edu.cmu.tetrad.util.CutoffFinder Maven / Gradle / Ivy
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// For information as to what this class does, see the Javadoc, below. //
// Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, //
// 2007, 2008, 2009, 2010, 2014, 2015, 2022 by Peter Spirtes, Richard //
// Scheines, Joseph Ramsey, and Clark Glymour. //
// //
// This program is free software; you can redistribute it and/or modify //
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// GNU General Public License for more details. //
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///////////////////////////////////////////////////////////////////////////////
package edu.cmu.tetrad.util;
/**
* Provides a static method for finding the cutoff value for a symmetric probability distribution function about the
* origin.
*
* @author josephramsey
* @version $Id: $Id
*/
public class CutoffFinder {
/**
* Prevents instantiation.
*/
private CutoffFinder() {
}
/**
* Assumes f is a positive symmetric function between x1 and x2 about 0. Integrates from 0 in the direction of x2 in
* intervals of deltaX until an area of .5 * (1 - alpha) has been accumulated. Returns the x value at the iteration
* where this amount of area has been accumulated.
*
* This is helpful for finding cutoff levels for normal curves, distributions of correlation coefficients, Student's
* t, etc. It returns significance level cutoffs.
*
* @param f a function
* @param xUpperBound an upper bound for the integration.
* @param alpha the significance level.
* @param deltaX the amount the integration jumps forward each time.
* @return the cutoff value for these conditions.
*/
public static double getCutoff(Function f, double xUpperBound, double alpha,
double deltaX) {
double area = 0.0;
double x1 = 0.0, x2 = 0.0;
double upperAreaLimit = .5 * (1 - alpha);
while ((area < upperAreaLimit) && (x1 < xUpperBound)) {
x1 = x2;
x2 += deltaX;
double yAve = .5 * (f.valueAt(x1) + f.valueAt(x2));
area += yAve * deltaX;
}
return x1;
}
}