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Statistical distributions library (in statu nascendi)
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/*
* Class: GofStat
* Description: Goodness-of-fit test statistics
* Environment: Java
* Software: SSJ
* Copyright (C) 2001 Pierre L'Ecuyer and Universite de Montreal
* Organization: DIRO, Universite de Montreal
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package math.stats.distribution.fit;
import math.stats.distribution.ContinuousDistribution;
/**
* Transformation of empirical observations to {@code (0, 1)} interval.
*/
final class Transformer {
/**
* Apply the {@link ContinuousDistribution#cdf(double)} method of the given
* {@code dist} to the data in {@code observations}. This transforms the
* data to a {@code (0, 1)} interval. If the hypothesized {@code dist} fits
* the data in {@code observations} then the resulting transformed data
* should be roughly uniformly distributed on {@code (0, 1)}.
*
* @param observations
* the empirical data to transform
* @param dist
* the distribution to use for the transformation
* @return data transformed to the {@code (0, 1)} interval. If the
* hypothesized distribution describes the observations then the
* transformed data is approximately uniformly distributed
*/
static double[] uniform(double[] observations, ContinuousDistribution dist) {
if (dist == null) {
throw new IllegalArgumentException("dist == null");
}
if (observations == null) {
throw new IllegalArgumentException("observations == null");
}
double[] transformed = new double[observations.length];
for (int i = 0; i < transformed.length; ++i) {
transformed[i] = dist.cdf(observations[i]);
}
return transformed;
}
private Transformer() {
throw new AssertionError();
}
}
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