Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
AbstractIntegerDistribution |
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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 | ||
23 | /** |
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24 | * Base class for integer-valued discrete distributions. Default |
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25 | * implementations are provided for some of the methods that do not vary |
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26 | * from distribution to distribution. |
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27 | * |
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28 | * @version $Revision$ $Date: 2005-06-26 15:20:57 -0700 (Sun, 26 Jun 2005) $ |
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29 | */ |
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30 | public abstract class AbstractIntegerDistribution extends AbstractDistribution |
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31 | implements IntegerDistribution, Serializable { |
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32 | ||
33 | /** Serializable version identifier */ |
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34 | static final long serialVersionUID = -1146319659338487221L; |
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35 | ||
36 | /** |
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37 | * Default constructor. |
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38 | */ |
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39 | protected AbstractIntegerDistribution() { |
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40 | 104 | super(); |
41 | 104 | } |
42 | ||
43 | /** |
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44 | * For a random variable X whose values are distributed according |
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45 | * to this distribution, this method returns P(X ≤ x). In other words, |
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46 | * this method represents the (cumulative) distribution function, or |
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47 | * CDF, for this distribution. |
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48 | * <p> |
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49 | * If <code>x</code> does not represent an integer value, the CDF is |
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50 | * evaluated at the greatest integer less than x. |
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51 | * |
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52 | * @param x the value at which the distribution function is evaluated. |
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53 | * @return cumulative probability that a random variable with this |
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54 | * distribution takes a value less than or equal to <code>x</code> |
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55 | * @throws MathException if the cumulative probability can not be |
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56 | * computed due to convergence or other numerical errors. |
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57 | */ |
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58 | public double cumulativeProbability(double x) throws MathException { |
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59 | 176 | return cumulativeProbability((int) Math.floor(x)); |
60 | } |
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61 | ||
62 | /** |
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63 | * For a random variable X whose values are distributed according |
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64 | * to this distribution, this method returns P(X ≤ x). In other words, |
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65 | * this method represents the probability distribution function, or PDF, |
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66 | * for this distribution. |
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67 | * |
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68 | * @param x the value at which the PDF is evaluated. |
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69 | * @return PDF for this distribution. |
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70 | * @throws MathException if the cumulative probability can not be |
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71 | * computed due to convergence or other numerical errors. |
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72 | */ |
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73 | abstract public double cumulativeProbability(int x) throws MathException; |
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74 | ||
75 | /** |
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76 | * For a random variable X whose values are distributed according |
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77 | * to this distribution, this method returns P(X = x). In other words, this |
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78 | * method represents the probability mass function, or PMF, for the distribution. |
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79 | * <p> |
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80 | * If <code>x</code> does not represent an integer value, 0 is returned. |
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81 | * |
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82 | * @param x the value at which the probability density function is evaluated |
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83 | * @return the value of the probability density function at x |
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84 | */ |
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85 | public double probability(double x) { |
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86 | 0 | double fl = Math.floor(x); |
87 | 0 | if (fl == x) { |
88 | 0 | return this.probability((int) x); |
89 | } else { |
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90 | 0 | return 0; |
91 | } |
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92 | } |
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93 | ||
94 | /** |
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95 | * For a random variable X whose values are distributed according |
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96 | * to this distribution, this method returns P(x0 ≤ X ≤ x1). |
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97 | * |
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98 | * @param x0 the inclusive, lower bound |
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99 | * @param x1 the inclusive, upper bound |
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100 | * @return the cumulative probability. |
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101 | * @throws MathException if the cumulative probability can not be |
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102 | * computed due to convergence or other numerical errors. |
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103 | * @throws IllegalArgumentException if x0 > x1 |
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104 | */ |
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105 | public double cumulativeProbability(int x0, int x1) throws MathException { |
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106 | 6 | if (x0 > x1) { |
107 | 6 | throw new IllegalArgumentException |
108 | ("lower endpoint must be less than or equal to upper endpoint"); |
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109 | } |
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110 | 0 | return cumulativeProbability(x1) - cumulativeProbability(x0 - 1); |
111 | } |
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112 | ||
113 | /** |
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114 | * For a random variable X whose values are distributed according |
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115 | * to this distribution, this method returns the largest x, such |
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116 | * that P(X ≤ x) ≤ <code>p</code>. |
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117 | * |
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118 | * @param p the desired probability |
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119 | * @return the largest x such that P(X ≤ x) <= p |
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120 | * @throws MathException if the inverse cumulative probability can not be |
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121 | * computed due to convergence or other numerical errors. |
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122 | * @throws IllegalArgumentException if p < 0 or p > 1 |
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123 | */ |
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124 | public int inverseCumulativeProbability(final double p) throws MathException{ |
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125 | 258 | if (p < 0.0 || p > 1.0) { |
126 | 12 | throw new IllegalArgumentException( |
127 | "p must be between 0 and 1.0 (inclusive)"); |
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128 | } |
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129 | ||
130 | // by default, do simple bisection. |
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131 | // subclasses can override if there is a better method. |
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132 | 246 | int x0 = getDomainLowerBound(p); |
133 | 246 | int x1 = getDomainUpperBound(p); |
134 | double pm; |
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135 | 6256 | while (x0 < x1) { |
136 | 6010 | int xm = x0 + (x1 - x0) / 2; |
137 | 6010 | pm = cumulativeProbability(xm); |
138 | 6010 | if (pm > p) { |
139 | // update x1 |
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140 | 4734 | if (xm == x1) { |
141 | // this can happen with integer division |
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142 | // simply decrement x1 |
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143 | 0 | --x1; |
144 | } else { |
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145 | // update x1 normally |
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146 | 4734 | x1 = xm; |
147 | } |
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148 | } else { |
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149 | // update x0 |
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150 | 1276 | if (xm == x0) { |
151 | // this can happen with integer division |
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152 | // simply increment x0 |
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153 | 220 | ++x0; |
154 | } else { |
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155 | // update x0 normally |
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156 | 1056 | x0 = xm; |
157 | } |
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158 | } |
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159 | } |
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160 | ||
161 | // insure x0 is the correct critical point |
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162 | 246 | pm = cumulativeProbability(x0); |
163 | 488 | while (pm > p) { |
164 | 242 | --x0; |
165 | 242 | pm = cumulativeProbability(x0); |
166 | } |
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167 | ||
168 | 246 | return x0; |
169 | } |
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170 | ||
171 | /** |
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172 | * Access the domain value lower bound, based on <code>p</code>, used to |
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173 | * bracket a PDF root. This method is used by |
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174 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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175 | * |
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176 | * @param p the desired probability for the critical value |
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177 | * @return domain value lower bound, i.e. |
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178 | * P(X < <i>lower bound</i>) < <code>p</code> |
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179 | */ |
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180 | protected abstract int getDomainLowerBound(double p); |
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181 | ||
182 | /** |
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183 | * Access the domain value upper bound, based on <code>p</code>, used to |
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184 | * bracket a PDF root. This method is used by |
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185 | * {@link #inverseCumulativeProbability(double)} to find critical values. |
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186 | * |
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187 | * @param p the desired probability for the critical value |
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188 | * @return domain value upper bound, i.e. |
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189 | * P(X < <i>upper bound</i>) > <code>p</code> |
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190 | */ |
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191 | protected abstract int getDomainUpperBound(double p); |
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192 | } |