Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
ChiSquaredDistributionImpl |
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| 1.6;1.6 |
1 | /* |
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2 | * Copyright 2003-2004 The Apache Software Foundation. |
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3 | * |
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4 | * Licensed under the Apache License, Version 2.0 (the "License"); |
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5 | * you may not use this file except in compliance with the License. |
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6 | * You may obtain a copy of the License at |
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7 | * |
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8 | * http://www.apache.org/licenses/LICENSE-2.0 |
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9 | * |
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10 | * Unless required by applicable law or agreed to in writing, software |
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11 | * distributed under the License is distributed on an "AS IS" BASIS, |
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12 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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13 | * See the License for the specific language governing permissions and |
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14 | * limitations under the License. |
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15 | */ |
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16 | package org.apache.commons.math.distribution; |
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17 | ||
18 | import java.io.Serializable; |
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19 | ||
20 | import org.apache.commons.math.MathException; |
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21 | ||
22 | /** |
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23 | * The default implementation of {@link ChiSquaredDistribution} |
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24 | * |
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25 | * @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $ |
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26 | */ |
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27 | public class ChiSquaredDistributionImpl |
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28 | extends AbstractContinuousDistribution |
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29 | implements ChiSquaredDistribution, Serializable { |
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30 | ||
31 | /** Serializable version identifier */ |
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32 | static final long serialVersionUID = -8352658048349159782L; |
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33 | ||
34 | /** Internal Gamma distribution. */ |
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35 | private GammaDistribution gamma; |
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36 | ||
37 | /** |
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38 | * Create a Chi-Squared distribution with the given degrees of freedom. |
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39 | * @param degreesOfFreedom degrees of freedom. |
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40 | */ |
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41 | public ChiSquaredDistributionImpl(double degreesOfFreedom) { |
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42 | 98 | super(); |
43 | 98 | setGamma(DistributionFactory.newInstance().createGammaDistribution( |
44 | degreesOfFreedom / 2.0, 2.0)); |
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45 | 94 | } |
46 | ||
47 | /** |
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48 | * Modify the degrees of freedom. |
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49 | * @param degreesOfFreedom the new degrees of freedom. |
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50 | */ |
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51 | public void setDegreesOfFreedom(double degreesOfFreedom) { |
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52 | 4 | getGamma().setAlpha(degreesOfFreedom / 2.0); |
53 | 2 | } |
54 | ||
55 | /** |
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56 | * Access the degrees of freedom. |
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57 | * @return the degrees of freedom. |
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58 | */ |
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59 | public double getDegreesOfFreedom() { |
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60 | 64 | return getGamma().getAlpha() * 2.0; |
61 | } |
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62 | ||
63 | /** |
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64 | * For this disbution, X, this method returns P(X < x). |
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65 | * @param x the value at which the CDF is evaluated. |
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66 | * @return CDF for this distribution. |
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67 | * @throws MathException if the cumulative probability can not be |
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68 | * computed due to convergence or other numerical errors. |
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69 | */ |
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70 | public double cumulativeProbability(double x) throws MathException { |
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71 | 842 | return getGamma().cumulativeProbability(x); |
72 | } |
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73 | ||
74 | /** |
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75 | * For this distribution, X, this method returns the critical point x, such |
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76 | * that P(X < x) = <code>p</code>. |
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77 | * <p> |
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78 | * Returns 0 for p=0 and <code>Double.POSITIVE_INFINITY</code> for p=1. |
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79 | * |
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80 | * @param p the desired probability |
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81 | * @return x, such that P(X < x) = <code>p</code> |
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82 | * @throws MathException if the inverse cumulative probability can not be |
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83 | * computed due to convergence or other numerical errors. |
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84 | * @throws IllegalArgumentException if <code>p</code> is not a valid |
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85 | * probability. |
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86 | */ |
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87 | public double inverseCumulativeProbability(final double p) |
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88 | throws MathException { |
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89 | 48 | if (p == 0) { |
90 | 2 | return 0d; |
91 | } |
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92 | 46 | if (p == 1) { |
93 | 2 | return Double.POSITIVE_INFINITY; |
94 | } |
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95 | 44 | return super.inverseCumulativeProbability(p); |
96 | } |
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97 | ||
98 | /** |
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99 | * Access the domain value lower bound, based on <code>p</code>, used to |
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100 | * bracket a CDF root. This method is used by |
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101 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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102 | * |
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103 | * @param p the desired probability for the critical value |
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104 | * @return domain value lower bound, i.e. |
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105 | * P(X < <i>lower bound</i>) < <code>p</code> |
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106 | */ |
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107 | protected double getDomainLowerBound(double p) { |
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108 | 40 | return Double.MIN_VALUE * getGamma().getBeta(); |
109 | } |
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110 | ||
111 | /** |
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112 | * Access the domain value upper bound, based on <code>p</code>, used to |
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113 | * bracket a CDF root. This method is used by |
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114 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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115 | * |
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116 | * @param p the desired probability for the critical value |
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117 | * @return domain value upper bound, i.e. |
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118 | * P(X < <i>upper bound</i>) > <code>p</code> |
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119 | */ |
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120 | protected double getDomainUpperBound(double p) { |
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121 | // NOTE: chi squared is skewed to the left |
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122 | // NOTE: therefore, P(X < μ) > .5 |
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123 | ||
124 | double ret; |
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125 | ||
126 | 40 | if (p < .5) { |
127 | // use mean |
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128 | 20 | ret = getDegreesOfFreedom(); |
129 | } else { |
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130 | // use max |
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131 | 20 | ret = Double.MAX_VALUE; |
132 | } |
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133 | ||
134 | 40 | return ret; |
135 | } |
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136 | ||
137 | /** |
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138 | * Access the initial domain value, based on <code>p</code>, used to |
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139 | * bracket a CDF root. This method is used by |
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140 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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141 | * |
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142 | * @param p the desired probability for the critical value |
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143 | * @return initial domain value |
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144 | */ |
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145 | protected double getInitialDomain(double p) { |
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146 | // NOTE: chi squared is skewed to the left |
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147 | // NOTE: therefore, P(X < μ) > .5 |
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148 | ||
149 | double ret; |
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150 | ||
151 | 40 | if (p < .5) { |
152 | // use 1/2 mean |
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153 | 20 | ret = getDegreesOfFreedom() * .5; |
154 | } else { |
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155 | // use mean |
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156 | 20 | ret = getDegreesOfFreedom(); |
157 | } |
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158 | ||
159 | 40 | return ret; |
160 | } |
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161 | ||
162 | /** |
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163 | * Modify the Gamma distribution. |
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164 | * @param gamma the new distribution. |
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165 | */ |
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166 | private void setGamma(GammaDistribution gamma) { |
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167 | 94 | this.gamma = gamma; |
168 | 94 | } |
169 | ||
170 | /** |
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171 | * Access the Gamma distribution. |
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172 | * @return the internal Gamma distribution. |
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173 | */ |
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174 | private GammaDistribution getGamma() { |
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175 | 950 | return gamma; |
176 | } |
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177 | } |