org.apache.commons.math.distribution
Class FDistributionImpl

java.lang.Object
  org.apache.commons.math.distribution.AbstractDistribution
      org.apache.commons.math.distribution.AbstractContinuousDistribution
          org.apache.commons.math.distribution.FDistributionImpl

All Implemented Interfaces:

ContinuousDistribution, Distribution, FDistribution, Serializable

public class FDistributionImpl

extends AbstractContinuousDistribution

implements FDistribution, Serializable

Default implementation of FDistribution.

Version:

$Revision: 1.19 $ $Date: 2004/07/24 21:41:36 $

See Also:

Serialized Form

Field Summary

(package private) static long

serialVersionUID Serializable version identifier

Constructor Summary

FDistributionImpl(double numeratorDegreesOfFreedom, double denominatorDegreesOfFreedom)
Create a F distribution using the given degrees of freedom.

Method Summary

double	cumulativeProbability(double x) For this disbution, X, this method returns P(X < x).
double	getDenominatorDegreesOfFreedom() Access the denominator degrees of freedom.
protected double	getDomainLowerBound(double p) Access the domain value lower bound, based on p, used to bracket a CDF root.
protected double	getDomainUpperBound(double p) Access the domain value upper bound, based on p, used to bracket a CDF root.
protected double	getInitialDomain(double p) Access the initial domain value, based on p, used to bracket a CDF root.
double	getNumeratorDegreesOfFreedom() Access the numerator degrees of freedom.
double	inverseCumulativeProbability(double p) For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
void	setDenominatorDegreesOfFreedom(double degreesOfFreedom) Modify the denominator degrees of freedom.
void	setNumeratorDegreesOfFreedom(double degreesOfFreedom) Modify the numerator degrees of freedom.

Methods inherited from class org.apache.commons.math.distribution.AbstractDistribution

cumulativeProbability

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.distribution.Distribution

cumulativeProbability

Field Detail

serialVersionUID

static final long serialVersionUID

Serializable version identifier

See Also:

Constant Field Values

Constructor Detail

FDistributionImpl

public FDistributionImpl(double numeratorDegreesOfFreedom,
                         double denominatorDegreesOfFreedom)

Create a F distribution using the given degrees of freedom.

Parameters:

numeratorDegreesOfFreedom - the numerator degrees of freedom.

denominatorDegreesOfFreedom - the denominator degrees of freedom.

Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
                             throws MathException

For this disbution, X, this method returns P(X < x). The implementation of this method is based on:

• F-Distribution, equation (4).

Specified by:

cumulativeProbability in interface Distribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF for this distribution.

Throws:

MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws MathException

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.

Specified by:

inverseCumulativeProbability in interface ContinuousDistribution

Overrides:

inverseCumulativeProbability in class AbstractContinuousDistribution

Parameters:

p - the desired probability

Returns:

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.

IllegalArgumentException - if p is not a valid probability.

getDomainLowerBound

protected double getDomainLowerBound(double p)

Access the domain value lower bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:

getDomainLowerBound in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

domain value lower bound, i.e. P(X < lower bound) < p

getDomainUpperBound

protected double getDomainUpperBound(double p)

Access the domain value upper bound, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:

getDomainUpperBound in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

domain value upper bound, i.e. P(X < upper bound) > p

getInitialDomain

protected double getInitialDomain(double p)

Access the initial domain value, based on p, used to bracket a CDF root. This method is used by inverseCumulativeProbability(double) to find critical values.

Specified by:

getInitialDomain in class AbstractContinuousDistribution

Parameters:

p - the desired probability for the critical value

Returns:

initial domain value

setNumeratorDegreesOfFreedom

public void setNumeratorDegreesOfFreedom(double degreesOfFreedom)

Modify the numerator degrees of freedom.

Specified by:

setNumeratorDegreesOfFreedom in interface FDistribution

Parameters:

degreesOfFreedom - the new numerator degrees of freedom.

Throws:

IllegalArgumentException - if degreesOfFreedom is not positive.

getNumeratorDegreesOfFreedom

public double getNumeratorDegreesOfFreedom()

Access the numerator degrees of freedom.

Specified by:

getNumeratorDegreesOfFreedom in interface FDistribution

Returns:

the numerator degrees of freedom.

setDenominatorDegreesOfFreedom

public void setDenominatorDegreesOfFreedom(double degreesOfFreedom)

Modify the denominator degrees of freedom.

Specified by:

setDenominatorDegreesOfFreedom in interface FDistribution

Parameters:

degreesOfFreedom - the new denominator degrees of freedom.

Throws:

IllegalArgumentException - if degreesOfFreedom is not positive.

getDenominatorDegreesOfFreedom

public double getDenominatorDegreesOfFreedom()

Access the denominator degrees of freedom.

Specified by:

getDenominatorDegreesOfFreedom in interface FDistribution

Returns:

the denominator degrees of freedom.