| Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
| AbstractIntegerDistribution |
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| 2.375;2.375 |
| 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 | } |