casesDj4.math_95.FDistributionImpl_t Maven / Gradle / Ivy
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You 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 org.apache.commons.math.distribution;
import java.io.Serializable;
import org.apache.commons.math.MathException;
import org.apache.commons.math.special.Beta;
/**
* Default implementation of
* {@link org.apache.commons.math.distribution.FDistribution}.
*
* @version $Revision$ $Date$
*/
public class FDistributionImpl
extends AbstractContinuousDistribution
implements FDistribution, Serializable {
/** Serializable version identifier */
private static final long serialVersionUID = -8516354193418641566L;
/** The numerator degrees of freedom*/
private double numeratorDegreesOfFreedom;
/** The numerator degrees of freedom*/
private double denominatorDegreesOfFreedom;
/**
* Create a F distribution using the given degrees of freedom.
* @param numeratorDegreesOfFreedom the numerator degrees of freedom.
* @param denominatorDegreesOfFreedom the denominator degrees of freedom.
*/
public FDistributionImpl(double numeratorDegreesOfFreedom,
double denominatorDegreesOfFreedom) {
super();
setNumeratorDegreesOfFreedom(numeratorDegreesOfFreedom);
setDenominatorDegreesOfFreedom(denominatorDegreesOfFreedom);
}
/**
* For this distribution, X, this method returns P(X < x).
*
* The implementation of this method is based on:
*
* -
*
* F-Distribution, equation (4).
*
*
* @param x the value at which the CDF is evaluated.
* @return CDF for this distribution.
* @throws MathException if the cumulative probability can not be
* computed due to convergence or other numerical errors.
*/
public double cumulativeProbability(double x) throws MathException {
double ret;
if (x <= 0.0) {
ret = 0.0;
} else {
double n = getNumeratorDegreesOfFreedom();
double m = getDenominatorDegreesOfFreedom();
ret = Beta.regularizedBeta((n * x) / (m + n * x),
0.5 * n,
0.5 * m);
}
return ret;
}
/**
* For this distribution, X, this method returns the critical point x, such
* that P(X < x) = p.
*
* Returns 0 for p=0 and Double.POSITIVE_INFINITY for p=1.
*
* @param p the desired probability
* @return x, such that P(X < x) = p
* @throws MathException if the inverse cumulative probability can not be
* computed due to convergence or other numerical errors.
* @throws IllegalArgumentException if p is not a valid
* probability.
*/
public double inverseCumulativeProbability(final double p)
throws MathException {
if (p == 0) {
return 0d;
}
if (p == 1) {
return Double.POSITIVE_INFINITY;
}
return super.inverseCumulativeProbability(p);
}
/**
* Access the domain value lower bound, based on p, used to
* bracket a CDF root. This method is used by
* {@link #inverseCumulativeProbability(double)} to find critical values.
*
* @param p the desired probability for the critical value
* @return domain value lower bound, i.e.
* P(X < lower bound) < p
*/
protected double getDomainLowerBound(double p) {
return 0.0;
}
/**
* Access the domain value upper bound, based on p, used to
* bracket a CDF root. This method is used by
* {@link #inverseCumulativeProbability(double)} to find critical values.
*
* @param p the desired probability for the critical value
* @return domain value upper bound, i.e.
* P(X < upper bound) > p
*/
protected double getDomainUpperBound(double p) {
return Double.MAX_VALUE;
}
/**
* Access the initial domain value, based on p, used to
* bracket a CDF root. This method is used by
* {@link #inverseCumulativeProbability(double)} to find critical values.
*
* @param p the desired probability for the critical value
* @return initial domain value
*/
protected double getInitialDomain(double p) {
double ret = 1.0;
double d = getDenominatorDegreesOfFreedom();
if (d > 2.0) {
// use mean
ret = d / (d - 2.0);
}
return ret;
}
/**
* Modify the numerator degrees of freedom.
* @param degreesOfFreedom the new numerator degrees of freedom.
* @throws IllegalArgumentException if degreesOfFreedom is not
* positive.
*/
public void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
if (degreesOfFreedom <= 0.0) {
throw new IllegalArgumentException(
"degrees of freedom must be positive.");
}
this.numeratorDegreesOfFreedom = degreesOfFreedom;
}
/**
* Access the numerator degrees of freedom.
* @return the numerator degrees of freedom.
*/
public double getNumeratorDegreesOfFreedom() {
return numeratorDegreesOfFreedom;
}
/**
* Modify the denominator degrees of freedom.
* @param degreesOfFreedom the new denominator degrees of freedom.
* @throws IllegalArgumentException if degreesOfFreedom is not
* positive.
*/
public void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
if (degreesOfFreedom <= 0.0) {
throw new IllegalArgumentException(
"degrees of freedom must be positive.");
}
this.denominatorDegreesOfFreedom = degreesOfFreedom;
}
/**
* Access the denominator degrees of freedom.
* @return the denominator degrees of freedom.
*/
public double getDenominatorDegreesOfFreedom() {
return denominatorDegreesOfFreedom;
}
}