6 +++---
.../statistics/distribution/RegularizedBetaUtils.java | 2 +-
.../statistics/distribution/SaddlePointExpansionUtils.java | 14 +++++++-------
.../distribution/TruncatedNormalDistribution.java | 8 ++++----
10 files changed, 27 insertions(+), 27 deletions(-)
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java
index c7fea19..261bd88 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/CauchyDistribution.java
@@ -35,8 +35,8 @@ public class CauchyDistribution extends AbstractContinuousDistribution {
/**
* Creates a distribution.
*
- * @param location Location for this distribution.
- * @param scale Scale parameter for this distribution.
+ * @param location Location parameter.
+ * @param scale Scale parameter.
* @throws IllegalArgumentException if {@code scale <= 0}.
*/
public CauchyDistribution(double location,
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
index 1a7b102..00e9417 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GammaDistribution.java
@@ -92,8 +92,8 @@ public class GammaDistribution extends AbstractContinuousDistribution {
/**
* Creates a distribution.
*
- * @param shape the shape parameter
- * @param scale the scale parameter
+ * @param shape Shape parameter.
+ * @param scale Scale parameter.
* @throws IllegalArgumentException if {@code shape <= 0} or
* {@code scale <= 0}.
*/
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GumbelDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GumbelDistribution.java
index b945649..b6a13fb 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GumbelDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/GumbelDistribution.java
@@ -39,8 +39,8 @@ public class GumbelDistribution extends AbstractContinuousDistribution {
/**
* Creates a distribution.
*
- * @param mu location parameter
- * @param beta scale parameter (must be positive)
+ * @param mu Location parameter.
+ * @param beta Scale parameter (must be positive).
* @throws IllegalArgumentException if {@code beta <= 0}
*/
public GumbelDistribution(double mu,
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LaplaceDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LaplaceDistribution.java
index ebcd0dc..eb55ad0 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LaplaceDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LaplaceDistribution.java
@@ -32,8 +32,8 @@ public class LaplaceDistribution extends AbstractContinuousDistribution {
/**
* Creates a distribution.
*
- * @param mu location parameter
- * @param beta scale parameter (must be positive)
+ * @param mu Location parameter.
+ * @param beta Scale parameter (must be positive).
* @throws IllegalArgumentException if {@code beta <= 0}
*/
public LaplaceDistribution(double mu,
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java
index 44b9a8a..7741f0d 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/LevyDistribution.java
@@ -37,8 +37,8 @@ public class LevyDistribution extends AbstractContinuousDistribution {
/**
* Creates a distribution.
*
- * @param mu location
- * @param c scale parameter
+ * @param mu Location parameter.
+ * @param c Scale parameter.
*/
public LevyDistribution(final double mu,
final double c) {
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ParetoDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ParetoDistribution.java
index 9999f4e..4c9c7ac 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ParetoDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ParetoDistribution.java
@@ -50,8 +50,8 @@ public class ParetoDistribution extends AbstractContinuousDistribution {
/**
* Creates a Pareto distribution.
*
- * @param scale Scale parameter of this distribution.
- * @param shape Shape parameter of this distribution.
+ * @param scale Scale parameter.
+ * @param shape Shape parameter.
* @throws IllegalArgumentException if {@code scale <= 0} or {@code shape <= 0}.
*/
public ParetoDistribution(double scale,
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/PoissonDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/PoissonDistribution.java
index 78277b5..ee62db9 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/PoissonDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/PoissonDistribution.java
@@ -38,9 +38,9 @@ public class PoissonDistribution extends AbstractDiscreteDistribution {
private final double epsilon;
/**
- * Creates a new Poisson distribution with specified mean.
+ * Creates a new Poisson distribution with the specified mean.
*
- * @param mean the Poisson mean
+ * @param mean Poisson mean.
* @throws IllegalArgumentException if {@code p <= 0}.
*/
public PoissonDistribution(double mean) {
@@ -48,7 +48,7 @@ public class PoissonDistribution extends AbstractDiscreteDistribution {
}
/**
- * Creates a new Poisson distribution with specified mean, convergence
+ * Creates a new Poisson distribution with the specified mean, convergence
* criterion and maximum number of iterations.
*
* @param mean Poisson mean.
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/RegularizedBetaUtils.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/RegularizedBetaUtils.java
index 4bfec92..7ca809f 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/RegularizedBetaUtils.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/RegularizedBetaUtils.java
@@ -32,7 +32,7 @@ final class RegularizedBetaUtils {
* 1 - I(x, a, b) = I(1 - x, b, a)
* </pre>
*
- * @param x the value.
+ * @param x Value at which the function is evaluated.
* @param a Parameter {@code a}.
* @param b Parameter {@code b}.
* @return the complement of the regularized beta function 1 - I(x, a, b).
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.java
index 4ac10c0..07f27cd 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/SaddlePointExpansionUtils.java
@@ -86,7 +86,7 @@ final class SaddlePointExpansionUtils {
*
* <p>Note: This function has been modified for integer {@code z}.</p>
*
- * @param z the value.
+ * @param z Value at which the function is evaluated.
* @return the Striling's series error.
*/
static double getStirlingError(int z) {
@@ -116,8 +116,8 @@ final class SaddlePointExpansionUtils {
*
* <p>Note: This function has been modified for integer {@code x}.</p>
*
- * @param x the x value.
- * @param mu the average.
+ * @param x Value at which the function is evaluated.
+ * @param mu Average.
* @return a part of the deviance.
*/
static double getDeviancePart(int x, double mu) {
@@ -146,10 +146,10 @@ final class SaddlePointExpansionUtils {
* Compute the logarithm of the PMF for a binomial distribution
* using the saddle point expansion.
*
- * @param x the value at which the probability is evaluated.
- * @param n the number of trials.
- * @param p the probability of success.
- * @param q the probability of failure (1 - p).
+ * @param x Value at which the probability is evaluated.
+ * @param n Number of trials.
+ * @param p Probability of success.
+ * @param q Probability of failure (1 - p).
* @return log(p(x)).
*/
static double logBinomialProbability(int x, int n, double p, double q) {
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
index 08751ea..f94855d 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
@@ -58,10 +58,10 @@ public class TruncatedNormalDistribution extends AbstractContinuousDistribution
* Note that the {@code mean} and {@code sd} is of the parent normal distribution,
* and not the true mean and standard deviation of the truncated normal distribution.
*
- * @param mean mean for this distribution.
- * @param sd standard deviation for this distribution.
- * @param lower lower bound (inclusive) of the distribution, can be {@link Double#NEGATIVE_INFINITY}.
- * @param upper upper bound (inclusive) of the distribution, can be {@link Double#POSITIVE_INFINITY}.
+ * @param mean Mean for this distribution.
+ * @param sd Standard deviation for this distribution.
+ * @param lower Lower bound (inclusive) of the distribution, can be {@link Double#NEGATIVE_INFINITY}.
+ * @param upper Upper bound (inclusive) of the distribution, can be {@link Double#POSITIVE_INFINITY}.
* @throws IllegalArgumentException if {@code sd <= 0} or if {@code upper <= lower}.
*/
public TruncatedNormalDistribution(double mean, double sd, double lower, double upper) {